| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2,009.3 |
1,992.1 |
-17.2 |
-0.9% |
2,020.0 |
| High |
2,012.4 |
1,994.7 |
-17.7 |
-0.9% |
2,042.2 |
| Low |
1,989.6 |
1,985.2 |
-4.4 |
-0.2% |
2,001.9 |
| Close |
1,995.5 |
1,989.1 |
-6.4 |
-0.3% |
2,020.6 |
| Range |
22.8 |
9.5 |
-13.3 |
-58.3% |
40.3 |
| ATR |
20.8 |
20.1 |
-0.8 |
-3.6% |
0.0 |
| Volume |
2,394 |
1,921 |
-473 |
-19.8% |
12,642 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,018.2 |
2,013.1 |
1,994.3 |
|
| R3 |
2,008.7 |
2,003.6 |
1,991.7 |
|
| R2 |
1,999.2 |
1,999.2 |
1,990.8 |
|
| R1 |
1,994.1 |
1,994.1 |
1,990.0 |
1,991.9 |
| PP |
1,989.7 |
1,989.7 |
1,989.7 |
1,988.6 |
| S1 |
1,984.6 |
1,984.6 |
1,988.2 |
1,982.4 |
| S2 |
1,980.2 |
1,980.2 |
1,987.4 |
|
| S3 |
1,970.7 |
1,975.1 |
1,986.5 |
|
| S4 |
1,961.2 |
1,965.6 |
1,983.9 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.5 |
2,121.8 |
2,042.8 |
|
| R3 |
2,102.2 |
2,081.5 |
2,031.7 |
|
| R2 |
2,061.9 |
2,061.9 |
2,028.0 |
|
| R1 |
2,041.2 |
2,041.2 |
2,024.3 |
2,051.6 |
| PP |
2,021.6 |
2,021.6 |
2,021.6 |
2,026.7 |
| S1 |
2,000.9 |
2,000.9 |
2,016.9 |
2,011.3 |
| S2 |
1,981.3 |
1,981.3 |
2,013.2 |
|
| S3 |
1,941.0 |
1,960.6 |
2,009.5 |
|
| S4 |
1,900.7 |
1,920.3 |
1,998.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,031.2 |
1,985.2 |
46.0 |
2.3% |
19.3 |
1.0% |
8% |
False |
True |
1,884 |
| 10 |
2,042.2 |
1,985.2 |
57.0 |
2.9% |
19.4 |
1.0% |
7% |
False |
True |
2,207 |
| 20 |
2,047.9 |
1,974.7 |
73.2 |
3.7% |
18.2 |
0.9% |
20% |
False |
False |
1,985 |
| 40 |
2,047.9 |
1,959.1 |
88.8 |
4.5% |
19.8 |
1.0% |
34% |
False |
False |
1,373 |
| 60 |
2,129.1 |
1,959.1 |
170.0 |
8.5% |
20.9 |
1.1% |
18% |
False |
False |
1,105 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
9.1% |
21.1 |
1.1% |
17% |
False |
False |
934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,035.1 |
|
2.618 |
2,019.6 |
|
1.618 |
2,010.1 |
|
1.000 |
2,004.2 |
|
0.618 |
2,000.6 |
|
HIGH |
1,994.7 |
|
0.618 |
1,991.1 |
|
0.500 |
1,990.0 |
|
0.382 |
1,988.8 |
|
LOW |
1,985.2 |
|
0.618 |
1,979.3 |
|
1.000 |
1,975.7 |
|
1.618 |
1,969.8 |
|
2.618 |
1,960.3 |
|
4.250 |
1,944.8 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,990.0 |
2,004.2 |
| PP |
1,989.7 |
1,999.2 |
| S1 |
1,989.4 |
1,994.1 |
|