| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,992.1 |
1,991.3 |
-0.8 |
0.0% |
2,018.8 |
| High |
1,994.7 |
2,004.4 |
9.7 |
0.5% |
2,031.2 |
| Low |
1,985.2 |
1,975.9 |
-9.3 |
-0.5% |
1,975.9 |
| Close |
1,989.1 |
1,996.5 |
7.4 |
0.4% |
1,996.5 |
| Range |
9.5 |
28.5 |
19.0 |
200.0% |
55.3 |
| ATR |
20.1 |
20.7 |
0.6 |
3.0% |
0.0 |
| Volume |
1,921 |
1,585 |
-336 |
-17.5% |
9,873 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,077.8 |
2,065.6 |
2,012.2 |
|
| R3 |
2,049.3 |
2,037.1 |
2,004.3 |
|
| R2 |
2,020.8 |
2,020.8 |
2,001.7 |
|
| R1 |
2,008.6 |
2,008.6 |
1,999.1 |
2,014.7 |
| PP |
1,992.3 |
1,992.3 |
1,992.3 |
1,995.3 |
| S1 |
1,980.1 |
1,980.1 |
1,993.9 |
1,986.2 |
| S2 |
1,963.8 |
1,963.8 |
1,991.3 |
|
| S3 |
1,935.3 |
1,951.6 |
1,988.7 |
|
| S4 |
1,906.8 |
1,923.1 |
1,980.8 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.1 |
2,137.1 |
2,026.9 |
|
| R3 |
2,111.8 |
2,081.8 |
2,011.7 |
|
| R2 |
2,056.5 |
2,056.5 |
2,006.6 |
|
| R1 |
2,026.5 |
2,026.5 |
2,001.6 |
2,013.9 |
| PP |
2,001.2 |
2,001.2 |
2,001.2 |
1,994.9 |
| S1 |
1,971.2 |
1,971.2 |
1,991.4 |
1,958.6 |
| S2 |
1,945.9 |
1,945.9 |
1,986.4 |
|
| S3 |
1,890.6 |
1,915.9 |
1,981.3 |
|
| S4 |
1,835.3 |
1,860.6 |
1,966.1 |
|
|
| 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 |
1,975.9 |
55.3 |
2.8% |
21.7 |
1.1% |
37% |
False |
True |
1,974 |
| 10 |
2,042.2 |
1,975.9 |
66.3 |
3.3% |
20.7 |
1.0% |
31% |
False |
True |
2,251 |
| 20 |
2,047.9 |
1,975.9 |
72.0 |
3.6% |
18.4 |
0.9% |
29% |
False |
True |
2,007 |
| 40 |
2,047.9 |
1,959.1 |
88.8 |
4.4% |
19.8 |
1.0% |
42% |
False |
False |
1,402 |
| 60 |
2,129.1 |
1,959.1 |
170.0 |
8.5% |
21.1 |
1.1% |
22% |
False |
False |
1,117 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
9.1% |
21.4 |
1.1% |
21% |
False |
False |
950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,125.5 |
|
2.618 |
2,079.0 |
|
1.618 |
2,050.5 |
|
1.000 |
2,032.9 |
|
0.618 |
2,022.0 |
|
HIGH |
2,004.4 |
|
0.618 |
1,993.5 |
|
0.500 |
1,990.2 |
|
0.382 |
1,986.8 |
|
LOW |
1,975.9 |
|
0.618 |
1,958.3 |
|
1.000 |
1,947.4 |
|
1.618 |
1,929.8 |
|
2.618 |
1,901.3 |
|
4.250 |
1,854.8 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,994.4 |
1,995.7 |
| PP |
1,992.3 |
1,994.9 |
| S1 |
1,990.2 |
1,994.2 |
|