| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,998.0 |
1,991.2 |
-6.8 |
-0.3% |
2,018.8 |
| High |
2,000.4 |
1,991.4 |
-9.0 |
-0.4% |
2,031.2 |
| Low |
1,986.7 |
1,977.0 |
-9.7 |
-0.5% |
1,975.9 |
| Close |
1,990.4 |
1,980.2 |
-10.2 |
-0.5% |
1,996.5 |
| Range |
13.7 |
14.4 |
0.7 |
5.1% |
55.3 |
| ATR |
20.2 |
19.8 |
-0.4 |
-2.0% |
0.0 |
| Volume |
1,230 |
1,718 |
488 |
39.7% |
9,873 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,026.1 |
2,017.5 |
1,988.1 |
|
| R3 |
2,011.7 |
2,003.1 |
1,984.2 |
|
| R2 |
1,997.3 |
1,997.3 |
1,982.8 |
|
| R1 |
1,988.7 |
1,988.7 |
1,981.5 |
1,985.8 |
| PP |
1,982.9 |
1,982.9 |
1,982.9 |
1,981.4 |
| S1 |
1,974.3 |
1,974.3 |
1,978.9 |
1,971.4 |
| S2 |
1,968.5 |
1,968.5 |
1,977.6 |
|
| S3 |
1,954.1 |
1,959.9 |
1,976.2 |
|
| S4 |
1,939.7 |
1,945.5 |
1,972.3 |
|
|
| 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 |
2,012.4 |
1,975.9 |
36.5 |
1.8% |
17.8 |
0.9% |
12% |
False |
False |
1,769 |
| 10 |
2,042.2 |
1,975.9 |
66.3 |
3.3% |
20.9 |
1.1% |
6% |
False |
False |
1,938 |
| 20 |
2,047.9 |
1,975.9 |
72.0 |
3.6% |
18.4 |
0.9% |
6% |
False |
False |
1,887 |
| 40 |
2,047.9 |
1,959.1 |
88.8 |
4.5% |
19.5 |
1.0% |
24% |
False |
False |
1,443 |
| 60 |
2,101.0 |
1,959.1 |
141.9 |
7.2% |
20.7 |
1.0% |
15% |
False |
False |
1,131 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
9.2% |
21.3 |
1.1% |
12% |
False |
False |
975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,052.6 |
|
2.618 |
2,029.1 |
|
1.618 |
2,014.7 |
|
1.000 |
2,005.8 |
|
0.618 |
2,000.3 |
|
HIGH |
1,991.4 |
|
0.618 |
1,985.9 |
|
0.500 |
1,984.2 |
|
0.382 |
1,982.5 |
|
LOW |
1,977.0 |
|
0.618 |
1,968.1 |
|
1.000 |
1,962.6 |
|
1.618 |
1,953.7 |
|
2.618 |
1,939.3 |
|
4.250 |
1,915.8 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,984.2 |
1,990.2 |
| PP |
1,982.9 |
1,986.8 |
| S1 |
1,981.5 |
1,983.5 |
|