Trading Metrics calculated at close of trading on 01-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,777.78 |
15,698.50 |
-79.28 |
-0.5% |
15,478.44 |
High |
15,801.83 |
15,748.43 |
-53.40 |
-0.3% |
15,795.51 |
Low |
15,702.74 |
15,636.57 |
-66.17 |
-0.4% |
15,376.74 |
Close |
15,757.00 |
15,718.01 |
-38.99 |
-0.2% |
15,750.93 |
Range |
99.09 |
111.86 |
12.77 |
12.9% |
418.77 |
ATR |
214.73 |
207.99 |
-6.74 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,036.58 |
15,989.16 |
15,779.53 |
|
R3 |
15,924.72 |
15,877.30 |
15,748.77 |
|
R2 |
15,812.86 |
15,812.86 |
15,738.52 |
|
R1 |
15,765.44 |
15,765.44 |
15,728.26 |
15,789.15 |
PP |
15,701.00 |
15,701.00 |
15,701.00 |
15,712.86 |
S1 |
15,653.58 |
15,653.58 |
15,707.76 |
15,677.29 |
S2 |
15,589.14 |
15,589.14 |
15,697.50 |
|
S3 |
15,477.28 |
15,541.72 |
15,687.25 |
|
S4 |
15,365.42 |
15,429.86 |
15,656.49 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,897.37 |
16,742.92 |
15,981.25 |
|
R3 |
16,478.60 |
16,324.15 |
15,866.09 |
|
R2 |
16,059.83 |
16,059.83 |
15,827.70 |
|
R1 |
15,905.38 |
15,905.38 |
15,789.32 |
15,982.61 |
PP |
15,641.06 |
15,641.06 |
15,641.06 |
15,679.67 |
S1 |
15,486.61 |
15,486.61 |
15,712.54 |
15,563.84 |
S2 |
15,222.29 |
15,222.29 |
15,674.16 |
|
S3 |
14,803.52 |
15,067.84 |
15,635.77 |
|
S4 |
14,384.75 |
14,649.07 |
15,520.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,801.83 |
15,411.91 |
389.92 |
2.5% |
182.79 |
1.2% |
79% |
False |
False |
|
10 |
15,932.05 |
15,376.74 |
555.31 |
3.5% |
185.83 |
1.2% |
61% |
False |
False |
|
20 |
15,932.05 |
14,924.64 |
1,007.41 |
6.4% |
178.55 |
1.1% |
79% |
False |
False |
|
40 |
15,932.05 |
14,283.88 |
1,648.17 |
10.5% |
188.32 |
1.2% |
87% |
False |
False |
|
60 |
15,932.05 |
13,059.91 |
2,872.14 |
18.3% |
181.06 |
1.2% |
93% |
False |
False |
|
80 |
15,932.05 |
12,724.62 |
3,207.43 |
20.4% |
178.36 |
1.1% |
93% |
False |
False |
|
100 |
15,932.05 |
11,695.41 |
4,236.64 |
27.0% |
187.38 |
1.2% |
95% |
False |
False |
|
120 |
15,932.05 |
11,695.41 |
4,236.64 |
27.0% |
188.17 |
1.2% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,223.84 |
2.618 |
16,041.28 |
1.618 |
15,929.42 |
1.000 |
15,860.29 |
0.618 |
15,817.56 |
HIGH |
15,748.43 |
0.618 |
15,705.70 |
0.500 |
15,692.50 |
0.382 |
15,679.30 |
LOW |
15,636.57 |
0.618 |
15,567.44 |
1.000 |
15,524.71 |
1.618 |
15,455.58 |
2.618 |
15,343.72 |
4.250 |
15,161.17 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,709.51 |
15,715.83 |
PP |
15,701.00 |
15,713.64 |
S1 |
15,692.50 |
15,711.46 |
|