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 |
15,970.00 |
15,665.00 |
-305.00 |
-1.9% |
15,762.25 |
High |
15,989.50 |
15,741.00 |
-248.50 |
-1.6% |
16,103.00 |
Low |
15,612.00 |
15,539.00 |
-73.00 |
-0.5% |
15,681.75 |
Close |
15,671.25 |
15,637.00 |
-34.25 |
-0.2% |
16,048.25 |
Range |
377.50 |
202.00 |
-175.50 |
-46.5% |
421.25 |
ATR |
240.12 |
237.39 |
-2.72 |
-1.1% |
0.00 |
Volume |
2,286 |
2,813 |
527 |
23.1% |
10,626 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,245.00 |
16,143.00 |
15,748.00 |
|
R3 |
16,043.00 |
15,941.00 |
15,692.50 |
|
R2 |
15,841.00 |
15,841.00 |
15,674.00 |
|
R1 |
15,739.00 |
15,739.00 |
15,655.50 |
15,689.00 |
PP |
15,639.00 |
15,639.00 |
15,639.00 |
15,614.00 |
S1 |
15,537.00 |
15,537.00 |
15,618.50 |
15,487.00 |
S2 |
15,437.00 |
15,437.00 |
15,600.00 |
|
S3 |
15,235.00 |
15,335.00 |
15,581.50 |
|
S4 |
15,033.00 |
15,133.00 |
15,526.00 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,208.00 |
17,049.50 |
16,280.00 |
|
R3 |
16,786.75 |
16,628.25 |
16,164.00 |
|
R2 |
16,365.50 |
16,365.50 |
16,125.50 |
|
R1 |
16,207.00 |
16,207.00 |
16,086.75 |
16,286.25 |
PP |
15,944.25 |
15,944.25 |
15,944.25 |
15,984.00 |
S1 |
15,785.75 |
15,785.75 |
16,009.75 |
15,865.00 |
S2 |
15,523.00 |
15,523.00 |
15,971.00 |
|
S3 |
15,101.75 |
15,364.50 |
15,932.50 |
|
S4 |
14,680.50 |
14,943.25 |
15,816.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,117.00 |
15,539.00 |
578.00 |
3.7% |
242.00 |
1.5% |
17% |
False |
True |
1,976 |
10 |
16,117.00 |
15,539.00 |
578.00 |
3.7% |
233.50 |
1.5% |
17% |
False |
True |
1,983 |
20 |
16,264.25 |
15,256.50 |
1,007.75 |
6.4% |
230.75 |
1.5% |
38% |
False |
False |
1,703 |
40 |
16,264.25 |
14,612.75 |
1,651.50 |
10.6% |
236.25 |
1.5% |
62% |
False |
False |
1,377 |
60 |
16,264.25 |
13,508.00 |
2,756.25 |
17.6% |
217.50 |
1.4% |
77% |
False |
False |
950 |
80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.3% |
193.75 |
1.2% |
80% |
False |
False |
713 |
100 |
16,264.25 |
12,350.00 |
3,914.25 |
25.0% |
177.50 |
1.1% |
84% |
False |
False |
571 |
120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.3% |
160.50 |
1.0% |
85% |
False |
False |
476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,599.50 |
2.618 |
16,269.75 |
1.618 |
16,067.75 |
1.000 |
15,943.00 |
0.618 |
15,865.75 |
HIGH |
15,741.00 |
0.618 |
15,663.75 |
0.500 |
15,640.00 |
0.382 |
15,616.25 |
LOW |
15,539.00 |
0.618 |
15,414.25 |
1.000 |
15,337.00 |
1.618 |
15,212.25 |
2.618 |
15,010.25 |
4.250 |
14,680.50 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,640.00 |
15,814.00 |
PP |
15,639.00 |
15,755.00 |
S1 |
15,638.00 |
15,696.00 |
|