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 |
35,465.97 |
35,585.99 |
120.02 |
0.3% |
35,230.79 |
High |
35,566.95 |
35,679.13 |
112.18 |
0.3% |
35,645.35 |
Low |
35,430.22 |
35,526.61 |
96.39 |
0.3% |
35,216.58 |
Close |
35,559.53 |
35,630.68 |
71.15 |
0.2% |
35,459.29 |
Range |
136.73 |
152.52 |
15.79 |
11.5% |
428.77 |
ATR |
276.60 |
267.74 |
-8.86 |
-3.2% |
0.00 |
Volume |
333,136,968 |
260,995,276 |
-72,141,692 |
-21.7% |
1,664,068,241 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,069.70 |
36,002.71 |
35,714.57 |
|
R3 |
35,917.18 |
35,850.19 |
35,672.62 |
|
R2 |
35,764.66 |
35,764.66 |
35,658.64 |
|
R1 |
35,697.67 |
35,697.67 |
35,644.66 |
35,731.17 |
PP |
35,612.14 |
35,612.14 |
35,612.14 |
35,628.89 |
S1 |
35,545.15 |
35,545.15 |
35,616.70 |
35,578.65 |
S2 |
35,459.62 |
35,459.62 |
35,602.72 |
|
S3 |
35,307.10 |
35,392.63 |
35,588.74 |
|
S4 |
35,154.58 |
35,240.11 |
35,546.79 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,726.72 |
36,521.77 |
35,695.11 |
|
R3 |
36,297.95 |
36,093.00 |
35,577.20 |
|
R2 |
35,869.18 |
35,869.18 |
35,537.90 |
|
R1 |
35,664.23 |
35,664.23 |
35,498.59 |
35,766.71 |
PP |
35,440.41 |
35,440.41 |
35,440.41 |
35,491.64 |
S1 |
35,235.46 |
35,235.46 |
35,419.99 |
35,337.94 |
S2 |
35,011.64 |
35,011.64 |
35,380.68 |
|
S3 |
34,582.87 |
34,806.69 |
35,341.38 |
|
S4 |
34,154.10 |
34,377.92 |
35,223.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,679.13 |
35,216.58 |
462.55 |
1.3% |
251.14 |
0.7% |
90% |
True |
False |
332,540,115 |
10 |
35,679.13 |
34,991.21 |
687.92 |
1.9% |
232.95 |
0.7% |
93% |
True |
False |
344,679,833 |
20 |
35,679.13 |
33,705.68 |
1,973.45 |
5.5% |
250.54 |
0.7% |
98% |
True |
False |
326,986,828 |
40 |
35,679.13 |
33,399.69 |
2,279.44 |
6.4% |
246.79 |
0.7% |
98% |
True |
False |
324,979,989 |
60 |
35,679.13 |
32,586.56 |
3,092.57 |
8.7% |
276.19 |
0.8% |
98% |
True |
False |
321,770,281 |
80 |
35,679.13 |
32,586.56 |
3,092.57 |
8.7% |
283.48 |
0.8% |
98% |
True |
False |
311,663,548 |
100 |
35,679.13 |
31,429.82 |
4,249.31 |
11.9% |
316.61 |
0.9% |
99% |
True |
False |
321,795,784 |
120 |
35,679.13 |
31,429.82 |
4,249.31 |
11.9% |
326.68 |
0.9% |
99% |
True |
False |
318,450,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,327.34 |
2.618 |
36,078.43 |
1.618 |
35,925.91 |
1.000 |
35,831.65 |
0.618 |
35,773.39 |
HIGH |
35,679.13 |
0.618 |
35,620.87 |
0.500 |
35,602.87 |
0.382 |
35,584.87 |
LOW |
35,526.61 |
0.618 |
35,432.35 |
1.000 |
35,374.09 |
1.618 |
35,279.83 |
2.618 |
35,127.31 |
4.250 |
34,878.40 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
35,621.41 |
35,592.83 |
PP |
35,612.14 |
35,554.99 |
S1 |
35,602.87 |
35,517.14 |
|