| 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 |
1,850.0910 |
1,841.3250 |
-8.7660 |
-0.5% |
1,896.2020 |
| High |
1,878.5800 |
1,857.9440 |
-20.6360 |
-1.1% |
1,905.1710 |
| Low |
1,822.5490 |
1,826.1260 |
3.5770 |
0.2% |
1,835.2730 |
| Close |
1,842.0080 |
1,843.9050 |
1.8970 |
0.1% |
1,877.1030 |
| Range |
56.0310 |
31.8180 |
-24.2130 |
-43.2% |
69.8980 |
| ATR |
54.4907 |
52.8712 |
-1.6195 |
-3.0% |
0.0000 |
| Volume |
177,799 |
117,835 |
-59,964 |
-33.7% |
320,808 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,938.1123 |
1,922.8267 |
1,861.4049 |
|
| R3 |
1,906.2943 |
1,891.0087 |
1,852.6550 |
|
| R2 |
1,874.4763 |
1,874.4763 |
1,849.7383 |
|
| R1 |
1,859.1907 |
1,859.1907 |
1,846.8217 |
1,866.8335 |
| PP |
1,842.6583 |
1,842.6583 |
1,842.6583 |
1,846.4798 |
| S1 |
1,827.3727 |
1,827.3727 |
1,840.9884 |
1,835.0155 |
| S2 |
1,810.8403 |
1,810.8403 |
1,838.0717 |
|
| S3 |
1,779.0223 |
1,795.5547 |
1,835.1551 |
|
| S4 |
1,747.2043 |
1,763.7367 |
1,826.4051 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,082.2097 |
2,049.5543 |
1,915.5469 |
|
| R3 |
2,012.3117 |
1,979.6563 |
1,896.3250 |
|
| R2 |
1,942.4137 |
1,942.4137 |
1,889.9176 |
|
| R1 |
1,909.7583 |
1,909.7583 |
1,883.5103 |
1,891.1370 |
| PP |
1,872.5157 |
1,872.5157 |
1,872.5157 |
1,863.2050 |
| S1 |
1,839.8603 |
1,839.8603 |
1,870.6957 |
1,821.2390 |
| S2 |
1,802.6177 |
1,802.6177 |
1,864.2884 |
|
| S3 |
1,732.7197 |
1,769.9623 |
1,857.8811 |
|
| S4 |
1,662.8217 |
1,700.0643 |
1,838.6591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,888.8030 |
1,818.4590 |
70.3440 |
3.8% |
39.5652 |
2.1% |
36% |
False |
False |
101,637 |
| 10 |
1,905.4210 |
1,818.4590 |
86.9620 |
4.7% |
37.9878 |
2.1% |
29% |
False |
False |
82,899 |
| 20 |
2,026.3210 |
1,818.4590 |
207.8620 |
11.3% |
51.2687 |
2.8% |
12% |
False |
False |
112,284 |
| 40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.6% |
61.6129 |
3.3% |
54% |
False |
False |
125,534 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.6% |
60.4799 |
3.3% |
54% |
False |
False |
126,031 |
| 80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.7% |
69.0034 |
3.7% |
42% |
False |
False |
154,794 |
| 100 |
2,137.7700 |
1,421.5580 |
716.2120 |
38.8% |
74.9580 |
4.1% |
59% |
False |
False |
169,246 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.5% |
75.0065 |
4.1% |
62% |
False |
False |
186,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,993.1705 |
|
2.618 |
1,941.2435 |
|
1.618 |
1,909.4255 |
|
1.000 |
1,889.7620 |
|
0.618 |
1,877.6075 |
|
HIGH |
1,857.9440 |
|
0.618 |
1,845.7895 |
|
0.500 |
1,842.0350 |
|
0.382 |
1,838.2805 |
|
LOW |
1,826.1260 |
|
0.618 |
1,806.4625 |
|
1.000 |
1,794.3080 |
|
1.618 |
1,774.6445 |
|
2.618 |
1,742.8265 |
|
4.250 |
1,690.8995 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,843.2817 |
1,848.5195 |
| PP |
1,842.6583 |
1,846.9813 |
| S1 |
1,842.0350 |
1,845.4432 |
|