| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,843.0060 |
1,820.2290 |
-22.7770 |
-1.2% |
1,876.0390 |
| High |
1,848.9190 |
1,844.8410 |
-4.0780 |
-0.2% |
1,888.8030 |
| Low |
1,817.3030 |
1,804.9430 |
-12.3600 |
-0.7% |
1,817.3030 |
| Close |
1,822.7940 |
1,826.7640 |
3.9700 |
0.2% |
1,822.7940 |
| Range |
31.6160 |
39.8980 |
8.2820 |
26.2% |
71.5000 |
| ATR |
51.3530 |
50.5348 |
-0.8182 |
-1.6% |
0.0000 |
| Volume |
124,593 |
1,470 |
-123,123 |
-98.8% |
631,876 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,945.2100 |
1,925.8850 |
1,848.7079 |
|
| R3 |
1,905.3120 |
1,885.9870 |
1,837.7360 |
|
| R2 |
1,865.4140 |
1,865.4140 |
1,834.0786 |
|
| R1 |
1,846.0890 |
1,846.0890 |
1,830.4213 |
1,855.7515 |
| PP |
1,825.5160 |
1,825.5160 |
1,825.5160 |
1,830.3473 |
| S1 |
1,806.1910 |
1,806.1910 |
1,823.1067 |
1,815.8535 |
| S2 |
1,785.6180 |
1,785.6180 |
1,819.4494 |
|
| S3 |
1,745.7200 |
1,766.2930 |
1,815.7921 |
|
| S4 |
1,705.8220 |
1,726.3950 |
1,804.8201 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,057.4667 |
2,011.6303 |
1,862.1190 |
|
| R3 |
1,985.9667 |
1,940.1303 |
1,842.4565 |
|
| R2 |
1,914.4667 |
1,914.4667 |
1,835.9023 |
|
| R1 |
1,868.6303 |
1,868.6303 |
1,829.3482 |
1,855.7985 |
| PP |
1,842.9667 |
1,842.9667 |
1,842.9667 |
1,836.5508 |
| S1 |
1,797.1303 |
1,797.1303 |
1,816.2398 |
1,784.2985 |
| S2 |
1,771.4667 |
1,771.4667 |
1,809.6857 |
|
| S3 |
1,699.9667 |
1,725.6303 |
1,803.1315 |
|
| S4 |
1,628.4667 |
1,654.1303 |
1,783.4690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,878.5800 |
1,804.9430 |
73.6370 |
4.0% |
41.1664 |
2.3% |
30% |
False |
True |
126,432 |
| 10 |
1,888.8030 |
1,804.9430 |
83.8600 |
4.6% |
36.1120 |
2.0% |
26% |
False |
True |
95,219 |
| 20 |
2,026.3210 |
1,804.9430 |
221.3780 |
12.1% |
48.9409 |
2.7% |
10% |
False |
True |
118,535 |
| 40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.8% |
60.9289 |
3.3% |
50% |
False |
False |
121,006 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.8% |
59.7619 |
3.3% |
50% |
False |
False |
119,704 |
| 80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.9% |
68.3922 |
3.7% |
39% |
False |
False |
149,975 |
| 100 |
2,137.7700 |
1,617.6840 |
520.0860 |
28.5% |
71.7620 |
3.9% |
40% |
False |
False |
164,764 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.9% |
74.4475 |
4.1% |
59% |
False |
False |
183,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,014.4075 |
|
2.618 |
1,949.2940 |
|
1.618 |
1,909.3960 |
|
1.000 |
1,884.7390 |
|
0.618 |
1,869.4980 |
|
HIGH |
1,844.8410 |
|
0.618 |
1,829.6000 |
|
0.500 |
1,824.8920 |
|
0.382 |
1,820.1840 |
|
LOW |
1,804.9430 |
|
0.618 |
1,780.2860 |
|
1.000 |
1,765.0450 |
|
1.618 |
1,740.3880 |
|
2.618 |
1,700.4900 |
|
4.250 |
1,635.3765 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,826.1400 |
1,831.4435 |
| PP |
1,825.5160 |
1,829.8837 |
| S1 |
1,824.8920 |
1,828.3238 |
|