| 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 |
4,351.0 |
4,380.0 |
29.0 |
0.7% |
4,533.0 |
| High |
4,386.0 |
4,393.0 |
7.0 |
0.2% |
4,533.0 |
| Low |
4,336.0 |
4,355.0 |
19.0 |
0.4% |
4,325.0 |
| Close |
4,380.0 |
4,385.0 |
5.0 |
0.1% |
4,380.0 |
| Range |
50.0 |
38.0 |
-12.0 |
-24.0% |
208.0 |
| ATR |
48.8 |
48.1 |
-0.8 |
-1.6% |
0.0 |
| Volume |
92 |
203 |
111 |
120.7% |
1,298 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,491.7 |
4,476.3 |
4,405.9 |
|
| R3 |
4,453.7 |
4,438.3 |
4,395.5 |
|
| R2 |
4,415.7 |
4,415.7 |
4,392.0 |
|
| R1 |
4,400.3 |
4,400.3 |
4,388.5 |
4,408.0 |
| PP |
4,377.7 |
4,377.7 |
4,377.7 |
4,381.5 |
| S1 |
4,362.3 |
4,362.3 |
4,381.5 |
4,370.0 |
| S2 |
4,339.7 |
4,339.7 |
4,378.0 |
|
| S3 |
4,301.7 |
4,324.3 |
4,374.6 |
|
| S4 |
4,263.7 |
4,286.3 |
4,364.1 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,036.7 |
4,916.3 |
4,494.4 |
|
| R3 |
4,828.7 |
4,708.3 |
4,437.2 |
|
| R2 |
4,620.7 |
4,620.7 |
4,418.1 |
|
| R1 |
4,500.3 |
4,500.3 |
4,399.1 |
4,456.5 |
| PP |
4,412.7 |
4,412.7 |
4,412.7 |
4,390.8 |
| S1 |
4,292.3 |
4,292.3 |
4,360.9 |
4,248.5 |
| S2 |
4,204.7 |
4,204.7 |
4,341.9 |
|
| S3 |
3,996.7 |
4,084.3 |
4,322.8 |
|
| S4 |
3,788.7 |
3,876.3 |
4,265.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,500.0 |
4,325.0 |
175.0 |
4.0% |
47.6 |
1.1% |
34% |
False |
False |
292 |
| 10 |
4,533.0 |
4,325.0 |
208.0 |
4.7% |
44.6 |
1.0% |
29% |
False |
False |
202 |
| 20 |
4,533.0 |
4,312.0 |
221.0 |
5.0% |
37.7 |
0.9% |
33% |
False |
False |
301 |
| 40 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
33.4 |
0.8% |
48% |
False |
False |
741 |
| 60 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
26.6 |
0.6% |
48% |
False |
False |
642 |
| 80 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
20.8 |
0.5% |
48% |
False |
False |
586 |
| 100 |
4,533.0 |
4,041.0 |
492.0 |
11.2% |
16.6 |
0.4% |
70% |
False |
False |
693 |
| 120 |
4,533.0 |
3,996.0 |
537.0 |
12.2% |
13.9 |
0.3% |
72% |
False |
False |
684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,554.5 |
|
2.618 |
4,492.5 |
|
1.618 |
4,454.5 |
|
1.000 |
4,431.0 |
|
0.618 |
4,416.5 |
|
HIGH |
4,393.0 |
|
0.618 |
4,378.5 |
|
0.500 |
4,374.0 |
|
0.382 |
4,369.5 |
|
LOW |
4,355.0 |
|
0.618 |
4,331.5 |
|
1.000 |
4,317.0 |
|
1.618 |
4,293.5 |
|
2.618 |
4,255.5 |
|
4.250 |
4,193.5 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,381.3 |
4,376.3 |
| PP |
4,377.7 |
4,367.7 |
| S1 |
4,374.0 |
4,359.0 |
|