| 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 |
1,991.3 |
1,998.0 |
6.7 |
0.3% |
2,018.8 |
| High |
2,004.4 |
2,000.4 |
-4.0 |
-0.2% |
2,031.2 |
| Low |
1,975.9 |
1,986.7 |
10.8 |
0.5% |
1,975.9 |
| Close |
1,996.5 |
1,990.4 |
-6.1 |
-0.3% |
1,996.5 |
| Range |
28.5 |
13.7 |
-14.8 |
-51.9% |
55.3 |
| ATR |
20.7 |
20.2 |
-0.5 |
-2.4% |
0.0 |
| Volume |
1,585 |
1,230 |
-355 |
-22.4% |
9,873 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,033.6 |
2,025.7 |
1,997.9 |
|
| R3 |
2,019.9 |
2,012.0 |
1,994.2 |
|
| R2 |
2,006.2 |
2,006.2 |
1,992.9 |
|
| R1 |
1,998.3 |
1,998.3 |
1,991.7 |
1,995.4 |
| PP |
1,992.5 |
1,992.5 |
1,992.5 |
1,991.1 |
| S1 |
1,984.6 |
1,984.6 |
1,989.1 |
1,981.7 |
| S2 |
1,978.8 |
1,978.8 |
1,987.9 |
|
| S3 |
1,965.1 |
1,970.9 |
1,986.6 |
|
| S4 |
1,951.4 |
1,957.2 |
1,982.9 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.1 |
2,137.1 |
2,026.9 |
|
| R3 |
2,111.8 |
2,081.8 |
2,011.7 |
|
| R2 |
2,056.5 |
2,056.5 |
2,006.6 |
|
| R1 |
2,026.5 |
2,026.5 |
2,001.6 |
2,013.9 |
| PP |
2,001.2 |
2,001.2 |
2,001.2 |
1,994.9 |
| S1 |
1,971.2 |
1,971.2 |
1,991.4 |
1,958.6 |
| S2 |
1,945.9 |
1,945.9 |
1,986.4 |
|
| S3 |
1,890.6 |
1,915.9 |
1,981.3 |
|
| S4 |
1,835.3 |
1,860.6 |
1,966.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,023.2 |
1,975.9 |
47.3 |
2.4% |
19.7 |
1.0% |
31% |
False |
False |
1,841 |
| 10 |
2,042.2 |
1,975.9 |
66.3 |
3.3% |
20.7 |
1.0% |
22% |
False |
False |
2,039 |
| 20 |
2,047.9 |
1,975.9 |
72.0 |
3.6% |
18.4 |
0.9% |
20% |
False |
False |
1,934 |
| 40 |
2,047.9 |
1,959.1 |
88.8 |
4.5% |
19.4 |
1.0% |
35% |
False |
False |
1,410 |
| 60 |
2,121.6 |
1,959.1 |
162.5 |
8.2% |
20.9 |
1.1% |
19% |
False |
False |
1,122 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
9.1% |
21.4 |
1.1% |
17% |
False |
False |
957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,058.6 |
|
2.618 |
2,036.3 |
|
1.618 |
2,022.6 |
|
1.000 |
2,014.1 |
|
0.618 |
2,008.9 |
|
HIGH |
2,000.4 |
|
0.618 |
1,995.2 |
|
0.500 |
1,993.6 |
|
0.382 |
1,991.9 |
|
LOW |
1,986.7 |
|
0.618 |
1,978.2 |
|
1.000 |
1,973.0 |
|
1.618 |
1,964.5 |
|
2.618 |
1,950.8 |
|
4.250 |
1,928.5 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,993.6 |
1,990.3 |
| PP |
1,992.5 |
1,990.2 |
| S1 |
1,991.5 |
1,990.2 |
|