| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,621.14 |
15,777.78 |
156.64 |
1.0% |
15,478.44 |
| High |
15,788.48 |
15,801.83 |
13.35 |
0.1% |
15,795.51 |
| Low |
15,621.09 |
15,702.74 |
81.65 |
0.5% |
15,376.74 |
| Close |
15,750.93 |
15,757.00 |
6.07 |
0.0% |
15,750.93 |
| Range |
167.39 |
99.09 |
-68.30 |
-40.8% |
418.77 |
| ATR |
223.62 |
214.73 |
-8.90 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,051.13 |
16,003.15 |
15,811.50 |
|
| R3 |
15,952.04 |
15,904.06 |
15,784.25 |
|
| R2 |
15,852.95 |
15,852.95 |
15,775.17 |
|
| R1 |
15,804.97 |
15,804.97 |
15,766.08 |
15,779.42 |
| PP |
15,753.86 |
15,753.86 |
15,753.86 |
15,741.08 |
| S1 |
15,705.88 |
15,705.88 |
15,747.92 |
15,680.33 |
| S2 |
15,654.77 |
15,654.77 |
15,738.83 |
|
| S3 |
15,555.68 |
15,606.79 |
15,729.75 |
|
| S4 |
15,456.59 |
15,507.70 |
15,702.50 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,897.37 |
16,742.92 |
15,981.25 |
|
| R3 |
16,478.60 |
16,324.15 |
15,866.09 |
|
| R2 |
16,059.83 |
16,059.83 |
15,827.70 |
|
| R1 |
15,905.38 |
15,905.38 |
15,789.32 |
15,982.61 |
| PP |
15,641.06 |
15,641.06 |
15,641.06 |
15,679.67 |
| S1 |
15,486.61 |
15,486.61 |
15,712.54 |
15,563.84 |
| S2 |
15,222.29 |
15,222.29 |
15,674.16 |
|
| S3 |
14,803.52 |
15,067.84 |
15,635.77 |
|
| S4 |
14,384.75 |
14,649.07 |
15,520.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,801.83 |
15,411.91 |
389.92 |
2.5% |
187.80 |
1.2% |
89% |
True |
False |
|
| 10 |
15,932.05 |
15,376.74 |
555.31 |
3.5% |
203.45 |
1.3% |
68% |
False |
False |
|
| 20 |
15,932.05 |
14,924.64 |
1,007.41 |
6.4% |
176.92 |
1.1% |
83% |
False |
False |
|
| 40 |
15,932.05 |
14,283.88 |
1,648.17 |
10.5% |
189.31 |
1.2% |
89% |
False |
False |
|
| 60 |
15,932.05 |
12,938.45 |
2,993.60 |
19.0% |
181.28 |
1.2% |
94% |
False |
False |
|
| 80 |
15,932.05 |
12,724.62 |
3,207.43 |
20.4% |
179.10 |
1.1% |
95% |
False |
False |
|
| 100 |
15,932.05 |
11,695.41 |
4,236.64 |
26.9% |
187.59 |
1.2% |
96% |
False |
False |
|
| 120 |
15,932.05 |
11,695.41 |
4,236.64 |
26.9% |
190.17 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,222.96 |
|
2.618 |
16,061.25 |
|
1.618 |
15,962.16 |
|
1.000 |
15,900.92 |
|
0.618 |
15,863.07 |
|
HIGH |
15,801.83 |
|
0.618 |
15,763.98 |
|
0.500 |
15,752.29 |
|
0.382 |
15,740.59 |
|
LOW |
15,702.74 |
|
0.618 |
15,641.50 |
|
1.000 |
15,603.65 |
|
1.618 |
15,542.41 |
|
2.618 |
15,443.32 |
|
4.250 |
15,281.61 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,755.43 |
15,707.65 |
| PP |
15,753.86 |
15,658.29 |
| S1 |
15,752.29 |
15,608.94 |
|