| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
35,194.56 |
35,230.13 |
35.57 |
0.1% |
35,465.97 |
| High |
35,348.20 |
35,506.88 |
158.68 |
0.4% |
35,679.13 |
| Low |
35,122.32 |
35,033.76 |
-88.56 |
-0.3% |
35,033.76 |
| Close |
35,215.89 |
35,065.62 |
-150.27 |
-0.4% |
35,065.62 |
| Range |
225.88 |
473.12 |
247.24 |
109.5% |
645.37 |
| ATR |
273.81 |
288.05 |
14.24 |
5.2% |
0.00 |
| Volume |
264,870,796 |
342,027,510 |
77,156,714 |
29.1% |
1,502,350,734 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,621.45 |
36,316.65 |
35,325.84 |
|
| R3 |
36,148.33 |
35,843.53 |
35,195.73 |
|
| R2 |
35,675.21 |
35,675.21 |
35,152.36 |
|
| R1 |
35,370.41 |
35,370.41 |
35,108.99 |
35,286.25 |
| PP |
35,202.09 |
35,202.09 |
35,202.09 |
35,160.01 |
| S1 |
34,897.29 |
34,897.29 |
35,022.25 |
34,813.13 |
| S2 |
34,728.97 |
34,728.97 |
34,978.88 |
|
| S3 |
34,255.85 |
34,424.17 |
34,935.51 |
|
| S4 |
33,782.73 |
33,951.05 |
34,805.40 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,195.61 |
36,775.99 |
35,420.57 |
|
| R3 |
36,550.24 |
36,130.62 |
35,243.10 |
|
| R2 |
35,904.87 |
35,904.87 |
35,183.94 |
|
| R1 |
35,485.25 |
35,485.25 |
35,124.78 |
35,372.38 |
| PP |
35,259.50 |
35,259.50 |
35,259.50 |
35,203.07 |
| S1 |
34,839.88 |
34,839.88 |
35,006.46 |
34,727.01 |
| S2 |
34,614.13 |
34,614.13 |
34,947.30 |
|
| S3 |
33,968.76 |
34,194.51 |
34,888.14 |
|
| S4 |
33,323.39 |
33,549.14 |
34,710.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35,679.13 |
35,033.76 |
645.37 |
1.8% |
262.78 |
0.7% |
5% |
False |
True |
300,470,146 |
| 10 |
35,679.13 |
35,033.76 |
645.37 |
1.8% |
267.59 |
0.8% |
5% |
False |
True |
316,641,897 |
| 20 |
35,679.13 |
33,705.68 |
1,973.45 |
5.6% |
258.34 |
0.7% |
69% |
False |
False |
329,936,995 |
| 40 |
35,679.13 |
33,610.32 |
2,068.81 |
5.9% |
256.27 |
0.7% |
70% |
False |
False |
322,226,894 |
| 60 |
35,679.13 |
32,586.56 |
3,092.57 |
8.8% |
278.53 |
0.8% |
80% |
False |
False |
323,917,342 |
| 80 |
35,679.13 |
32,586.56 |
3,092.57 |
8.8% |
288.26 |
0.8% |
80% |
False |
False |
313,853,248 |
| 100 |
35,679.13 |
31,429.82 |
4,249.31 |
12.1% |
306.32 |
0.9% |
86% |
False |
False |
319,377,638 |
| 120 |
35,679.13 |
31,429.82 |
4,249.31 |
12.1% |
325.12 |
0.9% |
86% |
False |
False |
318,007,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37,517.64 |
|
2.618 |
36,745.51 |
|
1.618 |
36,272.39 |
|
1.000 |
35,980.00 |
|
0.618 |
35,799.27 |
|
HIGH |
35,506.88 |
|
0.618 |
35,326.15 |
|
0.500 |
35,270.32 |
|
0.382 |
35,214.49 |
|
LOW |
35,033.76 |
|
0.618 |
34,741.37 |
|
1.000 |
34,560.64 |
|
1.618 |
34,268.25 |
|
2.618 |
33,795.13 |
|
4.250 |
33,023.00 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
35,270.32 |
35,292.84 |
| PP |
35,202.09 |
35,217.10 |
| S1 |
35,133.85 |
35,141.36 |
|