| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
2,015.0 |
1,994.5 |
-20.5 |
-1.0% |
1,971.2 |
| High |
2,017.8 |
1,999.3 |
-18.5 |
-0.9% |
2,012.7 |
| Low |
1,983.5 |
1,966.0 |
-17.5 |
-0.9% |
1,958.1 |
| Close |
2,004.0 |
1,976.6 |
-27.4 |
-1.4% |
1,991.0 |
| Range |
34.3 |
33.3 |
-1.0 |
-2.9% |
54.6 |
| ATR |
32.9 |
33.3 |
0.4 |
1.1% |
0.0 |
| Volume |
172,396 |
185,261 |
12,865 |
7.5% |
808,348 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.5 |
2,061.9 |
1,994.9 |
|
| R3 |
2,047.2 |
2,028.6 |
1,985.8 |
|
| R2 |
2,013.9 |
2,013.9 |
1,982.7 |
|
| R1 |
1,995.3 |
1,995.3 |
1,979.7 |
1,988.0 |
| PP |
1,980.6 |
1,980.6 |
1,980.6 |
1,977.0 |
| S1 |
1,962.0 |
1,962.0 |
1,973.5 |
1,954.7 |
| S2 |
1,947.3 |
1,947.3 |
1,970.5 |
|
| S3 |
1,914.0 |
1,928.7 |
1,967.4 |
|
| S4 |
1,880.7 |
1,895.4 |
1,958.3 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.1 |
2,125.6 |
2,021.0 |
|
| R3 |
2,096.5 |
2,071.0 |
2,006.0 |
|
| R2 |
2,041.9 |
2,041.9 |
2,001.0 |
|
| R1 |
2,016.4 |
2,016.4 |
1,996.0 |
2,029.2 |
| PP |
1,987.3 |
1,987.3 |
1,987.3 |
1,993.6 |
| S1 |
1,961.8 |
1,961.8 |
1,986.0 |
1,974.6 |
| S2 |
1,932.7 |
1,932.7 |
1,981.0 |
|
| S3 |
1,878.1 |
1,907.2 |
1,976.0 |
|
| S4 |
1,823.5 |
1,852.6 |
1,961.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,017.8 |
1,958.1 |
59.7 |
3.0% |
37.9 |
1.9% |
31% |
False |
False |
179,491 |
| 10 |
2,017.8 |
1,958.1 |
59.7 |
3.0% |
32.2 |
1.6% |
31% |
False |
False |
166,780 |
| 20 |
2,017.8 |
1,835.0 |
182.8 |
9.2% |
34.0 |
1.7% |
77% |
False |
False |
177,195 |
| 40 |
2,017.8 |
1,820.1 |
197.7 |
10.0% |
33.3 |
1.7% |
79% |
False |
False |
183,316 |
| 60 |
2,017.8 |
1,750.0 |
267.8 |
13.5% |
33.5 |
1.7% |
85% |
False |
False |
122,413 |
| 80 |
2,017.8 |
1,723.4 |
294.4 |
14.9% |
33.0 |
1.7% |
86% |
False |
False |
91,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.8 |
|
2.618 |
2,086.5 |
|
1.618 |
2,053.2 |
|
1.000 |
2,032.6 |
|
0.618 |
2,019.9 |
|
HIGH |
1,999.3 |
|
0.618 |
1,986.6 |
|
0.500 |
1,982.7 |
|
0.382 |
1,978.7 |
|
LOW |
1,966.0 |
|
0.618 |
1,945.4 |
|
1.000 |
1,932.7 |
|
1.618 |
1,912.1 |
|
2.618 |
1,878.8 |
|
4.250 |
1,824.5 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,982.7 |
1,991.9 |
| PP |
1,980.6 |
1,986.8 |
| S1 |
1,978.6 |
1,981.7 |
|