Trading Metrics calculated at close of trading on 11-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
29,488.35 |
29,424.26 |
-64.09 |
-0.2% |
28,933.75 |
High |
29,708.57 |
29,524.46 |
-184.11 |
-0.6% |
30,167.38 |
Low |
29,361.38 |
29,261.92 |
-99.46 |
-0.3% |
28,726.93 |
Close |
29,430.50 |
29,401.10 |
-29.40 |
-0.1% |
29,401.10 |
Range |
347.19 |
262.54 |
-84.65 |
-24.4% |
1,440.45 |
ATR |
730.39 |
696.97 |
-33.42 |
-4.6% |
0.00 |
Volume |
16,483 |
13,346 |
-3,137 |
-19.0% |
79,426 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,183.45 |
30,054.81 |
29,545.50 |
|
R3 |
29,920.91 |
29,792.27 |
29,473.30 |
|
R2 |
29,658.37 |
29,658.37 |
29,449.23 |
|
R1 |
29,529.73 |
29,529.73 |
29,425.17 |
29,462.78 |
PP |
29,395.83 |
29,395.83 |
29,395.83 |
29,362.35 |
S1 |
29,267.19 |
29,267.19 |
29,377.03 |
29,200.24 |
S2 |
29,133.29 |
29,133.29 |
29,352.97 |
|
S3 |
28,870.75 |
29,004.65 |
29,328.90 |
|
S4 |
28,608.21 |
28,742.11 |
29,256.70 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,753.15 |
33,017.58 |
30,193.35 |
|
R3 |
32,312.70 |
31,577.13 |
29,797.22 |
|
R2 |
30,872.25 |
30,872.25 |
29,665.18 |
|
R1 |
30,136.68 |
30,136.68 |
29,533.14 |
30,504.47 |
PP |
29,431.80 |
29,431.80 |
29,431.80 |
29,615.70 |
S1 |
28,696.23 |
28,696.23 |
29,269.06 |
29,064.02 |
S2 |
27,991.35 |
27,991.35 |
29,137.02 |
|
S3 |
26,550.90 |
27,255.78 |
29,004.98 |
|
S4 |
25,110.45 |
25,815.33 |
28,608.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,167.38 |
28,726.93 |
1,440.45 |
4.9% |
553.45 |
1.9% |
47% |
False |
False |
15,885 |
10 |
30,167.38 |
28,726.93 |
1,440.45 |
4.9% |
573.60 |
2.0% |
47% |
False |
False |
16,636 |
20 |
30,471.74 |
28,726.93 |
1,744.81 |
5.9% |
601.54 |
2.0% |
39% |
False |
False |
13,720 |
40 |
31,765.71 |
24,815.78 |
6,949.93 |
23.6% |
869.78 |
3.0% |
66% |
False |
False |
20,038 |
60 |
31,765.71 |
24,815.78 |
6,949.93 |
23.6% |
869.78 |
3.0% |
66% |
False |
False |
18,182 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
23.6% |
960.68 |
3.3% |
66% |
False |
False |
20,681 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
23.6% |
1,002.99 |
3.4% |
66% |
False |
False |
22,299 |
120 |
31,765.71 |
19,593.39 |
12,172.32 |
41.4% |
1,049.24 |
3.6% |
81% |
False |
False |
24,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,640.26 |
2.618 |
30,211.79 |
1.618 |
29,949.25 |
1.000 |
29,787.00 |
0.618 |
29,686.71 |
HIGH |
29,524.46 |
0.618 |
29,424.17 |
0.500 |
29,393.19 |
0.382 |
29,362.21 |
LOW |
29,261.92 |
0.618 |
29,099.67 |
1.000 |
28,999.38 |
1.618 |
28,837.13 |
2.618 |
28,574.59 |
4.250 |
28,146.13 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
29,398.46 |
29,714.65 |
PP |
29,395.83 |
29,610.13 |
S1 |
29,393.19 |
29,505.62 |
|