| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,825.7250 |
1,863.2240 |
37.4990 |
2.1% |
1,876.0390 |
| High |
1,870.8920 |
1,872.9570 |
2.0650 |
0.1% |
1,888.8030 |
| Low |
1,823.0210 |
1,845.1930 |
22.1720 |
1.2% |
1,817.3030 |
| Close |
1,863.7180 |
1,852.3300 |
-11.3880 |
-0.6% |
1,822.7940 |
| Range |
47.8710 |
27.7640 |
-20.1070 |
-42.0% |
71.5000 |
| ATR |
50.3445 |
48.7316 |
-1.6129 |
-3.2% |
0.0000 |
| Volume |
138,504 |
125,679 |
-12,825 |
-9.3% |
631,876 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,940.1187 |
1,923.9883 |
1,867.6002 |
|
| R3 |
1,912.3547 |
1,896.2243 |
1,859.9651 |
|
| R2 |
1,884.5907 |
1,884.5907 |
1,857.4201 |
|
| R1 |
1,868.4603 |
1,868.4603 |
1,854.8750 |
1,862.6435 |
| PP |
1,856.8267 |
1,856.8267 |
1,856.8267 |
1,853.9183 |
| S1 |
1,840.6963 |
1,840.6963 |
1,849.7850 |
1,834.8795 |
| S2 |
1,829.0627 |
1,829.0627 |
1,847.2399 |
|
| S3 |
1,801.2987 |
1,812.9323 |
1,844.6949 |
|
| S4 |
1,773.5347 |
1,785.1683 |
1,837.0598 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,057.4667 |
2,011.6303 |
1,862.1190 |
|
| R3 |
1,985.9667 |
1,940.1303 |
1,842.4565 |
|
| R2 |
1,914.4667 |
1,914.4667 |
1,835.9023 |
|
| R1 |
1,868.6303 |
1,868.6303 |
1,829.3482 |
1,855.7985 |
| PP |
1,842.9667 |
1,842.9667 |
1,842.9667 |
1,836.5508 |
| S1 |
1,797.1303 |
1,797.1303 |
1,816.2398 |
1,784.2985 |
| S2 |
1,771.4667 |
1,771.4667 |
1,809.6857 |
|
| S3 |
1,699.9667 |
1,725.6303 |
1,803.1315 |
|
| S4 |
1,628.4667 |
1,654.1303 |
1,783.4690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,872.9570 |
1,804.9430 |
68.0140 |
3.7% |
35.7934 |
1.9% |
70% |
True |
False |
101,616 |
| 10 |
1,888.8030 |
1,804.9430 |
83.8600 |
4.5% |
37.5750 |
2.0% |
57% |
False |
False |
100,274 |
| 20 |
2,026.3210 |
1,804.9430 |
221.3780 |
12.0% |
49.4437 |
2.7% |
21% |
False |
False |
118,553 |
| 40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.5% |
59.0767 |
3.2% |
56% |
False |
False |
125,110 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.5% |
58.6952 |
3.2% |
56% |
False |
False |
114,294 |
| 80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.6% |
66.3146 |
3.6% |
44% |
False |
False |
142,262 |
| 100 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.6% |
70.9385 |
3.8% |
44% |
False |
False |
160,259 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.3% |
73.3319 |
4.0% |
63% |
False |
False |
180,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,990.9540 |
|
2.618 |
1,945.6432 |
|
1.618 |
1,917.8792 |
|
1.000 |
1,900.7210 |
|
0.618 |
1,890.1152 |
|
HIGH |
1,872.9570 |
|
0.618 |
1,862.3512 |
|
0.500 |
1,859.0750 |
|
0.382 |
1,855.7988 |
|
LOW |
1,845.1930 |
|
0.618 |
1,828.0348 |
|
1.000 |
1,817.4290 |
|
1.618 |
1,800.2708 |
|
2.618 |
1,772.5068 |
|
4.250 |
1,727.1960 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,859.0750 |
1,847.8700 |
| PP |
1,856.8267 |
1,843.4100 |
| S1 |
1,854.5783 |
1,838.9500 |
|