| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,863.2240 |
1,852.3280 |
-10.8960 |
-0.6% |
1,876.0390 |
| High |
1,872.9570 |
1,865.0350 |
-7.9220 |
-0.4% |
1,888.8030 |
| Low |
1,845.1930 |
1,845.7600 |
0.5670 |
0.0% |
1,817.3030 |
| Close |
1,852.3300 |
1,849.1850 |
-3.1450 |
-0.2% |
1,822.7940 |
| Range |
27.7640 |
19.2750 |
-8.4890 |
-30.6% |
71.5000 |
| ATR |
48.7316 |
46.6276 |
-2.1040 |
-4.3% |
0.0000 |
| Volume |
125,679 |
88,134 |
-37,545 |
-29.9% |
631,876 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.1517 |
1,899.4433 |
1,859.7863 |
|
| R3 |
1,891.8767 |
1,880.1683 |
1,854.4856 |
|
| R2 |
1,872.6017 |
1,872.6017 |
1,852.7188 |
|
| R1 |
1,860.8933 |
1,860.8933 |
1,850.9519 |
1,857.1100 |
| PP |
1,853.3267 |
1,853.3267 |
1,853.3267 |
1,851.4350 |
| S1 |
1,841.6183 |
1,841.6183 |
1,847.4181 |
1,837.8350 |
| S2 |
1,834.0517 |
1,834.0517 |
1,845.6513 |
|
| S3 |
1,814.7767 |
1,822.3433 |
1,843.8844 |
|
| S4 |
1,795.5017 |
1,803.0683 |
1,838.5838 |
|
|
| 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% |
33.2848 |
1.8% |
65% |
False |
False |
95,676 |
| 10 |
1,888.8030 |
1,804.9430 |
83.8600 |
4.5% |
36.4250 |
2.0% |
53% |
False |
False |
98,656 |
| 20 |
2,026.3210 |
1,804.9430 |
221.3780 |
12.0% |
42.9685 |
2.3% |
20% |
False |
False |
107,044 |
| 40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.6% |
58.6542 |
3.2% |
56% |
False |
False |
123,163 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.6% |
58.0329 |
3.1% |
56% |
False |
False |
115,726 |
| 80 |
2,121.7530 |
1,627.2270 |
494.5260 |
26.7% |
65.6124 |
3.5% |
45% |
False |
False |
143,335 |
| 100 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.6% |
70.0670 |
3.8% |
43% |
False |
False |
157,128 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.4% |
72.8517 |
3.9% |
62% |
False |
False |
177,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,946.9538 |
|
2.618 |
1,915.4970 |
|
1.618 |
1,896.2220 |
|
1.000 |
1,884.3100 |
|
0.618 |
1,876.9470 |
|
HIGH |
1,865.0350 |
|
0.618 |
1,857.6720 |
|
0.500 |
1,855.3975 |
|
0.382 |
1,853.1231 |
|
LOW |
1,845.7600 |
|
0.618 |
1,833.8481 |
|
1.000 |
1,826.4850 |
|
1.618 |
1,814.5731 |
|
2.618 |
1,795.2981 |
|
4.250 |
1,763.8413 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,855.3975 |
1,848.7863 |
| PP |
1,853.3267 |
1,848.3877 |
| S1 |
1,851.2558 |
1,847.9890 |
|