| 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 |
1,852.3280 |
1,848.6210 |
-3.7070 |
-0.2% |
1,820.2290 |
| High |
1,865.0350 |
1,855.9390 |
-9.0960 |
-0.5% |
1,872.9570 |
| Low |
1,845.7600 |
1,839.2460 |
-6.5140 |
-0.4% |
1,804.9430 |
| Close |
1,849.1850 |
1,844.7050 |
-4.4800 |
-0.2% |
1,844.7050 |
| Range |
19.2750 |
16.6930 |
-2.5820 |
-13.4% |
68.0140 |
| ATR |
46.6276 |
44.4894 |
-2.1382 |
-4.6% |
0.0000 |
| Volume |
88,134 |
86,196 |
-1,938 |
-2.2% |
439,983 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,896.7090 |
1,887.4000 |
1,853.8862 |
|
| R3 |
1,880.0160 |
1,870.7070 |
1,849.2956 |
|
| R2 |
1,863.3230 |
1,863.3230 |
1,847.7654 |
|
| R1 |
1,854.0140 |
1,854.0140 |
1,846.2352 |
1,850.3220 |
| PP |
1,846.6300 |
1,846.6300 |
1,846.6300 |
1,844.7840 |
| S1 |
1,837.3210 |
1,837.3210 |
1,843.1748 |
1,833.6290 |
| S2 |
1,829.9370 |
1,829.9370 |
1,841.6446 |
|
| S3 |
1,813.2440 |
1,820.6280 |
1,840.1144 |
|
| S4 |
1,796.5510 |
1,803.9350 |
1,835.5239 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,044.9103 |
2,012.8217 |
1,882.1127 |
|
| R3 |
1,976.8963 |
1,944.8077 |
1,863.4089 |
|
| R2 |
1,908.8823 |
1,908.8823 |
1,857.1742 |
|
| R1 |
1,876.7937 |
1,876.7937 |
1,850.9396 |
1,892.8380 |
| PP |
1,840.8683 |
1,840.8683 |
1,840.8683 |
1,848.8905 |
| S1 |
1,808.7797 |
1,808.7797 |
1,838.4704 |
1,824.8240 |
| S2 |
1,772.8543 |
1,772.8543 |
1,832.2358 |
|
| S3 |
1,704.8403 |
1,740.7657 |
1,826.0012 |
|
| S4 |
1,636.8263 |
1,672.7517 |
1,807.2973 |
|
|
| 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% |
30.3002 |
1.6% |
58% |
False |
False |
87,996 |
| 10 |
1,888.8030 |
1,804.9430 |
83.8600 |
4.5% |
35.4328 |
1.9% |
47% |
False |
False |
107,185 |
| 20 |
1,947.3720 |
1,804.9430 |
142.4290 |
7.7% |
37.5340 |
2.0% |
28% |
False |
False |
95,943 |
| 40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.6% |
56.2756 |
3.1% |
54% |
False |
False |
125,317 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.6% |
57.7684 |
3.1% |
54% |
False |
False |
114,309 |
| 80 |
2,107.1370 |
1,627.2270 |
479.9100 |
26.0% |
65.0191 |
3.5% |
45% |
False |
False |
142,170 |
| 100 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.7% |
69.2196 |
3.8% |
43% |
False |
False |
157,956 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.5% |
72.2614 |
3.9% |
62% |
False |
False |
174,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,926.8843 |
|
2.618 |
1,899.6413 |
|
1.618 |
1,882.9483 |
|
1.000 |
1,872.6320 |
|
0.618 |
1,866.2553 |
|
HIGH |
1,855.9390 |
|
0.618 |
1,849.5623 |
|
0.500 |
1,847.5925 |
|
0.382 |
1,845.6227 |
|
LOW |
1,839.2460 |
|
0.618 |
1,828.9297 |
|
1.000 |
1,822.5530 |
|
1.618 |
1,812.2367 |
|
2.618 |
1,795.5437 |
|
4.250 |
1,768.3008 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,847.5925 |
1,856.1015 |
| PP |
1,846.6300 |
1,852.3027 |
| S1 |
1,845.6675 |
1,848.5038 |
|