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 |
1,936.50 |
1,925.13 |
-11.37 |
-0.6% |
1,959.39 |
High |
1,937.69 |
1,931.88 |
-5.81 |
-0.3% |
1,972.15 |
Low |
1,924.12 |
1,914.58 |
-9.54 |
-0.5% |
1,931.01 |
Close |
1,924.84 |
1,914.61 |
-10.23 |
-0.5% |
1,943.01 |
Range |
13.57 |
17.30 |
3.73 |
27.5% |
41.14 |
ATR |
17.32 |
17.32 |
0.00 |
0.0% |
0.00 |
Volume |
5,798 |
5,846 |
48 |
0.8% |
28,718 |
|
Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.26 |
1,960.73 |
1,924.13 |
|
R3 |
1,954.96 |
1,943.43 |
1,919.37 |
|
R2 |
1,937.66 |
1,937.66 |
1,917.78 |
|
R1 |
1,926.13 |
1,926.13 |
1,916.20 |
1,923.25 |
PP |
1,920.36 |
1,920.36 |
1,920.36 |
1,918.91 |
S1 |
1,908.83 |
1,908.83 |
1,913.02 |
1,905.95 |
S2 |
1,903.06 |
1,903.06 |
1,911.44 |
|
S3 |
1,885.76 |
1,891.53 |
1,909.85 |
|
S4 |
1,868.46 |
1,874.23 |
1,905.10 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.14 |
2,048.72 |
1,965.64 |
|
R3 |
2,031.00 |
2,007.58 |
1,954.32 |
|
R2 |
1,989.86 |
1,989.86 |
1,950.55 |
|
R1 |
1,966.44 |
1,966.44 |
1,946.78 |
1,957.58 |
PP |
1,948.72 |
1,948.72 |
1,948.72 |
1,944.30 |
S1 |
1,925.30 |
1,925.30 |
1,939.24 |
1,916.44 |
S2 |
1,907.58 |
1,907.58 |
1,935.47 |
|
S3 |
1,866.44 |
1,884.16 |
1,931.70 |
|
S4 |
1,825.30 |
1,843.02 |
1,920.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,945.77 |
1,914.58 |
31.19 |
1.6% |
12.98 |
0.7% |
0% |
False |
True |
5,674 |
10 |
1,981.66 |
1,914.58 |
67.08 |
3.5% |
18.44 |
1.0% |
0% |
False |
True |
5,679 |
20 |
1,987.26 |
1,914.58 |
72.68 |
3.8% |
16.37 |
0.9% |
0% |
False |
True |
5,710 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.9% |
18.07 |
0.9% |
22% |
False |
False |
5,707 |
60 |
2,020.90 |
1,894.13 |
126.77 |
6.6% |
19.55 |
1.0% |
16% |
False |
False |
5,685 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.6% |
20.91 |
1.1% |
12% |
False |
False |
5,616 |
100 |
2,059.31 |
1,894.13 |
165.18 |
8.6% |
23.04 |
1.2% |
12% |
False |
False |
5,558 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
22.91 |
1.2% |
43% |
False |
False |
5,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,005.41 |
2.618 |
1,977.17 |
1.618 |
1,959.87 |
1.000 |
1,949.18 |
0.618 |
1,942.57 |
HIGH |
1,931.88 |
0.618 |
1,925.27 |
0.500 |
1,923.23 |
0.382 |
1,921.19 |
LOW |
1,914.58 |
0.618 |
1,903.89 |
1.000 |
1,897.28 |
1.618 |
1,886.59 |
2.618 |
1,869.29 |
4.250 |
1,841.06 |
|
|
Fisher Pivots for day following 09-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,923.23 |
1,929.53 |
PP |
1,920.36 |
1,924.55 |
S1 |
1,917.48 |
1,919.58 |
|