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 |
1,914.75 |
1,912.42 |
-2.33 |
-0.1% |
1,942.98 |
High |
1,927.43 |
1,920.37 |
-7.06 |
-0.4% |
1,944.47 |
Low |
1,912.51 |
1,911.96 |
-0.55 |
0.0% |
1,911.96 |
Close |
1,912.51 |
1,913.74 |
1.23 |
0.1% |
1,913.74 |
Range |
14.92 |
8.41 |
-6.51 |
-43.6% |
32.51 |
ATR |
17.15 |
16.52 |
-0.62 |
-3.6% |
0.00 |
Volume |
5,783 |
5,878 |
95 |
1.6% |
28,483 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.59 |
1,935.57 |
1,918.37 |
|
R3 |
1,932.18 |
1,927.16 |
1,916.05 |
|
R2 |
1,923.77 |
1,923.77 |
1,915.28 |
|
R1 |
1,918.75 |
1,918.75 |
1,914.51 |
1,921.26 |
PP |
1,915.36 |
1,915.36 |
1,915.36 |
1,916.61 |
S1 |
1,910.34 |
1,910.34 |
1,912.97 |
1,912.85 |
S2 |
1,906.95 |
1,906.95 |
1,912.20 |
|
S3 |
1,898.54 |
1,901.93 |
1,911.43 |
|
S4 |
1,890.13 |
1,893.52 |
1,909.11 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.92 |
1,999.84 |
1,931.62 |
|
R3 |
1,988.41 |
1,967.33 |
1,922.68 |
|
R2 |
1,955.90 |
1,955.90 |
1,919.70 |
|
R1 |
1,934.82 |
1,934.82 |
1,916.72 |
1,929.11 |
PP |
1,923.39 |
1,923.39 |
1,923.39 |
1,920.53 |
S1 |
1,902.31 |
1,902.31 |
1,910.76 |
1,896.60 |
S2 |
1,890.88 |
1,890.88 |
1,907.78 |
|
S3 |
1,858.37 |
1,869.80 |
1,904.80 |
|
S4 |
1,825.86 |
1,837.29 |
1,895.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,944.47 |
1,911.96 |
32.51 |
1.7% |
13.25 |
0.7% |
5% |
False |
True |
5,696 |
10 |
1,972.15 |
1,911.96 |
60.19 |
3.1% |
15.07 |
0.8% |
3% |
False |
True |
5,720 |
20 |
1,987.26 |
1,911.96 |
75.30 |
3.9% |
16.61 |
0.9% |
2% |
False |
True |
5,719 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.9% |
17.55 |
0.9% |
21% |
False |
False |
5,715 |
60 |
1,992.77 |
1,894.13 |
98.64 |
5.2% |
19.22 |
1.0% |
20% |
False |
False |
5,696 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.6% |
20.63 |
1.1% |
12% |
False |
False |
5,627 |
100 |
2,059.31 |
1,894.13 |
165.18 |
8.6% |
22.21 |
1.2% |
12% |
False |
False |
5,574 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
22.77 |
1.2% |
42% |
False |
False |
5,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,956.11 |
2.618 |
1,942.39 |
1.618 |
1,933.98 |
1.000 |
1,928.78 |
0.618 |
1,925.57 |
HIGH |
1,920.37 |
0.618 |
1,917.16 |
0.500 |
1,916.17 |
0.382 |
1,915.17 |
LOW |
1,911.96 |
0.618 |
1,906.76 |
1.000 |
1,903.55 |
1.618 |
1,898.35 |
2.618 |
1,889.94 |
4.250 |
1,876.22 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,916.17 |
1,921.92 |
PP |
1,915.36 |
1,919.19 |
S1 |
1,914.55 |
1,916.47 |
|