Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,912.42 |
1,913.80 |
1.38 |
0.1% |
1,942.98 |
High |
1,920.37 |
1,915.72 |
-4.65 |
-0.2% |
1,944.47 |
Low |
1,911.96 |
1,904.02 |
-7.94 |
-0.4% |
1,911.96 |
Close |
1,913.74 |
1,907.47 |
-6.27 |
-0.3% |
1,913.74 |
Range |
8.41 |
11.70 |
3.29 |
39.1% |
32.51 |
ATR |
16.52 |
16.18 |
-0.34 |
-2.1% |
0.00 |
Volume |
5,878 |
5,716 |
-162 |
-2.8% |
28,483 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,944.17 |
1,937.52 |
1,913.91 |
|
R3 |
1,932.47 |
1,925.82 |
1,910.69 |
|
R2 |
1,920.77 |
1,920.77 |
1,909.62 |
|
R1 |
1,914.12 |
1,914.12 |
1,908.54 |
1,911.60 |
PP |
1,909.07 |
1,909.07 |
1,909.07 |
1,907.81 |
S1 |
1,902.42 |
1,902.42 |
1,906.40 |
1,899.90 |
S2 |
1,897.37 |
1,897.37 |
1,905.33 |
|
S3 |
1,885.67 |
1,890.72 |
1,904.25 |
|
S4 |
1,873.97 |
1,879.02 |
1,901.04 |
|
|
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 |
1,937.69 |
1,904.02 |
33.67 |
1.8% |
13.18 |
0.7% |
10% |
False |
True |
5,804 |
10 |
1,965.86 |
1,904.02 |
61.84 |
3.2% |
14.36 |
0.8% |
6% |
False |
True |
5,720 |
20 |
1,987.26 |
1,904.02 |
83.24 |
4.4% |
16.56 |
0.9% |
4% |
False |
True |
5,722 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.9% |
17.04 |
0.9% |
14% |
False |
False |
5,720 |
60 |
1,987.26 |
1,894.13 |
93.13 |
4.9% |
19.15 |
1.0% |
14% |
False |
False |
5,695 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.7% |
20.31 |
1.1% |
8% |
False |
False |
5,631 |
100 |
2,059.31 |
1,894.13 |
165.18 |
8.7% |
21.85 |
1.1% |
8% |
False |
False |
5,579 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
22.77 |
1.2% |
40% |
False |
False |
5,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.45 |
2.618 |
1,946.35 |
1.618 |
1,934.65 |
1.000 |
1,927.42 |
0.618 |
1,922.95 |
HIGH |
1,915.72 |
0.618 |
1,911.25 |
0.500 |
1,909.87 |
0.382 |
1,908.49 |
LOW |
1,904.02 |
0.618 |
1,896.79 |
1.000 |
1,892.32 |
1.618 |
1,885.09 |
2.618 |
1,873.39 |
4.250 |
1,854.30 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,909.87 |
1,915.73 |
PP |
1,909.07 |
1,912.97 |
S1 |
1,908.27 |
1,910.22 |
|