Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,913.80 |
1,907.52 |
-6.28 |
-0.3% |
1,942.98 |
High |
1,915.72 |
1,910.60 |
-5.12 |
-0.3% |
1,944.47 |
Low |
1,904.02 |
1,900.98 |
-3.04 |
-0.2% |
1,911.96 |
Close |
1,907.47 |
1,901.65 |
-5.82 |
-0.3% |
1,913.74 |
Range |
11.70 |
9.62 |
-2.08 |
-17.8% |
32.51 |
ATR |
16.18 |
15.71 |
-0.47 |
-2.9% |
0.00 |
Volume |
5,716 |
5,774 |
58 |
1.0% |
28,483 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,933.27 |
1,927.08 |
1,906.94 |
|
R3 |
1,923.65 |
1,917.46 |
1,904.30 |
|
R2 |
1,914.03 |
1,914.03 |
1,903.41 |
|
R1 |
1,907.84 |
1,907.84 |
1,902.53 |
1,906.13 |
PP |
1,904.41 |
1,904.41 |
1,904.41 |
1,903.55 |
S1 |
1,898.22 |
1,898.22 |
1,900.77 |
1,896.51 |
S2 |
1,894.79 |
1,894.79 |
1,899.89 |
|
S3 |
1,885.17 |
1,888.60 |
1,899.00 |
|
S4 |
1,875.55 |
1,878.98 |
1,896.36 |
|
|
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 |
1,931.88 |
1,900.98 |
30.90 |
1.6% |
12.39 |
0.7% |
2% |
False |
True |
5,799 |
10 |
1,953.60 |
1,900.98 |
52.62 |
2.8% |
12.89 |
0.7% |
1% |
False |
True |
5,717 |
20 |
1,987.26 |
1,900.98 |
86.28 |
4.5% |
15.60 |
0.8% |
1% |
False |
True |
5,727 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.9% |
16.96 |
0.9% |
8% |
False |
False |
5,721 |
60 |
1,987.26 |
1,894.13 |
93.13 |
4.9% |
18.76 |
1.0% |
8% |
False |
False |
5,696 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.7% |
20.19 |
1.1% |
5% |
False |
False |
5,635 |
100 |
2,059.31 |
1,894.13 |
165.18 |
8.7% |
21.56 |
1.1% |
5% |
False |
False |
5,584 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.3% |
22.68 |
1.2% |
37% |
False |
False |
5,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,951.49 |
2.618 |
1,935.79 |
1.618 |
1,926.17 |
1.000 |
1,920.22 |
0.618 |
1,916.55 |
HIGH |
1,910.60 |
0.618 |
1,906.93 |
0.500 |
1,905.79 |
0.382 |
1,904.65 |
LOW |
1,900.98 |
0.618 |
1,895.03 |
1.000 |
1,891.36 |
1.618 |
1,885.41 |
2.618 |
1,875.79 |
4.250 |
1,860.10 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,905.79 |
1,910.68 |
PP |
1,904.41 |
1,907.67 |
S1 |
1,903.03 |
1,904.66 |
|