Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,907.52 |
1,901.79 |
-5.73 |
-0.3% |
1,942.98 |
High |
1,910.60 |
1,906.98 |
-3.62 |
-0.2% |
1,944.47 |
Low |
1,900.98 |
1,892.29 |
-8.69 |
-0.5% |
1,911.96 |
Close |
1,901.65 |
1,892.82 |
-8.83 |
-0.5% |
1,913.74 |
Range |
9.62 |
14.69 |
5.07 |
52.7% |
32.51 |
ATR |
15.71 |
15.64 |
-0.07 |
-0.5% |
0.00 |
Volume |
5,774 |
5,815 |
41 |
0.7% |
28,483 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,941.43 |
1,931.82 |
1,900.90 |
|
R3 |
1,926.74 |
1,917.13 |
1,896.86 |
|
R2 |
1,912.05 |
1,912.05 |
1,895.51 |
|
R1 |
1,902.44 |
1,902.44 |
1,894.17 |
1,899.90 |
PP |
1,897.36 |
1,897.36 |
1,897.36 |
1,896.10 |
S1 |
1,887.75 |
1,887.75 |
1,891.47 |
1,885.21 |
S2 |
1,882.67 |
1,882.67 |
1,890.13 |
|
S3 |
1,867.98 |
1,873.06 |
1,888.78 |
|
S4 |
1,853.29 |
1,858.37 |
1,884.74 |
|
|
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 |
1,927.43 |
1,892.29 |
35.14 |
1.9% |
11.87 |
0.6% |
2% |
False |
True |
5,793 |
10 |
1,945.77 |
1,892.29 |
53.48 |
2.8% |
12.42 |
0.7% |
1% |
False |
True |
5,733 |
20 |
1,987.26 |
1,892.29 |
94.97 |
5.0% |
15.89 |
0.8% |
1% |
False |
True |
5,726 |
40 |
1,987.26 |
1,892.29 |
94.97 |
5.0% |
16.70 |
0.9% |
1% |
False |
True |
5,725 |
60 |
1,987.26 |
1,892.29 |
94.97 |
5.0% |
18.55 |
1.0% |
1% |
False |
True |
5,699 |
80 |
2,059.31 |
1,892.29 |
167.02 |
8.8% |
19.99 |
1.1% |
0% |
False |
True |
5,640 |
100 |
2,059.31 |
1,892.29 |
167.02 |
8.8% |
21.35 |
1.1% |
0% |
False |
True |
5,591 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.3% |
22.69 |
1.2% |
34% |
False |
False |
5,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,969.41 |
2.618 |
1,945.44 |
1.618 |
1,930.75 |
1.000 |
1,921.67 |
0.618 |
1,916.06 |
HIGH |
1,906.98 |
0.618 |
1,901.37 |
0.500 |
1,899.64 |
0.382 |
1,897.90 |
LOW |
1,892.29 |
0.618 |
1,883.21 |
1.000 |
1,877.60 |
1.618 |
1,868.52 |
2.618 |
1,853.83 |
4.250 |
1,829.86 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,899.64 |
1,904.01 |
PP |
1,897.36 |
1,900.28 |
S1 |
1,895.09 |
1,896.55 |
|