Trading Metrics calculated at close of trading on 08-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,941.0 |
1,931.7 |
-9.3 |
-0.5% |
1,959.2 |
High |
1,941.0 |
1,933.2 |
-7.8 |
-0.4% |
1,971.6 |
Low |
1,929.8 |
1,923.0 |
-6.8 |
-0.4% |
1,920.0 |
Close |
1,933.5 |
1,924.1 |
-9.4 |
-0.5% |
1,939.6 |
Range |
11.2 |
10.2 |
-1.0 |
-8.9% |
51.6 |
ATR |
20.4 |
19.7 |
-0.7 |
-3.5% |
0.0 |
Volume |
376 |
555 |
179 |
47.6% |
3,428 |
|
Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,957.4 |
1,950.9 |
1,929.7 |
|
R3 |
1,947.2 |
1,940.7 |
1,926.9 |
|
R2 |
1,937.0 |
1,937.0 |
1,926.0 |
|
R1 |
1,930.5 |
1,930.5 |
1,925.0 |
1,928.7 |
PP |
1,926.8 |
1,926.8 |
1,926.8 |
1,925.8 |
S1 |
1,920.3 |
1,920.3 |
1,923.2 |
1,918.5 |
S2 |
1,916.6 |
1,916.6 |
1,922.2 |
|
S3 |
1,906.4 |
1,910.1 |
1,921.3 |
|
S4 |
1,896.2 |
1,899.9 |
1,918.5 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,098.5 |
2,070.7 |
1,968.0 |
|
R3 |
2,046.9 |
2,019.1 |
1,953.8 |
|
R2 |
1,995.3 |
1,995.3 |
1,949.1 |
|
R1 |
1,967.5 |
1,967.5 |
1,944.3 |
1,955.6 |
PP |
1,943.7 |
1,943.7 |
1,943.7 |
1,937.8 |
S1 |
1,915.9 |
1,915.9 |
1,934.9 |
1,904.0 |
S2 |
1,892.1 |
1,892.1 |
1,930.1 |
|
S3 |
1,840.5 |
1,864.3 |
1,925.4 |
|
S4 |
1,788.9 |
1,812.7 |
1,911.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,953.6 |
1,920.0 |
33.6 |
1.7% |
15.1 |
0.8% |
12% |
False |
False |
529 |
10 |
1,982.6 |
1,920.0 |
62.6 |
3.3% |
19.7 |
1.0% |
7% |
False |
False |
42,987 |
20 |
1,989.8 |
1,920.0 |
69.8 |
3.6% |
18.8 |
1.0% |
6% |
False |
False |
123,655 |
40 |
1,989.8 |
1,900.6 |
89.2 |
4.6% |
20.5 |
1.1% |
26% |
False |
False |
158,255 |
60 |
2,046.8 |
1,900.6 |
146.2 |
7.6% |
22.1 |
1.2% |
16% |
False |
False |
143,987 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.5% |
24.4 |
1.3% |
12% |
False |
False |
113,402 |
100 |
2,102.2 |
1,900.6 |
201.6 |
10.5% |
26.0 |
1.4% |
12% |
False |
False |
91,488 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
25.6 |
1.3% |
31% |
False |
False |
76,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,976.6 |
2.618 |
1,959.9 |
1.618 |
1,949.7 |
1.000 |
1,943.4 |
0.618 |
1,939.5 |
HIGH |
1,933.2 |
0.618 |
1,929.3 |
0.500 |
1,928.1 |
0.382 |
1,926.9 |
LOW |
1,923.0 |
0.618 |
1,916.7 |
1.000 |
1,912.8 |
1.618 |
1,906.5 |
2.618 |
1,896.3 |
4.250 |
1,879.7 |
|
|
Fisher Pivots for day following 08-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,928.1 |
1,932.5 |
PP |
1,926.8 |
1,929.7 |
S1 |
1,925.4 |
1,926.9 |
|