Trading Metrics calculated at close of trading on 10-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,925.4 |
1,921.1 |
-4.3 |
-0.2% |
1,959.2 |
High |
1,928.8 |
1,927.8 |
-1.0 |
-0.1% |
1,971.6 |
Low |
1,913.7 |
1,911.4 |
-2.3 |
-0.1% |
1,920.0 |
Close |
1,915.4 |
1,914.4 |
-1.0 |
-0.1% |
1,939.6 |
Range |
15.1 |
16.4 |
1.3 |
8.6% |
51.6 |
ATR |
19.4 |
19.2 |
-0.2 |
-1.1% |
0.0 |
Volume |
451 |
178 |
-273 |
-60.5% |
3,428 |
|
Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.1 |
1,957.1 |
1,923.4 |
|
R3 |
1,950.7 |
1,940.7 |
1,918.9 |
|
R2 |
1,934.3 |
1,934.3 |
1,917.4 |
|
R1 |
1,924.3 |
1,924.3 |
1,915.9 |
1,921.1 |
PP |
1,917.9 |
1,917.9 |
1,917.9 |
1,916.3 |
S1 |
1,907.9 |
1,907.9 |
1,912.9 |
1,904.7 |
S2 |
1,901.5 |
1,901.5 |
1,911.4 |
|
S3 |
1,885.1 |
1,891.5 |
1,909.9 |
|
S4 |
1,868.7 |
1,875.1 |
1,905.4 |
|
|
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 |
1,945.0 |
1,911.4 |
33.6 |
1.8% |
15.6 |
0.8% |
9% |
False |
True |
370 |
10 |
1,971.6 |
1,911.4 |
60.2 |
3.1% |
17.1 |
0.9% |
5% |
False |
True |
2,814 |
20 |
1,989.8 |
1,911.4 |
78.4 |
4.1% |
18.4 |
1.0% |
4% |
False |
True |
98,083 |
40 |
1,989.8 |
1,900.6 |
89.2 |
4.7% |
20.0 |
1.0% |
15% |
False |
False |
150,247 |
60 |
2,042.0 |
1,900.6 |
141.4 |
7.4% |
22.0 |
1.2% |
10% |
False |
False |
142,943 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.5% |
23.6 |
1.2% |
7% |
False |
False |
113,290 |
100 |
2,102.2 |
1,900.6 |
201.6 |
10.5% |
25.5 |
1.3% |
7% |
False |
False |
91,439 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.4% |
25.5 |
1.3% |
27% |
False |
False |
76,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,997.5 |
2.618 |
1,970.7 |
1.618 |
1,954.3 |
1.000 |
1,944.2 |
0.618 |
1,937.9 |
HIGH |
1,927.8 |
0.618 |
1,921.5 |
0.500 |
1,919.6 |
0.382 |
1,917.7 |
LOW |
1,911.4 |
0.618 |
1,901.3 |
1.000 |
1,895.0 |
1.618 |
1,884.9 |
2.618 |
1,868.5 |
4.250 |
1,841.7 |
|
|
Fisher Pivots for day following 10-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,919.6 |
1,922.3 |
PP |
1,917.9 |
1,919.7 |
S1 |
1,916.1 |
1,917.0 |
|