Trading Metrics calculated at close of trading on 11-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,921.1 |
1,913.0 |
-8.1 |
-0.4% |
1,941.0 |
High |
1,927.8 |
1,916.6 |
-11.2 |
-0.6% |
1,941.0 |
Low |
1,911.4 |
1,911.8 |
0.4 |
0.0% |
1,911.4 |
Close |
1,914.4 |
1,912.9 |
-1.5 |
-0.1% |
1,912.9 |
Range |
16.4 |
4.8 |
-11.6 |
-70.7% |
29.6 |
ATR |
19.2 |
18.1 |
-1.0 |
-5.4% |
0.0 |
Volume |
178 |
57 |
-121 |
-68.0% |
1,617 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.2 |
1,925.3 |
1,915.5 |
|
R3 |
1,923.4 |
1,920.5 |
1,914.2 |
|
R2 |
1,918.6 |
1,918.6 |
1,913.8 |
|
R1 |
1,915.7 |
1,915.7 |
1,913.3 |
1,914.8 |
PP |
1,913.8 |
1,913.8 |
1,913.8 |
1,913.3 |
S1 |
1,910.9 |
1,910.9 |
1,912.5 |
1,910.0 |
S2 |
1,909.0 |
1,909.0 |
1,912.0 |
|
S3 |
1,904.2 |
1,906.1 |
1,911.6 |
|
S4 |
1,899.4 |
1,901.3 |
1,910.3 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.6 |
1,991.3 |
1,929.2 |
|
R3 |
1,981.0 |
1,961.7 |
1,921.0 |
|
R2 |
1,951.4 |
1,951.4 |
1,918.3 |
|
R1 |
1,932.1 |
1,932.1 |
1,915.6 |
1,927.0 |
PP |
1,921.8 |
1,921.8 |
1,921.8 |
1,919.2 |
S1 |
1,902.5 |
1,902.5 |
1,910.2 |
1,897.4 |
S2 |
1,892.2 |
1,892.2 |
1,907.5 |
|
S3 |
1,862.6 |
1,872.9 |
1,904.8 |
|
S4 |
1,833.0 |
1,843.3 |
1,896.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,941.0 |
1,911.4 |
29.6 |
1.5% |
11.5 |
0.6% |
5% |
False |
False |
323 |
10 |
1,971.6 |
1,911.4 |
60.2 |
3.1% |
15.8 |
0.8% |
2% |
False |
False |
504 |
20 |
1,989.8 |
1,911.4 |
78.4 |
4.1% |
17.9 |
0.9% |
2% |
False |
False |
87,620 |
40 |
1,989.8 |
1,900.6 |
89.2 |
4.7% |
19.6 |
1.0% |
14% |
False |
False |
145,256 |
60 |
2,015.9 |
1,900.6 |
115.3 |
6.0% |
21.6 |
1.1% |
11% |
False |
False |
142,489 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.5% |
23.4 |
1.2% |
6% |
False |
False |
113,251 |
100 |
2,102.2 |
1,900.6 |
201.6 |
10.5% |
25.1 |
1.3% |
6% |
False |
False |
91,408 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.4% |
25.3 |
1.3% |
26% |
False |
False |
76,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,937.0 |
2.618 |
1,929.2 |
1.618 |
1,924.4 |
1.000 |
1,921.4 |
0.618 |
1,919.6 |
HIGH |
1,916.6 |
0.618 |
1,914.8 |
0.500 |
1,914.2 |
0.382 |
1,913.6 |
LOW |
1,911.8 |
0.618 |
1,908.8 |
1.000 |
1,907.0 |
1.618 |
1,904.0 |
2.618 |
1,899.2 |
4.250 |
1,891.4 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,914.2 |
1,920.1 |
PP |
1,913.8 |
1,917.7 |
S1 |
1,913.3 |
1,915.3 |
|