Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,913.0 |
1,909.3 |
-3.7 |
-0.2% |
1,941.0 |
High |
1,916.6 |
1,912.6 |
-4.0 |
-0.2% |
1,941.0 |
Low |
1,911.8 |
1,903.3 |
-8.5 |
-0.4% |
1,911.4 |
Close |
1,912.9 |
1,910.6 |
-2.3 |
-0.1% |
1,912.9 |
Range |
4.8 |
9.3 |
4.5 |
93.8% |
29.6 |
ATR |
18.1 |
17.5 |
-0.6 |
-3.4% |
0.0 |
Volume |
57 |
46 |
-11 |
-19.3% |
1,617 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,936.7 |
1,933.0 |
1,915.7 |
|
R3 |
1,927.4 |
1,923.7 |
1,913.2 |
|
R2 |
1,918.1 |
1,918.1 |
1,912.3 |
|
R1 |
1,914.4 |
1,914.4 |
1,911.5 |
1,916.3 |
PP |
1,908.8 |
1,908.8 |
1,908.8 |
1,909.8 |
S1 |
1,905.1 |
1,905.1 |
1,909.7 |
1,907.0 |
S2 |
1,899.5 |
1,899.5 |
1,908.9 |
|
S3 |
1,890.2 |
1,895.8 |
1,908.0 |
|
S4 |
1,880.9 |
1,886.5 |
1,905.5 |
|
|
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 |
1,933.2 |
1,903.3 |
29.9 |
1.6% |
11.2 |
0.6% |
24% |
False |
True |
257 |
10 |
1,965.4 |
1,903.3 |
62.1 |
3.3% |
14.6 |
0.8% |
12% |
False |
True |
406 |
20 |
1,989.8 |
1,903.3 |
86.5 |
4.5% |
17.7 |
0.9% |
8% |
False |
True |
79,331 |
40 |
1,989.8 |
1,900.6 |
89.2 |
4.7% |
18.9 |
1.0% |
11% |
False |
False |
138,598 |
60 |
2,007.3 |
1,900.6 |
106.7 |
5.6% |
21.4 |
1.1% |
9% |
False |
False |
141,866 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.6% |
23.1 |
1.2% |
5% |
False |
False |
113,160 |
100 |
2,102.2 |
1,900.6 |
201.6 |
10.6% |
24.7 |
1.3% |
5% |
False |
False |
91,388 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.4% |
25.3 |
1.3% |
25% |
False |
False |
76,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,952.1 |
2.618 |
1,936.9 |
1.618 |
1,927.6 |
1.000 |
1,921.9 |
0.618 |
1,918.3 |
HIGH |
1,912.6 |
0.618 |
1,909.0 |
0.500 |
1,908.0 |
0.382 |
1,906.9 |
LOW |
1,903.3 |
0.618 |
1,897.6 |
1.000 |
1,894.0 |
1.618 |
1,888.3 |
2.618 |
1,879.0 |
4.250 |
1,863.8 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,909.7 |
1,915.6 |
PP |
1,908.8 |
1,913.9 |
S1 |
1,908.0 |
1,912.3 |
|