Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,909.3 |
1,906.0 |
-3.3 |
-0.2% |
1,941.0 |
High |
1,912.6 |
1,907.7 |
-4.9 |
-0.3% |
1,941.0 |
Low |
1,903.3 |
1,895.0 |
-8.3 |
-0.4% |
1,911.4 |
Close |
1,910.6 |
1,902.5 |
-8.1 |
-0.4% |
1,912.9 |
Range |
9.3 |
12.7 |
3.4 |
36.6% |
29.6 |
ATR |
17.5 |
17.4 |
-0.1 |
-0.8% |
0.0 |
Volume |
46 |
73 |
27 |
58.7% |
1,617 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.8 |
1,933.9 |
1,909.5 |
|
R3 |
1,927.1 |
1,921.2 |
1,906.0 |
|
R2 |
1,914.4 |
1,914.4 |
1,904.8 |
|
R1 |
1,908.5 |
1,908.5 |
1,903.7 |
1,905.1 |
PP |
1,901.7 |
1,901.7 |
1,901.7 |
1,900.1 |
S1 |
1,895.8 |
1,895.8 |
1,901.3 |
1,892.4 |
S2 |
1,889.0 |
1,889.0 |
1,900.2 |
|
S3 |
1,876.3 |
1,883.1 |
1,899.0 |
|
S4 |
1,863.6 |
1,870.4 |
1,895.5 |
|
|
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 |
1,928.8 |
1,895.0 |
33.8 |
1.8% |
11.7 |
0.6% |
22% |
False |
True |
161 |
10 |
1,953.6 |
1,895.0 |
58.6 |
3.1% |
13.4 |
0.7% |
13% |
False |
True |
345 |
20 |
1,989.8 |
1,895.0 |
94.8 |
5.0% |
16.8 |
0.9% |
8% |
False |
True |
66,130 |
40 |
1,989.8 |
1,895.0 |
94.8 |
5.0% |
18.8 |
1.0% |
8% |
False |
True |
134,587 |
60 |
2,006.2 |
1,895.0 |
111.2 |
5.8% |
21.0 |
1.1% |
7% |
False |
True |
141,347 |
80 |
2,102.2 |
1,895.0 |
207.2 |
10.9% |
23.0 |
1.2% |
4% |
False |
True |
113,121 |
100 |
2,102.2 |
1,895.0 |
207.2 |
10.9% |
24.4 |
1.3% |
4% |
False |
True |
91,366 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.5% |
25.2 |
1.3% |
22% |
False |
False |
76,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,961.7 |
2.618 |
1,940.9 |
1.618 |
1,928.2 |
1.000 |
1,920.4 |
0.618 |
1,915.5 |
HIGH |
1,907.7 |
0.618 |
1,902.8 |
0.500 |
1,901.4 |
0.382 |
1,899.9 |
LOW |
1,895.0 |
0.618 |
1,887.2 |
1.000 |
1,882.3 |
1.618 |
1,874.5 |
2.618 |
1,861.8 |
4.250 |
1,841.0 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,902.1 |
1,905.8 |
PP |
1,901.7 |
1,904.7 |
S1 |
1,901.4 |
1,903.6 |
|