Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,906.0 |
1,904.5 |
-1.5 |
-0.1% |
1,941.0 |
High |
1,907.7 |
1,904.5 |
-3.2 |
-0.2% |
1,941.0 |
Low |
1,895.0 |
1,890.3 |
-4.7 |
-0.2% |
1,911.4 |
Close |
1,902.5 |
1,896.1 |
-6.4 |
-0.3% |
1,912.9 |
Range |
12.7 |
14.2 |
1.5 |
11.8% |
29.6 |
ATR |
17.4 |
17.2 |
-0.2 |
-1.3% |
0.0 |
Volume |
73 |
22 |
-51 |
-69.9% |
1,617 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.6 |
1,932.0 |
1,903.9 |
|
R3 |
1,925.4 |
1,917.8 |
1,900.0 |
|
R2 |
1,911.2 |
1,911.2 |
1,898.7 |
|
R1 |
1,903.6 |
1,903.6 |
1,897.4 |
1,900.3 |
PP |
1,897.0 |
1,897.0 |
1,897.0 |
1,895.3 |
S1 |
1,889.4 |
1,889.4 |
1,894.8 |
1,886.1 |
S2 |
1,882.8 |
1,882.8 |
1,893.5 |
|
S3 |
1,868.6 |
1,875.2 |
1,892.2 |
|
S4 |
1,854.4 |
1,861.0 |
1,888.3 |
|
|
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 |
1,927.8 |
1,890.3 |
37.5 |
2.0% |
11.5 |
0.6% |
15% |
False |
True |
75 |
10 |
1,945.0 |
1,890.3 |
54.7 |
2.9% |
12.7 |
0.7% |
11% |
False |
True |
282 |
20 |
1,989.8 |
1,890.3 |
99.5 |
5.2% |
16.9 |
0.9% |
6% |
False |
True |
58,161 |
40 |
1,989.8 |
1,890.3 |
99.5 |
5.2% |
18.4 |
1.0% |
6% |
False |
True |
128,334 |
60 |
2,006.2 |
1,890.3 |
115.9 |
6.1% |
20.8 |
1.1% |
5% |
False |
True |
140,855 |
80 |
2,102.2 |
1,890.3 |
211.9 |
11.2% |
22.7 |
1.2% |
3% |
False |
True |
113,069 |
100 |
2,102.2 |
1,890.3 |
211.9 |
11.2% |
24.1 |
1.3% |
3% |
False |
True |
91,335 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.5% |
25.2 |
1.3% |
20% |
False |
False |
76,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,964.9 |
2.618 |
1,941.7 |
1.618 |
1,927.5 |
1.000 |
1,918.7 |
0.618 |
1,913.3 |
HIGH |
1,904.5 |
0.618 |
1,899.1 |
0.500 |
1,897.4 |
0.382 |
1,895.7 |
LOW |
1,890.3 |
0.618 |
1,881.5 |
1.000 |
1,876.1 |
1.618 |
1,867.3 |
2.618 |
1,853.1 |
4.250 |
1,830.0 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,897.4 |
1,901.5 |
PP |
1,897.0 |
1,899.7 |
S1 |
1,896.5 |
1,897.9 |
|