Trading Metrics calculated at close of trading on 08-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,325.0 |
4,366.0 |
41.0 |
0.9% |
4,485.0 |
High |
4,369.0 |
4,370.0 |
1.0 |
0.0% |
4,513.0 |
Low |
4,321.0 |
4,276.0 |
-45.0 |
-1.0% |
4,295.0 |
Close |
4,357.0 |
4,304.0 |
-53.0 |
-1.2% |
4,352.0 |
Range |
48.0 |
94.0 |
46.0 |
95.8% |
218.0 |
ATR |
58.9 |
61.4 |
2.5 |
4.3% |
0.0 |
Volume |
557,404 |
864,590 |
307,186 |
55.1% |
4,723,325 |
|
Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,598.7 |
4,545.3 |
4,355.7 |
|
R3 |
4,504.7 |
4,451.3 |
4,329.9 |
|
R2 |
4,410.7 |
4,410.7 |
4,321.2 |
|
R1 |
4,357.3 |
4,357.3 |
4,312.6 |
4,337.0 |
PP |
4,316.7 |
4,316.7 |
4,316.7 |
4,306.5 |
S1 |
4,263.3 |
4,263.3 |
4,295.4 |
4,243.0 |
S2 |
4,222.7 |
4,222.7 |
4,286.8 |
|
S3 |
4,128.7 |
4,169.3 |
4,278.2 |
|
S4 |
4,034.7 |
4,075.3 |
4,252.3 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,040.7 |
4,914.3 |
4,471.9 |
|
R3 |
4,822.7 |
4,696.3 |
4,412.0 |
|
R2 |
4,604.7 |
4,604.7 |
4,392.0 |
|
R1 |
4,478.3 |
4,478.3 |
4,372.0 |
4,432.5 |
PP |
4,386.7 |
4,386.7 |
4,386.7 |
4,363.8 |
S1 |
4,260.3 |
4,260.3 |
4,332.0 |
4,214.5 |
S2 |
4,168.7 |
4,168.7 |
4,312.0 |
|
S3 |
3,950.7 |
4,042.3 |
4,292.1 |
|
S4 |
3,732.7 |
3,824.3 |
4,232.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,424.0 |
4,276.0 |
148.0 |
3.4% |
69.8 |
1.6% |
19% |
False |
True |
886,785 |
10 |
4,513.0 |
4,276.0 |
237.0 |
5.5% |
71.2 |
1.7% |
12% |
False |
True |
900,779 |
20 |
4,513.0 |
4,276.0 |
237.0 |
5.5% |
56.6 |
1.3% |
12% |
False |
True |
781,569 |
40 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
54.2 |
1.3% |
29% |
False |
False |
831,557 |
60 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
50.7 |
1.2% |
29% |
False |
False |
566,943 |
80 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
46.3 |
1.1% |
29% |
False |
False |
425,848 |
100 |
4,513.0 |
3,970.0 |
543.0 |
12.6% |
47.0 |
1.1% |
62% |
False |
False |
340,957 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.6% |
39.7 |
0.9% |
62% |
False |
False |
284,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,769.5 |
2.618 |
4,616.1 |
1.618 |
4,522.1 |
1.000 |
4,464.0 |
0.618 |
4,428.1 |
HIGH |
4,370.0 |
0.618 |
4,334.1 |
0.500 |
4,323.0 |
0.382 |
4,311.9 |
LOW |
4,276.0 |
0.618 |
4,217.9 |
1.000 |
4,182.0 |
1.618 |
4,123.9 |
2.618 |
4,029.9 |
4.250 |
3,876.5 |
|
|
Fisher Pivots for day following 08-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,323.0 |
4,323.0 |
PP |
4,316.7 |
4,316.7 |
S1 |
4,310.3 |
4,310.3 |
|