Trading Metrics calculated at close of trading on 10-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,331.0 |
4,347.0 |
16.0 |
0.4% |
4,485.0 |
High |
4,373.0 |
4,420.0 |
47.0 |
1.1% |
4,513.0 |
Low |
4,327.0 |
4,345.0 |
18.0 |
0.4% |
4,295.0 |
Close |
4,329.0 |
4,400.0 |
71.0 |
1.6% |
4,352.0 |
Range |
46.0 |
75.0 |
29.0 |
63.0% |
218.0 |
ATR |
61.9 |
64.0 |
2.1 |
3.4% |
0.0 |
Volume |
737,244 |
898,561 |
161,317 |
21.9% |
4,723,325 |
|
Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,613.3 |
4,581.7 |
4,441.3 |
|
R3 |
4,538.3 |
4,506.7 |
4,420.6 |
|
R2 |
4,463.3 |
4,463.3 |
4,413.8 |
|
R1 |
4,431.7 |
4,431.7 |
4,406.9 |
4,447.5 |
PP |
4,388.3 |
4,388.3 |
4,388.3 |
4,396.3 |
S1 |
4,356.7 |
4,356.7 |
4,393.1 |
4,372.5 |
S2 |
4,313.3 |
4,313.3 |
4,386.3 |
|
S3 |
4,238.3 |
4,281.7 |
4,379.4 |
|
S4 |
4,163.3 |
4,206.7 |
4,358.8 |
|
|
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 |
4,420.0 |
4,276.0 |
144.0 |
3.3% |
64.2 |
1.5% |
86% |
True |
False |
789,198 |
10 |
4,513.0 |
4,276.0 |
237.0 |
5.4% |
65.5 |
1.5% |
52% |
False |
False |
859,917 |
20 |
4,513.0 |
4,276.0 |
237.0 |
5.4% |
56.5 |
1.3% |
52% |
False |
False |
778,745 |
40 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
55.2 |
1.3% |
61% |
False |
False |
791,695 |
60 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
51.7 |
1.2% |
61% |
False |
False |
594,172 |
80 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
47.4 |
1.1% |
61% |
False |
False |
446,196 |
100 |
4,513.0 |
3,970.0 |
543.0 |
12.3% |
46.9 |
1.1% |
79% |
False |
False |
357,315 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.3% |
40.7 |
0.9% |
79% |
False |
False |
297,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,738.8 |
2.618 |
4,616.4 |
1.618 |
4,541.4 |
1.000 |
4,495.0 |
0.618 |
4,466.4 |
HIGH |
4,420.0 |
0.618 |
4,391.4 |
0.500 |
4,382.5 |
0.382 |
4,373.7 |
LOW |
4,345.0 |
0.618 |
4,298.7 |
1.000 |
4,270.0 |
1.618 |
4,223.7 |
2.618 |
4,148.7 |
4.250 |
4,026.3 |
|
|
Fisher Pivots for day following 10-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,394.2 |
4,382.7 |
PP |
4,388.3 |
4,365.3 |
S1 |
4,382.5 |
4,348.0 |
|