Trading Metrics calculated at close of trading on 11-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,347.0 |
4,392.0 |
45.0 |
1.0% |
4,325.0 |
High |
4,420.0 |
4,393.0 |
-27.0 |
-0.6% |
4,420.0 |
Low |
4,345.0 |
4,326.0 |
-19.0 |
-0.4% |
4,276.0 |
Close |
4,400.0 |
4,337.0 |
-63.0 |
-1.4% |
4,337.0 |
Range |
75.0 |
67.0 |
-8.0 |
-10.7% |
144.0 |
ATR |
64.0 |
64.7 |
0.7 |
1.1% |
0.0 |
Volume |
898,561 |
729,051 |
-169,510 |
-18.9% |
3,786,850 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,553.0 |
4,512.0 |
4,373.9 |
|
R3 |
4,486.0 |
4,445.0 |
4,355.4 |
|
R2 |
4,419.0 |
4,419.0 |
4,349.3 |
|
R1 |
4,378.0 |
4,378.0 |
4,343.1 |
4,365.0 |
PP |
4,352.0 |
4,352.0 |
4,352.0 |
4,345.5 |
S1 |
4,311.0 |
4,311.0 |
4,330.9 |
4,298.0 |
S2 |
4,285.0 |
4,285.0 |
4,324.7 |
|
S3 |
4,218.0 |
4,244.0 |
4,318.6 |
|
S4 |
4,151.0 |
4,177.0 |
4,300.2 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,776.3 |
4,700.7 |
4,416.2 |
|
R3 |
4,632.3 |
4,556.7 |
4,376.6 |
|
R2 |
4,488.3 |
4,488.3 |
4,363.4 |
|
R1 |
4,412.7 |
4,412.7 |
4,350.2 |
4,450.5 |
PP |
4,344.3 |
4,344.3 |
4,344.3 |
4,363.3 |
S1 |
4,268.7 |
4,268.7 |
4,323.8 |
4,306.5 |
S2 |
4,200.3 |
4,200.3 |
4,310.6 |
|
S3 |
4,056.3 |
4,124.7 |
4,297.4 |
|
S4 |
3,912.3 |
3,980.7 |
4,257.8 |
|
|
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% |
66.0 |
1.5% |
42% |
False |
False |
757,370 |
10 |
4,513.0 |
4,276.0 |
237.0 |
5.5% |
65.6 |
1.5% |
26% |
False |
False |
851,017 |
20 |
4,513.0 |
4,276.0 |
237.0 |
5.5% |
58.4 |
1.3% |
26% |
False |
False |
785,232 |
40 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
55.7 |
1.3% |
40% |
False |
False |
782,346 |
60 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
52.4 |
1.2% |
40% |
False |
False |
606,314 |
80 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
48.1 |
1.1% |
40% |
False |
False |
455,309 |
100 |
4,513.0 |
3,970.0 |
543.0 |
12.5% |
46.6 |
1.1% |
68% |
False |
False |
364,605 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.5% |
41.3 |
1.0% |
68% |
False |
False |
303,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,677.8 |
2.618 |
4,568.4 |
1.618 |
4,501.4 |
1.000 |
4,460.0 |
0.618 |
4,434.4 |
HIGH |
4,393.0 |
0.618 |
4,367.4 |
0.500 |
4,359.5 |
0.382 |
4,351.6 |
LOW |
4,326.0 |
0.618 |
4,284.6 |
1.000 |
4,259.0 |
1.618 |
4,217.6 |
2.618 |
4,150.6 |
4.250 |
4,041.3 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,359.5 |
4,373.0 |
PP |
4,352.0 |
4,361.0 |
S1 |
4,344.5 |
4,349.0 |
|