Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,392.0 |
4,346.0 |
-46.0 |
-1.0% |
4,325.0 |
High |
4,393.0 |
4,360.0 |
-33.0 |
-0.8% |
4,420.0 |
Low |
4,326.0 |
4,315.0 |
-11.0 |
-0.3% |
4,276.0 |
Close |
4,337.0 |
4,341.0 |
4.0 |
0.1% |
4,337.0 |
Range |
67.0 |
45.0 |
-22.0 |
-32.8% |
144.0 |
ATR |
64.7 |
63.3 |
-1.4 |
-2.2% |
0.0 |
Volume |
729,051 |
531,047 |
-198,004 |
-27.2% |
3,786,850 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,473.7 |
4,452.3 |
4,365.8 |
|
R3 |
4,428.7 |
4,407.3 |
4,353.4 |
|
R2 |
4,383.7 |
4,383.7 |
4,349.3 |
|
R1 |
4,362.3 |
4,362.3 |
4,345.1 |
4,350.5 |
PP |
4,338.7 |
4,338.7 |
4,338.7 |
4,332.8 |
S1 |
4,317.3 |
4,317.3 |
4,336.9 |
4,305.5 |
S2 |
4,293.7 |
4,293.7 |
4,332.8 |
|
S3 |
4,248.7 |
4,272.3 |
4,328.6 |
|
S4 |
4,203.7 |
4,227.3 |
4,316.3 |
|
|
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% |
65.4 |
1.5% |
45% |
False |
False |
752,098 |
10 |
4,500.0 |
4,276.0 |
224.0 |
5.2% |
66.1 |
1.5% |
29% |
False |
False |
822,317 |
20 |
4,513.0 |
4,276.0 |
237.0 |
5.5% |
58.6 |
1.3% |
27% |
False |
False |
781,392 |
40 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
55.7 |
1.3% |
41% |
False |
False |
771,968 |
60 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
52.3 |
1.2% |
41% |
False |
False |
615,156 |
80 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
48.6 |
1.1% |
41% |
False |
False |
461,947 |
100 |
4,513.0 |
3,970.0 |
543.0 |
12.5% |
47.0 |
1.1% |
68% |
False |
False |
369,916 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.5% |
41.6 |
1.0% |
68% |
False |
False |
308,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,551.3 |
2.618 |
4,477.8 |
1.618 |
4,432.8 |
1.000 |
4,405.0 |
0.618 |
4,387.8 |
HIGH |
4,360.0 |
0.618 |
4,342.8 |
0.500 |
4,337.5 |
0.382 |
4,332.2 |
LOW |
4,315.0 |
0.618 |
4,287.2 |
1.000 |
4,270.0 |
1.618 |
4,242.2 |
2.618 |
4,197.2 |
4.250 |
4,123.8 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,339.8 |
4,367.5 |
PP |
4,338.7 |
4,358.7 |
S1 |
4,337.5 |
4,349.8 |
|