Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,346.0 |
4,356.0 |
10.0 |
0.2% |
4,325.0 |
High |
4,360.0 |
4,365.0 |
5.0 |
0.1% |
4,420.0 |
Low |
4,315.0 |
4,276.0 |
-39.0 |
-0.9% |
4,276.0 |
Close |
4,341.0 |
4,297.0 |
-44.0 |
-1.0% |
4,337.0 |
Range |
45.0 |
89.0 |
44.0 |
97.8% |
144.0 |
ATR |
63.3 |
65.1 |
1.8 |
2.9% |
0.0 |
Volume |
531,047 |
721,218 |
190,171 |
35.8% |
3,786,850 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,579.7 |
4,527.3 |
4,346.0 |
|
R3 |
4,490.7 |
4,438.3 |
4,321.5 |
|
R2 |
4,401.7 |
4,401.7 |
4,313.3 |
|
R1 |
4,349.3 |
4,349.3 |
4,305.2 |
4,331.0 |
PP |
4,312.7 |
4,312.7 |
4,312.7 |
4,303.5 |
S1 |
4,260.3 |
4,260.3 |
4,288.8 |
4,242.0 |
S2 |
4,223.7 |
4,223.7 |
4,280.7 |
|
S3 |
4,134.7 |
4,171.3 |
4,272.5 |
|
S4 |
4,045.7 |
4,082.3 |
4,248.1 |
|
|
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 |
3.4% |
64.4 |
1.5% |
15% |
False |
True |
723,424 |
10 |
4,424.0 |
4,276.0 |
148.0 |
3.4% |
67.1 |
1.6% |
14% |
False |
True |
805,104 |
20 |
4,513.0 |
4,276.0 |
237.0 |
5.5% |
61.0 |
1.4% |
9% |
False |
True |
789,727 |
40 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
56.7 |
1.3% |
26% |
False |
False |
758,307 |
60 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
53.2 |
1.2% |
26% |
False |
False |
627,167 |
80 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
49.3 |
1.1% |
26% |
False |
False |
470,962 |
100 |
4,513.0 |
4,040.0 |
473.0 |
11.0% |
46.7 |
1.1% |
54% |
False |
False |
377,125 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.6% |
42.4 |
1.0% |
60% |
False |
False |
314,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,743.3 |
2.618 |
4,598.0 |
1.618 |
4,509.0 |
1.000 |
4,454.0 |
0.618 |
4,420.0 |
HIGH |
4,365.0 |
0.618 |
4,331.0 |
0.500 |
4,320.5 |
0.382 |
4,310.0 |
LOW |
4,276.0 |
0.618 |
4,221.0 |
1.000 |
4,187.0 |
1.618 |
4,132.0 |
2.618 |
4,043.0 |
4.250 |
3,897.8 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,320.5 |
4,334.5 |
PP |
4,312.7 |
4,322.0 |
S1 |
4,304.8 |
4,309.5 |
|