Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,356.0 |
4,292.0 |
-64.0 |
-1.5% |
4,325.0 |
High |
4,365.0 |
4,319.0 |
-46.0 |
-1.1% |
4,420.0 |
Low |
4,276.0 |
4,271.0 |
-5.0 |
-0.1% |
4,276.0 |
Close |
4,297.0 |
4,297.0 |
0.0 |
0.0% |
4,337.0 |
Range |
89.0 |
48.0 |
-41.0 |
-46.1% |
144.0 |
ATR |
65.1 |
63.9 |
-1.2 |
-1.9% |
0.0 |
Volume |
721,218 |
624,793 |
-96,425 |
-13.4% |
3,786,850 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,439.7 |
4,416.3 |
4,323.4 |
|
R3 |
4,391.7 |
4,368.3 |
4,310.2 |
|
R2 |
4,343.7 |
4,343.7 |
4,305.8 |
|
R1 |
4,320.3 |
4,320.3 |
4,301.4 |
4,332.0 |
PP |
4,295.7 |
4,295.7 |
4,295.7 |
4,301.5 |
S1 |
4,272.3 |
4,272.3 |
4,292.6 |
4,284.0 |
S2 |
4,247.7 |
4,247.7 |
4,288.2 |
|
S3 |
4,199.7 |
4,224.3 |
4,283.8 |
|
S4 |
4,151.7 |
4,176.3 |
4,270.6 |
|
|
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 |
4,271.0 |
149.0 |
3.5% |
64.8 |
1.5% |
17% |
False |
True |
700,934 |
10 |
4,420.0 |
4,271.0 |
149.0 |
3.5% |
63.5 |
1.5% |
17% |
False |
True |
755,917 |
20 |
4,513.0 |
4,271.0 |
242.0 |
5.6% |
61.0 |
1.4% |
11% |
False |
True |
789,058 |
40 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
57.2 |
1.3% |
26% |
False |
False |
759,635 |
60 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
53.5 |
1.2% |
26% |
False |
False |
637,495 |
80 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
49.4 |
1.2% |
26% |
False |
False |
478,743 |
100 |
4,513.0 |
4,040.0 |
473.0 |
11.0% |
46.7 |
1.1% |
54% |
False |
False |
383,370 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.6% |
42.8 |
1.0% |
60% |
False |
False |
319,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,523.0 |
2.618 |
4,444.7 |
1.618 |
4,396.7 |
1.000 |
4,367.0 |
0.618 |
4,348.7 |
HIGH |
4,319.0 |
0.618 |
4,300.7 |
0.500 |
4,295.0 |
0.382 |
4,289.3 |
LOW |
4,271.0 |
0.618 |
4,241.3 |
1.000 |
4,223.0 |
1.618 |
4,193.3 |
2.618 |
4,145.3 |
4.250 |
4,067.0 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,296.3 |
4,318.0 |
PP |
4,295.7 |
4,311.0 |
S1 |
4,295.0 |
4,304.0 |
|