Trading Metrics calculated at close of trading on 09-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,539.50 |
4,516.50 |
-23.00 |
-0.5% |
4,608.75 |
High |
4,541.00 |
4,536.25 |
-4.75 |
-0.1% |
4,621.75 |
Low |
4,482.00 |
4,478.25 |
-3.75 |
-0.1% |
4,493.75 |
Close |
4,518.50 |
4,485.75 |
-32.75 |
-0.7% |
4,498.00 |
Range |
59.00 |
58.00 |
-1.00 |
-1.7% |
128.00 |
ATR |
46.08 |
46.93 |
0.85 |
1.8% |
0.00 |
Volume |
1,696,546 |
1,640,285 |
-56,261 |
-3.3% |
8,238,572 |
|
Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,674.00 |
4,638.00 |
4,517.75 |
|
R3 |
4,616.00 |
4,580.00 |
4,501.75 |
|
R2 |
4,558.00 |
4,558.00 |
4,496.50 |
|
R1 |
4,522.00 |
4,522.00 |
4,491.00 |
4,511.00 |
PP |
4,500.00 |
4,500.00 |
4,500.00 |
4,494.50 |
S1 |
4,464.00 |
4,464.00 |
4,480.50 |
4,453.00 |
S2 |
4,442.00 |
4,442.00 |
4,475.00 |
|
S3 |
4,384.00 |
4,406.00 |
4,469.75 |
|
S4 |
4,326.00 |
4,348.00 |
4,453.75 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,921.75 |
4,838.00 |
4,568.50 |
|
R3 |
4,793.75 |
4,710.00 |
4,533.25 |
|
R2 |
4,665.75 |
4,665.75 |
4,521.50 |
|
R1 |
4,582.00 |
4,582.00 |
4,509.75 |
4,560.00 |
PP |
4,537.75 |
4,537.75 |
4,537.75 |
4,526.75 |
S1 |
4,454.00 |
4,454.00 |
4,486.25 |
4,432.00 |
S2 |
4,409.75 |
4,409.75 |
4,474.50 |
|
S3 |
4,281.75 |
4,326.00 |
4,462.75 |
|
S4 |
4,153.75 |
4,198.00 |
4,427.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,560.75 |
4,478.25 |
82.50 |
1.8% |
53.50 |
1.2% |
9% |
False |
True |
1,708,628 |
10 |
4,634.50 |
4,478.25 |
156.25 |
3.5% |
52.75 |
1.2% |
5% |
False |
True |
1,647,124 |
20 |
4,634.50 |
4,478.25 |
156.25 |
3.5% |
43.75 |
1.0% |
5% |
False |
True |
1,483,243 |
40 |
4,634.50 |
4,368.50 |
266.00 |
5.9% |
44.25 |
1.0% |
44% |
False |
False |
1,554,257 |
60 |
4,634.50 |
4,154.75 |
479.75 |
10.7% |
45.00 |
1.0% |
69% |
False |
False |
1,102,269 |
80 |
4,634.50 |
4,098.25 |
536.25 |
12.0% |
46.00 |
1.0% |
72% |
False |
False |
827,434 |
100 |
4,634.50 |
3,925.00 |
709.50 |
15.8% |
48.00 |
1.1% |
79% |
False |
False |
662,319 |
120 |
4,634.50 |
3,874.75 |
759.75 |
16.9% |
51.75 |
1.2% |
80% |
False |
False |
552,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,782.75 |
2.618 |
4,688.00 |
1.618 |
4,630.00 |
1.000 |
4,594.25 |
0.618 |
4,572.00 |
HIGH |
4,536.25 |
0.618 |
4,514.00 |
0.500 |
4,507.25 |
0.382 |
4,500.50 |
LOW |
4,478.25 |
0.618 |
4,442.50 |
1.000 |
4,420.25 |
1.618 |
4,384.50 |
2.618 |
4,326.50 |
4.250 |
4,231.75 |
|
|
Fisher Pivots for day following 09-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,507.25 |
4,510.00 |
PP |
4,500.00 |
4,502.00 |
S1 |
4,493.00 |
4,493.75 |
|