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 |
4,487.75 |
4,485.00 |
-2.75 |
-0.1% |
4,500.50 |
High |
4,496.25 |
4,507.75 |
11.50 |
0.3% |
4,544.75 |
Low |
4,459.00 |
4,465.00 |
6.00 |
0.1% |
4,459.00 |
Close |
4,480.75 |
4,506.00 |
25.25 |
0.6% |
4,480.75 |
Range |
37.25 |
42.75 |
5.50 |
14.8% |
85.75 |
ATR |
47.85 |
47.49 |
-0.36 |
-0.8% |
0.00 |
Volume |
1,511,048 |
1,277,132 |
-233,916 |
-15.5% |
8,472,202 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,621.25 |
4,606.25 |
4,529.50 |
|
R3 |
4,578.50 |
4,563.50 |
4,517.75 |
|
R2 |
4,535.75 |
4,535.75 |
4,513.75 |
|
R1 |
4,520.75 |
4,520.75 |
4,510.00 |
4,528.25 |
PP |
4,493.00 |
4,493.00 |
4,493.00 |
4,496.50 |
S1 |
4,478.00 |
4,478.00 |
4,502.00 |
4,485.50 |
S2 |
4,450.25 |
4,450.25 |
4,498.25 |
|
S3 |
4,407.50 |
4,435.25 |
4,494.25 |
|
S4 |
4,364.75 |
4,392.50 |
4,482.50 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,752.00 |
4,702.25 |
4,528.00 |
|
R3 |
4,666.25 |
4,616.50 |
4,504.25 |
|
R2 |
4,580.50 |
4,580.50 |
4,496.50 |
|
R1 |
4,530.75 |
4,530.75 |
4,488.50 |
4,512.75 |
PP |
4,494.75 |
4,494.75 |
4,494.75 |
4,486.00 |
S1 |
4,445.00 |
4,445.00 |
4,473.00 |
4,427.00 |
S2 |
4,409.00 |
4,409.00 |
4,465.00 |
|
S3 |
4,323.25 |
4,359.25 |
4,457.25 |
|
S4 |
4,237.50 |
4,273.50 |
4,433.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,544.75 |
4,459.00 |
85.75 |
1.9% |
53.75 |
1.2% |
55% |
False |
False |
1,670,406 |
10 |
4,621.75 |
4,459.00 |
162.75 |
3.6% |
51.50 |
1.1% |
29% |
False |
False |
1,668,847 |
20 |
4,634.50 |
4,459.00 |
175.50 |
3.9% |
46.00 |
1.0% |
27% |
False |
False |
1,554,142 |
40 |
4,634.50 |
4,368.50 |
266.00 |
5.9% |
43.25 |
1.0% |
52% |
False |
False |
1,512,514 |
60 |
4,634.50 |
4,154.75 |
479.75 |
10.6% |
45.50 |
1.0% |
73% |
False |
False |
1,185,688 |
80 |
4,634.50 |
4,098.25 |
536.25 |
11.9% |
46.75 |
1.0% |
76% |
False |
False |
890,061 |
100 |
4,634.50 |
3,966.75 |
667.75 |
14.8% |
46.75 |
1.0% |
81% |
False |
False |
712,410 |
120 |
4,634.50 |
3,874.75 |
759.75 |
16.9% |
51.75 |
1.1% |
83% |
False |
False |
593,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,689.50 |
2.618 |
4,619.75 |
1.618 |
4,577.00 |
1.000 |
4,550.50 |
0.618 |
4,534.25 |
HIGH |
4,507.75 |
0.618 |
4,491.50 |
0.500 |
4,486.50 |
0.382 |
4,481.25 |
LOW |
4,465.00 |
0.618 |
4,438.50 |
1.000 |
4,422.25 |
1.618 |
4,395.75 |
2.618 |
4,353.00 |
4.250 |
4,283.25 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,499.50 |
4,504.50 |
PP |
4,493.00 |
4,503.25 |
S1 |
4,486.50 |
4,502.00 |
|