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 |
4,485.00 |
4,505.75 |
20.75 |
0.5% |
4,500.50 |
High |
4,507.75 |
4,517.75 |
10.00 |
0.2% |
4,544.75 |
Low |
4,465.00 |
4,447.00 |
-18.00 |
-0.4% |
4,459.00 |
Close |
4,506.00 |
4,454.00 |
-52.00 |
-1.2% |
4,480.75 |
Range |
42.75 |
70.75 |
28.00 |
65.5% |
85.75 |
ATR |
47.49 |
49.15 |
1.66 |
3.5% |
0.00 |
Volume |
1,277,132 |
1,492,516 |
215,384 |
16.9% |
8,472,202 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,685.25 |
4,640.25 |
4,493.00 |
|
R3 |
4,614.50 |
4,569.50 |
4,473.50 |
|
R2 |
4,543.75 |
4,543.75 |
4,467.00 |
|
R1 |
4,498.75 |
4,498.75 |
4,460.50 |
4,486.00 |
PP |
4,473.00 |
4,473.00 |
4,473.00 |
4,466.50 |
S1 |
4,428.00 |
4,428.00 |
4,447.50 |
4,415.00 |
S2 |
4,402.25 |
4,402.25 |
4,441.00 |
|
S3 |
4,331.50 |
4,357.25 |
4,434.50 |
|
S4 |
4,260.75 |
4,286.50 |
4,415.00 |
|
|
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 |
4,447.00 |
97.75 |
2.2% |
56.00 |
1.3% |
7% |
False |
True |
1,629,600 |
10 |
4,593.50 |
4,447.00 |
146.50 |
3.3% |
55.50 |
1.2% |
5% |
False |
True |
1,696,872 |
20 |
4,634.50 |
4,447.00 |
187.50 |
4.2% |
47.00 |
1.1% |
4% |
False |
True |
1,563,695 |
40 |
4,634.50 |
4,368.50 |
266.00 |
6.0% |
44.00 |
1.0% |
32% |
False |
False |
1,502,449 |
60 |
4,634.50 |
4,154.75 |
479.75 |
10.8% |
45.75 |
1.0% |
62% |
False |
False |
1,210,465 |
80 |
4,634.50 |
4,098.25 |
536.25 |
12.0% |
47.25 |
1.1% |
66% |
False |
False |
908,686 |
100 |
4,634.50 |
3,966.75 |
667.75 |
15.0% |
46.50 |
1.0% |
73% |
False |
False |
727,317 |
120 |
4,634.50 |
3,874.75 |
759.75 |
17.1% |
51.75 |
1.2% |
76% |
False |
False |
606,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,818.50 |
2.618 |
4,703.00 |
1.618 |
4,632.25 |
1.000 |
4,588.50 |
0.618 |
4,561.50 |
HIGH |
4,517.75 |
0.618 |
4,490.75 |
0.500 |
4,482.50 |
0.382 |
4,474.00 |
LOW |
4,447.00 |
0.618 |
4,403.25 |
1.000 |
4,376.25 |
1.618 |
4,332.50 |
2.618 |
4,261.75 |
4.250 |
4,146.25 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,482.50 |
4,482.50 |
PP |
4,473.00 |
4,473.00 |
S1 |
4,463.50 |
4,463.50 |
|