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 |
4,505.75 |
4,453.25 |
-52.50 |
-1.2% |
4,500.50 |
High |
4,517.75 |
4,467.25 |
-50.50 |
-1.1% |
4,544.75 |
Low |
4,447.00 |
4,417.00 |
-30.00 |
-0.7% |
4,459.00 |
Close |
4,454.00 |
4,420.00 |
-34.00 |
-0.8% |
4,480.75 |
Range |
70.75 |
50.25 |
-20.50 |
-29.0% |
85.75 |
ATR |
49.15 |
49.23 |
0.08 |
0.2% |
0.00 |
Volume |
1,492,516 |
1,499,218 |
6,702 |
0.4% |
8,472,202 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,585.50 |
4,553.00 |
4,447.75 |
|
R3 |
4,535.25 |
4,502.75 |
4,433.75 |
|
R2 |
4,485.00 |
4,485.00 |
4,429.25 |
|
R1 |
4,452.50 |
4,452.50 |
4,424.50 |
4,443.50 |
PP |
4,434.75 |
4,434.75 |
4,434.75 |
4,430.25 |
S1 |
4,402.25 |
4,402.25 |
4,415.50 |
4,393.50 |
S2 |
4,384.50 |
4,384.50 |
4,410.75 |
|
S3 |
4,334.25 |
4,352.00 |
4,406.25 |
|
S4 |
4,284.00 |
4,301.75 |
4,392.25 |
|
|
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 |
4,417.00 |
127.75 |
2.9% |
54.50 |
1.2% |
2% |
False |
True |
1,601,387 |
10 |
4,560.75 |
4,417.00 |
143.75 |
3.3% |
54.00 |
1.2% |
2% |
False |
True |
1,655,008 |
20 |
4,634.50 |
4,417.00 |
217.50 |
4.9% |
48.25 |
1.1% |
1% |
False |
True |
1,561,718 |
40 |
4,634.50 |
4,368.50 |
266.00 |
6.0% |
44.00 |
1.0% |
19% |
False |
False |
1,501,419 |
60 |
4,634.50 |
4,154.75 |
479.75 |
10.9% |
46.00 |
1.0% |
55% |
False |
False |
1,235,343 |
80 |
4,634.50 |
4,098.25 |
536.25 |
12.1% |
47.50 |
1.1% |
60% |
False |
False |
927,404 |
100 |
4,634.50 |
4,015.00 |
619.50 |
14.0% |
46.25 |
1.0% |
65% |
False |
False |
742,294 |
120 |
4,634.50 |
3,874.75 |
759.75 |
17.2% |
51.75 |
1.2% |
72% |
False |
False |
618,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,680.75 |
2.618 |
4,598.75 |
1.618 |
4,548.50 |
1.000 |
4,517.50 |
0.618 |
4,498.25 |
HIGH |
4,467.25 |
0.618 |
4,448.00 |
0.500 |
4,442.00 |
0.382 |
4,436.25 |
LOW |
4,417.00 |
0.618 |
4,386.00 |
1.000 |
4,366.75 |
1.618 |
4,335.75 |
2.618 |
4,285.50 |
4.250 |
4,203.50 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,442.00 |
4,467.50 |
PP |
4,434.75 |
4,451.50 |
S1 |
4,427.50 |
4,435.75 |
|