Trading Metrics calculated at close of trading on 08-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,370.50 |
15,495.00 |
124.50 |
0.8% |
15,850.00 |
High |
15,495.50 |
15,497.75 |
2.25 |
0.0% |
15,917.00 |
Low |
15,334.25 |
15,218.00 |
-116.25 |
-0.8% |
15,336.50 |
Close |
15,485.50 |
15,354.25 |
-131.25 |
-0.8% |
15,354.00 |
Range |
161.25 |
279.75 |
118.50 |
73.5% |
580.50 |
ATR |
237.11 |
240.15 |
3.05 |
1.3% |
0.00 |
Volume |
578,299 |
638,813 |
60,514 |
10.5% |
3,259,125 |
|
Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,196.00 |
16,054.75 |
15,508.00 |
|
R3 |
15,916.25 |
15,775.00 |
15,431.25 |
|
R2 |
15,636.50 |
15,636.50 |
15,405.50 |
|
R1 |
15,495.25 |
15,495.25 |
15,380.00 |
15,426.00 |
PP |
15,356.75 |
15,356.75 |
15,356.75 |
15,322.00 |
S1 |
15,215.50 |
15,215.50 |
15,328.50 |
15,146.25 |
S2 |
15,077.00 |
15,077.00 |
15,303.00 |
|
S3 |
14,797.25 |
14,935.75 |
15,277.25 |
|
S4 |
14,517.50 |
14,656.00 |
15,200.50 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,277.25 |
16,896.25 |
15,673.25 |
|
R3 |
16,696.75 |
16,315.75 |
15,513.75 |
|
R2 |
16,116.25 |
16,116.25 |
15,460.50 |
|
R1 |
15,735.25 |
15,735.25 |
15,407.25 |
15,635.50 |
PP |
15,535.75 |
15,535.75 |
15,535.75 |
15,486.00 |
S1 |
15,154.75 |
15,154.75 |
15,300.75 |
15,055.00 |
S2 |
14,955.25 |
14,955.25 |
15,247.50 |
|
S3 |
14,374.75 |
14,574.25 |
15,194.25 |
|
S4 |
13,794.25 |
13,993.75 |
15,034.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,789.75 |
15,218.00 |
571.75 |
3.7% |
260.50 |
1.7% |
24% |
False |
True |
684,536 |
10 |
15,917.00 |
15,218.00 |
699.00 |
4.6% |
255.50 |
1.7% |
19% |
False |
True |
669,588 |
20 |
16,062.75 |
15,218.00 |
844.75 |
5.5% |
242.75 |
1.6% |
16% |
False |
True |
650,426 |
40 |
16,062.75 |
14,732.00 |
1,330.75 |
8.7% |
235.75 |
1.5% |
47% |
False |
False |
624,397 |
60 |
16,062.75 |
13,460.50 |
2,602.25 |
16.9% |
231.25 |
1.5% |
73% |
False |
False |
421,799 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.3% |
219.00 |
1.4% |
77% |
False |
False |
316,512 |
100 |
16,062.75 |
12,653.00 |
3,409.75 |
22.2% |
219.75 |
1.4% |
79% |
False |
False |
253,322 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.9% |
223.50 |
1.5% |
83% |
False |
False |
211,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,686.75 |
2.618 |
16,230.25 |
1.618 |
15,950.50 |
1.000 |
15,777.50 |
0.618 |
15,670.75 |
HIGH |
15,497.75 |
0.618 |
15,391.00 |
0.500 |
15,358.00 |
0.382 |
15,324.75 |
LOW |
15,218.00 |
0.618 |
15,045.00 |
1.000 |
14,938.25 |
1.618 |
14,765.25 |
2.618 |
14,485.50 |
4.250 |
14,029.00 |
|
|
Fisher Pivots for day following 08-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,358.00 |
15,414.00 |
PP |
15,356.75 |
15,394.25 |
S1 |
15,355.50 |
15,374.25 |
|