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 |
15,495.00 |
15,351.75 |
-143.25 |
-0.9% |
15,850.00 |
High |
15,497.75 |
15,432.50 |
-65.25 |
-0.4% |
15,917.00 |
Low |
15,218.00 |
15,146.50 |
-71.50 |
-0.5% |
15,336.50 |
Close |
15,354.25 |
15,178.25 |
-176.00 |
-1.1% |
15,354.00 |
Range |
279.75 |
286.00 |
6.25 |
2.2% |
580.50 |
ATR |
240.15 |
243.43 |
3.27 |
1.4% |
0.00 |
Volume |
638,813 |
652,732 |
13,919 |
2.2% |
3,259,125 |
|
Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,110.50 |
15,930.25 |
15,335.50 |
|
R3 |
15,824.50 |
15,644.25 |
15,257.00 |
|
R2 |
15,538.50 |
15,538.50 |
15,230.75 |
|
R1 |
15,358.25 |
15,358.25 |
15,204.50 |
15,305.50 |
PP |
15,252.50 |
15,252.50 |
15,252.50 |
15,226.00 |
S1 |
15,072.25 |
15,072.25 |
15,152.00 |
15,019.50 |
S2 |
14,966.50 |
14,966.50 |
15,125.75 |
|
S3 |
14,680.50 |
14,786.25 |
15,099.50 |
|
S4 |
14,394.50 |
14,500.25 |
15,021.00 |
|
|
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 |
15,610.25 |
15,146.50 |
463.75 |
3.1% |
242.50 |
1.6% |
7% |
False |
True |
660,382 |
10 |
15,917.00 |
15,146.50 |
770.50 |
5.1% |
261.75 |
1.7% |
4% |
False |
True |
666,479 |
20 |
16,062.75 |
15,146.50 |
916.25 |
6.0% |
244.50 |
1.6% |
3% |
False |
True |
650,591 |
40 |
16,062.75 |
14,853.50 |
1,209.25 |
8.0% |
235.75 |
1.6% |
27% |
False |
False |
627,388 |
60 |
16,062.75 |
13,500.00 |
2,562.75 |
16.9% |
233.00 |
1.5% |
65% |
False |
False |
432,665 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.5% |
220.00 |
1.5% |
72% |
False |
False |
324,665 |
100 |
16,062.75 |
12,653.00 |
3,409.75 |
22.5% |
220.25 |
1.5% |
74% |
False |
False |
259,844 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
27.2% |
223.50 |
1.5% |
79% |
False |
False |
216,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,648.00 |
2.618 |
16,181.25 |
1.618 |
15,895.25 |
1.000 |
15,718.50 |
0.618 |
15,609.25 |
HIGH |
15,432.50 |
0.618 |
15,323.25 |
0.500 |
15,289.50 |
0.382 |
15,255.75 |
LOW |
15,146.50 |
0.618 |
14,969.75 |
1.000 |
14,860.50 |
1.618 |
14,683.75 |
2.618 |
14,397.75 |
4.250 |
13,931.00 |
|
|
Fisher Pivots for day following 09-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,289.50 |
15,322.00 |
PP |
15,252.50 |
15,274.25 |
S1 |
15,215.25 |
15,226.25 |
|