Trading Metrics calculated at close of trading on 11-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,202.50 |
15,219.00 |
16.50 |
0.1% |
15,370.50 |
High |
15,442.25 |
15,266.75 |
-175.50 |
-1.1% |
15,497.75 |
Low |
15,136.00 |
15,037.25 |
-98.75 |
-0.7% |
15,037.25 |
Close |
15,201.25 |
15,095.75 |
-105.50 |
-0.7% |
15,095.75 |
Range |
306.25 |
229.50 |
-76.75 |
-25.1% |
460.50 |
ATR |
247.92 |
246.60 |
-1.32 |
-0.5% |
0.00 |
Volume |
807,104 |
613,959 |
-193,145 |
-23.9% |
3,290,907 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,821.75 |
15,688.25 |
15,222.00 |
|
R3 |
15,592.25 |
15,458.75 |
15,158.75 |
|
R2 |
15,362.75 |
15,362.75 |
15,137.75 |
|
R1 |
15,229.25 |
15,229.25 |
15,116.75 |
15,181.25 |
PP |
15,133.25 |
15,133.25 |
15,133.25 |
15,109.25 |
S1 |
14,999.75 |
14,999.75 |
15,074.75 |
14,951.75 |
S2 |
14,903.75 |
14,903.75 |
15,053.75 |
|
S3 |
14,674.25 |
14,770.25 |
15,032.75 |
|
S4 |
14,444.75 |
14,540.75 |
14,969.50 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,591.75 |
16,304.25 |
15,349.00 |
|
R3 |
16,131.25 |
15,843.75 |
15,222.50 |
|
R2 |
15,670.75 |
15,670.75 |
15,180.25 |
|
R1 |
15,383.25 |
15,383.25 |
15,138.00 |
15,296.75 |
PP |
15,210.25 |
15,210.25 |
15,210.25 |
15,167.00 |
S1 |
14,922.75 |
14,922.75 |
15,053.50 |
14,836.25 |
S2 |
14,749.75 |
14,749.75 |
15,011.25 |
|
S3 |
14,289.25 |
14,462.25 |
14,969.00 |
|
S4 |
13,828.75 |
14,001.75 |
14,842.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,497.75 |
15,037.25 |
460.50 |
3.1% |
252.50 |
1.7% |
13% |
False |
True |
658,181 |
10 |
15,917.00 |
15,037.25 |
879.75 |
5.8% |
241.00 |
1.6% |
7% |
False |
True |
655,003 |
20 |
16,062.75 |
15,037.25 |
1,025.50 |
6.8% |
247.25 |
1.6% |
6% |
False |
True |
661,950 |
40 |
16,062.75 |
14,853.50 |
1,209.25 |
8.0% |
237.75 |
1.6% |
20% |
False |
False |
626,519 |
60 |
16,062.75 |
13,627.00 |
2,435.75 |
16.1% |
237.75 |
1.6% |
60% |
False |
False |
456,314 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.7% |
223.25 |
1.5% |
69% |
False |
False |
342,417 |
100 |
16,062.75 |
12,772.50 |
3,290.25 |
21.8% |
221.25 |
1.5% |
71% |
False |
False |
274,042 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
27.4% |
224.25 |
1.5% |
77% |
False |
False |
228,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,242.00 |
2.618 |
15,867.50 |
1.618 |
15,638.00 |
1.000 |
15,496.25 |
0.618 |
15,408.50 |
HIGH |
15,266.75 |
0.618 |
15,179.00 |
0.500 |
15,152.00 |
0.382 |
15,125.00 |
LOW |
15,037.25 |
0.618 |
14,895.50 |
1.000 |
14,807.75 |
1.618 |
14,666.00 |
2.618 |
14,436.50 |
4.250 |
14,062.00 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,152.00 |
15,239.75 |
PP |
15,133.25 |
15,191.75 |
S1 |
15,114.50 |
15,143.75 |
|