| 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 |
1,968.3 |
1,953.7 |
-14.6 |
-0.7% |
1,992.7 |
| High |
1,969.0 |
1,964.6 |
-4.4 |
-0.2% |
2,017.8 |
| Low |
1,928.2 |
1,930.0 |
1.8 |
0.1% |
1,955.2 |
| Close |
1,955.1 |
1,938.1 |
-17.0 |
-0.9% |
1,965.5 |
| Range |
40.8 |
34.6 |
-6.2 |
-15.2% |
62.6 |
| ATR |
32.8 |
32.9 |
0.1 |
0.4% |
0.0 |
| Volume |
182,043 |
156,144 |
-25,899 |
-14.2% |
890,100 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.0 |
2,027.7 |
1,957.1 |
|
| R3 |
2,013.4 |
1,993.1 |
1,947.6 |
|
| R2 |
1,978.8 |
1,978.8 |
1,944.4 |
|
| R1 |
1,958.5 |
1,958.5 |
1,941.3 |
1,951.4 |
| PP |
1,944.2 |
1,944.2 |
1,944.2 |
1,940.7 |
| S1 |
1,923.9 |
1,923.9 |
1,934.9 |
1,916.8 |
| S2 |
1,909.6 |
1,909.6 |
1,931.8 |
|
| S3 |
1,875.0 |
1,889.3 |
1,928.6 |
|
| S4 |
1,840.4 |
1,854.7 |
1,919.1 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.3 |
2,129.0 |
1,999.9 |
|
| R3 |
2,104.7 |
2,066.4 |
1,982.7 |
|
| R2 |
2,042.1 |
2,042.1 |
1,977.0 |
|
| R1 |
2,003.8 |
2,003.8 |
1,971.2 |
1,991.7 |
| PP |
1,979.5 |
1,979.5 |
1,979.5 |
1,973.4 |
| S1 |
1,941.2 |
1,941.2 |
1,959.8 |
1,929.1 |
| S2 |
1,916.9 |
1,916.9 |
1,954.0 |
|
| S3 |
1,854.3 |
1,878.6 |
1,948.3 |
|
| S4 |
1,791.7 |
1,816.0 |
1,931.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,987.7 |
1,928.2 |
59.5 |
3.1% |
31.7 |
1.6% |
17% |
False |
False |
168,338 |
| 10 |
2,017.8 |
1,928.2 |
89.6 |
4.6% |
34.8 |
1.8% |
11% |
False |
False |
173,914 |
| 20 |
2,017.8 |
1,928.2 |
89.6 |
4.6% |
31.3 |
1.6% |
11% |
False |
False |
167,106 |
| 40 |
2,017.8 |
1,825.1 |
192.7 |
9.9% |
32.6 |
1.7% |
59% |
False |
False |
188,672 |
| 60 |
2,017.8 |
1,755.0 |
262.8 |
13.6% |
33.7 |
1.7% |
70% |
False |
False |
136,434 |
| 80 |
2,017.8 |
1,723.4 |
294.4 |
15.2% |
33.0 |
1.7% |
73% |
False |
False |
102,365 |
| 100 |
2,017.8 |
1,718.4 |
299.4 |
15.4% |
33.4 |
1.7% |
73% |
False |
False |
81,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.7 |
|
2.618 |
2,055.2 |
|
1.618 |
2,020.6 |
|
1.000 |
1,999.2 |
|
0.618 |
1,986.0 |
|
HIGH |
1,964.6 |
|
0.618 |
1,951.4 |
|
0.500 |
1,947.3 |
|
0.382 |
1,943.2 |
|
LOW |
1,930.0 |
|
0.618 |
1,908.6 |
|
1.000 |
1,895.4 |
|
1.618 |
1,874.0 |
|
2.618 |
1,839.4 |
|
4.250 |
1,783.0 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,947.3 |
1,952.6 |
| PP |
1,944.2 |
1,947.8 |
| S1 |
1,941.2 |
1,942.9 |
|