Trading Metrics calculated at close of trading on 10-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,953.7 |
1,940.2 |
-13.5 |
-0.7% |
1,992.7 |
High |
1,964.6 |
1,963.6 |
-1.0 |
-0.1% |
2,017.8 |
Low |
1,930.0 |
1,920.5 |
-9.5 |
-0.5% |
1,955.2 |
Close |
1,938.1 |
1,928.5 |
-9.6 |
-0.5% |
1,965.5 |
Range |
34.6 |
43.1 |
8.5 |
24.6% |
62.6 |
ATR |
32.9 |
33.6 |
0.7 |
2.2% |
0.0 |
Volume |
156,144 |
203,460 |
47,316 |
30.3% |
890,100 |
|
Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,066.8 |
2,040.8 |
1,952.2 |
|
R3 |
2,023.7 |
1,997.7 |
1,940.4 |
|
R2 |
1,980.6 |
1,980.6 |
1,936.4 |
|
R1 |
1,954.6 |
1,954.6 |
1,932.5 |
1,946.1 |
PP |
1,937.5 |
1,937.5 |
1,937.5 |
1,933.3 |
S1 |
1,911.5 |
1,911.5 |
1,924.5 |
1,903.0 |
S2 |
1,894.4 |
1,894.4 |
1,920.6 |
|
S3 |
1,851.3 |
1,868.4 |
1,916.6 |
|
S4 |
1,808.2 |
1,825.3 |
1,904.8 |
|
|
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 |
1,920.5 |
67.2 |
3.5% |
34.8 |
1.8% |
12% |
False |
True |
176,118 |
10 |
2,017.8 |
1,920.5 |
97.3 |
5.0% |
33.6 |
1.7% |
8% |
False |
True |
173,281 |
20 |
2,017.8 |
1,920.5 |
97.3 |
5.0% |
32.5 |
1.7% |
8% |
False |
True |
169,350 |
40 |
2,017.8 |
1,825.1 |
192.7 |
10.0% |
32.9 |
1.7% |
54% |
False |
False |
184,943 |
60 |
2,017.8 |
1,755.0 |
262.8 |
13.6% |
33.9 |
1.8% |
66% |
False |
False |
139,817 |
80 |
2,017.8 |
1,723.4 |
294.4 |
15.3% |
33.3 |
1.7% |
70% |
False |
False |
104,907 |
100 |
2,017.8 |
1,718.4 |
299.4 |
15.5% |
33.2 |
1.7% |
70% |
False |
False |
83,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,146.8 |
2.618 |
2,076.4 |
1.618 |
2,033.3 |
1.000 |
2,006.7 |
0.618 |
1,990.2 |
HIGH |
1,963.6 |
0.618 |
1,947.1 |
0.500 |
1,942.1 |
0.382 |
1,937.0 |
LOW |
1,920.5 |
0.618 |
1,893.9 |
1.000 |
1,877.4 |
1.618 |
1,850.8 |
2.618 |
1,807.7 |
4.250 |
1,737.3 |
|
|
Fisher Pivots for day following 10-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,942.1 |
1,944.8 |
PP |
1,937.5 |
1,939.3 |
S1 |
1,933.0 |
1,933.9 |
|