Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,932.3 |
1,930.0 |
-2.3 |
-0.1% |
1,965.3 |
High |
1,939.3 |
1,933.9 |
-5.4 |
-0.3% |
1,977.0 |
Low |
1,907.2 |
1,900.8 |
-6.4 |
-0.3% |
1,918.3 |
Close |
1,928.1 |
1,902.4 |
-25.7 |
-1.3% |
1,931.2 |
Range |
32.1 |
33.1 |
1.0 |
3.1% |
58.7 |
ATR |
32.6 |
32.7 |
0.0 |
0.1% |
0.0 |
Volume |
176,572 |
190,942 |
14,370 |
8.1% |
839,711 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.7 |
1,990.1 |
1,920.6 |
|
R3 |
1,978.6 |
1,957.0 |
1,911.5 |
|
R2 |
1,945.5 |
1,945.5 |
1,908.5 |
|
R1 |
1,923.9 |
1,923.9 |
1,905.4 |
1,918.2 |
PP |
1,912.4 |
1,912.4 |
1,912.4 |
1,909.5 |
S1 |
1,890.8 |
1,890.8 |
1,899.4 |
1,885.1 |
S2 |
1,879.3 |
1,879.3 |
1,896.3 |
|
S3 |
1,846.2 |
1,857.7 |
1,893.3 |
|
S4 |
1,813.1 |
1,824.6 |
1,884.2 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,118.3 |
2,083.4 |
1,963.5 |
|
R3 |
2,059.6 |
2,024.7 |
1,947.3 |
|
R2 |
2,000.9 |
2,000.9 |
1,942.0 |
|
R1 |
1,966.0 |
1,966.0 |
1,936.6 |
1,954.1 |
PP |
1,942.2 |
1,942.2 |
1,942.2 |
1,936.2 |
S1 |
1,907.3 |
1,907.3 |
1,925.8 |
1,895.4 |
S2 |
1,883.5 |
1,883.5 |
1,920.4 |
|
S3 |
1,824.8 |
1,848.6 |
1,915.1 |
|
S4 |
1,766.1 |
1,789.9 |
1,898.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,964.6 |
1,900.8 |
63.8 |
3.4% |
32.6 |
1.7% |
3% |
False |
True |
176,518 |
10 |
1,999.3 |
1,900.8 |
98.5 |
5.2% |
32.0 |
1.7% |
2% |
False |
True |
175,340 |
20 |
2,017.8 |
1,900.8 |
117.0 |
6.2% |
31.6 |
1.7% |
1% |
False |
True |
170,140 |
40 |
2,017.8 |
1,825.1 |
192.7 |
10.1% |
32.0 |
1.7% |
40% |
False |
False |
178,487 |
60 |
2,017.8 |
1,755.0 |
262.8 |
13.8% |
33.7 |
1.8% |
56% |
False |
False |
148,522 |
80 |
2,017.8 |
1,723.4 |
294.4 |
15.5% |
33.5 |
1.8% |
61% |
False |
False |
111,442 |
100 |
2,017.8 |
1,718.4 |
299.4 |
15.7% |
32.6 |
1.7% |
61% |
False |
False |
89,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,074.6 |
2.618 |
2,020.6 |
1.618 |
1,987.5 |
1.000 |
1,967.0 |
0.618 |
1,954.4 |
HIGH |
1,933.9 |
0.618 |
1,921.3 |
0.500 |
1,917.4 |
0.382 |
1,913.4 |
LOW |
1,900.8 |
0.618 |
1,880.3 |
1.000 |
1,867.7 |
1.618 |
1,847.2 |
2.618 |
1,814.1 |
4.250 |
1,760.1 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,917.4 |
1,920.1 |
PP |
1,912.4 |
1,914.2 |
S1 |
1,907.4 |
1,908.3 |
|