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 |
7,582.5 |
7,613.0 |
30.5 |
0.4% |
7,517.0 |
High |
7,638.0 |
7,613.0 |
-25.0 |
-0.3% |
7,638.0 |
Low |
7,577.0 |
7,518.0 |
-59.0 |
-0.8% |
7,470.5 |
Close |
7,629.5 |
7,534.5 |
-95.0 |
-1.2% |
7,534.5 |
Range |
61.0 |
95.0 |
34.0 |
55.7% |
167.5 |
ATR |
80.0 |
82.2 |
2.3 |
2.8% |
0.0 |
Volume |
96,313 |
102,713 |
6,400 |
6.6% |
444,951 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,840.0 |
7,782.5 |
7,587.0 |
|
R3 |
7,745.0 |
7,687.5 |
7,560.5 |
|
R2 |
7,650.0 |
7,650.0 |
7,552.0 |
|
R1 |
7,592.5 |
7,592.5 |
7,543.0 |
7,574.0 |
PP |
7,555.0 |
7,555.0 |
7,555.0 |
7,546.0 |
S1 |
7,497.5 |
7,497.5 |
7,526.0 |
7,479.0 |
S2 |
7,460.0 |
7,460.0 |
7,517.0 |
|
S3 |
7,365.0 |
7,402.5 |
7,508.5 |
|
S4 |
7,270.0 |
7,307.5 |
7,482.0 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,050.0 |
7,960.0 |
7,626.5 |
|
R3 |
7,882.5 |
7,792.5 |
7,580.5 |
|
R2 |
7,715.0 |
7,715.0 |
7,565.0 |
|
R1 |
7,625.0 |
7,625.0 |
7,550.0 |
7,670.0 |
PP |
7,547.5 |
7,547.5 |
7,547.5 |
7,570.0 |
S1 |
7,457.5 |
7,457.5 |
7,519.0 |
7,502.5 |
S2 |
7,380.0 |
7,380.0 |
7,504.0 |
|
S3 |
7,212.5 |
7,290.0 |
7,488.5 |
|
S4 |
7,045.0 |
7,122.5 |
7,442.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,638.0 |
7,470.5 |
167.5 |
2.2% |
73.0 |
1.0% |
38% |
False |
False |
88,990 |
10 |
7,710.0 |
7,424.5 |
285.5 |
3.8% |
85.5 |
1.1% |
39% |
False |
False |
95,601 |
20 |
7,710.0 |
7,390.0 |
320.0 |
4.2% |
78.5 |
1.0% |
45% |
False |
False |
92,218 |
40 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
76.0 |
1.0% |
64% |
False |
False |
88,034 |
60 |
7,814.0 |
7,223.0 |
591.0 |
7.8% |
70.5 |
0.9% |
53% |
False |
False |
78,843 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.6% |
62.0 |
0.8% |
43% |
False |
False |
59,164 |
100 |
7,944.0 |
7,223.0 |
721.0 |
9.6% |
52.5 |
0.7% |
43% |
False |
False |
47,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,017.0 |
2.618 |
7,861.5 |
1.618 |
7,766.5 |
1.000 |
7,708.0 |
0.618 |
7,671.5 |
HIGH |
7,613.0 |
0.618 |
7,576.5 |
0.500 |
7,565.5 |
0.382 |
7,554.5 |
LOW |
7,518.0 |
0.618 |
7,459.5 |
1.000 |
7,423.0 |
1.618 |
7,364.5 |
2.618 |
7,269.5 |
4.250 |
7,114.0 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
7,565.5 |
7,578.0 |
PP |
7,555.0 |
7,563.5 |
S1 |
7,545.0 |
7,549.0 |
|