Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
7,531.0 |
7,392.5 |
-138.5 |
-1.8% |
7,517.0 |
High |
7,535.5 |
7,406.0 |
-129.5 |
-1.7% |
7,638.0 |
Low |
7,377.5 |
7,342.5 |
-35.0 |
-0.5% |
7,470.5 |
Close |
7,394.5 |
7,361.0 |
-33.5 |
-0.5% |
7,534.5 |
Range |
158.0 |
63.5 |
-94.5 |
-59.8% |
167.5 |
ATR |
87.1 |
85.5 |
-1.7 |
-1.9% |
0.0 |
Volume |
122,170 |
95,316 |
-26,854 |
-22.0% |
444,951 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,560.5 |
7,524.0 |
7,396.0 |
|
R3 |
7,497.0 |
7,460.5 |
7,378.5 |
|
R2 |
7,433.5 |
7,433.5 |
7,372.5 |
|
R1 |
7,397.0 |
7,397.0 |
7,367.0 |
7,383.5 |
PP |
7,370.0 |
7,370.0 |
7,370.0 |
7,363.0 |
S1 |
7,333.5 |
7,333.5 |
7,355.0 |
7,320.0 |
S2 |
7,306.5 |
7,306.5 |
7,349.5 |
|
S3 |
7,243.0 |
7,270.0 |
7,343.5 |
|
S4 |
7,179.5 |
7,206.5 |
7,326.0 |
|
|
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 |
7,342.5 |
295.5 |
4.0% |
90.5 |
1.2% |
6% |
False |
True |
98,957 |
10 |
7,638.0 |
7,342.5 |
295.5 |
4.0% |
87.5 |
1.2% |
6% |
False |
True |
94,025 |
20 |
7,710.0 |
7,342.5 |
367.5 |
5.0% |
79.0 |
1.1% |
5% |
False |
True |
92,412 |
40 |
7,710.0 |
7,223.0 |
487.0 |
6.6% |
79.5 |
1.1% |
28% |
False |
False |
90,088 |
60 |
7,722.5 |
7,223.0 |
499.5 |
6.8% |
74.5 |
1.0% |
28% |
False |
False |
83,770 |
80 |
7,899.0 |
7,223.0 |
676.0 |
9.2% |
65.0 |
0.9% |
20% |
False |
False |
62,861 |
100 |
7,944.0 |
7,223.0 |
721.0 |
9.8% |
54.0 |
0.7% |
19% |
False |
False |
50,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,676.0 |
2.618 |
7,572.0 |
1.618 |
7,508.5 |
1.000 |
7,469.5 |
0.618 |
7,445.0 |
HIGH |
7,406.0 |
0.618 |
7,381.5 |
0.500 |
7,374.0 |
0.382 |
7,367.0 |
LOW |
7,342.5 |
0.618 |
7,303.5 |
1.000 |
7,279.0 |
1.618 |
7,240.0 |
2.618 |
7,176.5 |
4.250 |
7,072.5 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
7,374.0 |
7,451.0 |
PP |
7,370.0 |
7,421.0 |
S1 |
7,365.5 |
7,391.0 |
|