Trading Metrics calculated at close of trading on 08-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,977.6 |
1,971.5 |
-6.1 |
-0.3% |
1,997.9 |
High |
1,981.7 |
1,972.8 |
-8.9 |
-0.4% |
2,010.9 |
Low |
1,966.1 |
1,956.5 |
-9.6 |
-0.5% |
1,954.5 |
Close |
1,970.0 |
1,959.9 |
-10.1 |
-0.5% |
1,976.1 |
Range |
15.6 |
16.3 |
0.7 |
4.5% |
56.4 |
ATR |
21.3 |
20.9 |
-0.4 |
-1.7% |
0.0 |
Volume |
104,407 |
142,336 |
37,929 |
36.3% |
775,130 |
|
Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.0 |
2,002.2 |
1,968.9 |
|
R3 |
1,995.7 |
1,985.9 |
1,964.4 |
|
R2 |
1,979.4 |
1,979.4 |
1,962.9 |
|
R1 |
1,969.6 |
1,969.6 |
1,961.4 |
1,966.4 |
PP |
1,963.1 |
1,963.1 |
1,963.1 |
1,961.4 |
S1 |
1,953.3 |
1,953.3 |
1,958.4 |
1,950.1 |
S2 |
1,946.8 |
1,946.8 |
1,956.9 |
|
S3 |
1,930.5 |
1,937.0 |
1,955.4 |
|
S4 |
1,914.2 |
1,920.7 |
1,950.9 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,149.7 |
2,119.3 |
2,007.1 |
|
R3 |
2,093.3 |
2,062.9 |
1,991.6 |
|
R2 |
2,036.9 |
2,036.9 |
1,986.4 |
|
R1 |
2,006.5 |
2,006.5 |
1,981.3 |
1,993.5 |
PP |
1,980.5 |
1,980.5 |
1,980.5 |
1,974.0 |
S1 |
1,950.1 |
1,950.1 |
1,970.9 |
1,937.1 |
S2 |
1,924.1 |
1,924.1 |
1,965.8 |
|
S3 |
1,867.7 |
1,893.7 |
1,960.6 |
|
S4 |
1,811.3 |
1,837.3 |
1,945.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,992.2 |
1,954.5 |
37.7 |
1.9% |
18.9 |
1.0% |
14% |
False |
False |
142,832 |
10 |
2,022.1 |
1,954.5 |
67.6 |
3.4% |
22.1 |
1.1% |
8% |
False |
False |
147,568 |
20 |
2,028.6 |
1,954.5 |
74.1 |
3.8% |
19.8 |
1.0% |
7% |
False |
False |
99,171 |
40 |
2,028.6 |
1,939.2 |
89.4 |
4.6% |
20.8 |
1.1% |
23% |
False |
False |
55,663 |
60 |
2,084.4 |
1,939.2 |
145.2 |
7.4% |
22.1 |
1.1% |
14% |
False |
False |
37,977 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
23.9 |
1.2% |
11% |
False |
False |
29,040 |
100 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
25.5 |
1.3% |
11% |
False |
False |
23,621 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
24.9 |
1.3% |
31% |
False |
False |
19,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,042.1 |
2.618 |
2,015.5 |
1.618 |
1,999.2 |
1.000 |
1,989.1 |
0.618 |
1,982.9 |
HIGH |
1,972.8 |
0.618 |
1,966.6 |
0.500 |
1,964.7 |
0.382 |
1,962.7 |
LOW |
1,956.5 |
0.618 |
1,946.4 |
1.000 |
1,940.2 |
1.618 |
1,930.1 |
2.618 |
1,913.8 |
4.250 |
1,887.2 |
|
|
Fisher Pivots for day following 08-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,964.7 |
1,969.4 |
PP |
1,963.1 |
1,966.2 |
S1 |
1,961.5 |
1,963.1 |
|