Trading Metrics calculated at close of trading on 09-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,971.5 |
1,959.3 |
-12.2 |
-0.6% |
1,997.9 |
High |
1,972.8 |
1,966.1 |
-6.7 |
-0.3% |
2,010.9 |
Low |
1,956.5 |
1,947.2 |
-9.3 |
-0.5% |
1,954.5 |
Close |
1,959.9 |
1,950.6 |
-9.3 |
-0.5% |
1,976.1 |
Range |
16.3 |
18.9 |
2.6 |
16.0% |
56.4 |
ATR |
20.9 |
20.8 |
-0.1 |
-0.7% |
0.0 |
Volume |
142,336 |
139,259 |
-3,077 |
-2.2% |
775,130 |
|
Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.3 |
1,999.9 |
1,961.0 |
|
R3 |
1,992.4 |
1,981.0 |
1,955.8 |
|
R2 |
1,973.5 |
1,973.5 |
1,954.1 |
|
R1 |
1,962.1 |
1,962.1 |
1,952.3 |
1,958.4 |
PP |
1,954.6 |
1,954.6 |
1,954.6 |
1,952.8 |
S1 |
1,943.2 |
1,943.2 |
1,948.9 |
1,939.5 |
S2 |
1,935.7 |
1,935.7 |
1,947.1 |
|
S3 |
1,916.8 |
1,924.3 |
1,945.4 |
|
S4 |
1,897.9 |
1,905.4 |
1,940.2 |
|
|
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 |
1,984.2 |
1,947.2 |
37.0 |
1.9% |
18.1 |
0.9% |
9% |
False |
True |
136,752 |
10 |
2,022.1 |
1,947.2 |
74.9 |
3.8% |
22.3 |
1.1% |
5% |
False |
True |
151,057 |
20 |
2,028.6 |
1,947.2 |
81.4 |
4.2% |
19.4 |
1.0% |
4% |
False |
True |
103,922 |
40 |
2,028.6 |
1,939.2 |
89.4 |
4.6% |
20.8 |
1.1% |
13% |
False |
False |
59,040 |
60 |
2,084.4 |
1,939.2 |
145.2 |
7.4% |
22.0 |
1.1% |
8% |
False |
False |
40,270 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.8% |
23.4 |
1.2% |
6% |
False |
False |
30,751 |
100 |
2,129.7 |
1,939.2 |
190.5 |
9.8% |
25.4 |
1.3% |
6% |
False |
False |
25,001 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.6% |
24.8 |
1.3% |
27% |
False |
False |
20,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,046.4 |
2.618 |
2,015.6 |
1.618 |
1,996.7 |
1.000 |
1,985.0 |
0.618 |
1,977.8 |
HIGH |
1,966.1 |
0.618 |
1,958.9 |
0.500 |
1,956.7 |
0.382 |
1,954.4 |
LOW |
1,947.2 |
0.618 |
1,935.5 |
1.000 |
1,928.3 |
1.618 |
1,916.6 |
2.618 |
1,897.7 |
4.250 |
1,866.9 |
|
|
Fisher Pivots for day following 09-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,956.7 |
1,964.5 |
PP |
1,954.6 |
1,959.8 |
S1 |
1,952.6 |
1,955.2 |
|