Trading Metrics calculated at close of trading on 10-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,959.3 |
1,947.7 |
-11.6 |
-0.6% |
1,997.9 |
High |
1,966.1 |
1,963.5 |
-2.6 |
-0.1% |
2,010.9 |
Low |
1,947.2 |
1,944.4 |
-2.8 |
-0.1% |
1,954.5 |
Close |
1,950.6 |
1,948.9 |
-1.7 |
-0.1% |
1,976.1 |
Range |
18.9 |
19.1 |
0.2 |
1.1% |
56.4 |
ATR |
20.8 |
20.7 |
-0.1 |
-0.6% |
0.0 |
Volume |
139,259 |
168,264 |
29,005 |
20.8% |
775,130 |
|
Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.6 |
1,998.3 |
1,959.4 |
|
R3 |
1,990.5 |
1,979.2 |
1,954.2 |
|
R2 |
1,971.4 |
1,971.4 |
1,952.4 |
|
R1 |
1,960.1 |
1,960.1 |
1,950.7 |
1,965.8 |
PP |
1,952.3 |
1,952.3 |
1,952.3 |
1,955.1 |
S1 |
1,941.0 |
1,941.0 |
1,947.1 |
1,946.7 |
S2 |
1,933.2 |
1,933.2 |
1,945.4 |
|
S3 |
1,914.1 |
1,921.9 |
1,943.6 |
|
S4 |
1,895.0 |
1,902.8 |
1,938.4 |
|
|
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 |
1,944.4 |
39.8 |
2.0% |
19.9 |
1.0% |
11% |
False |
True |
142,136 |
10 |
2,010.9 |
1,944.4 |
66.5 |
3.4% |
20.1 |
1.0% |
7% |
False |
True |
148,899 |
20 |
2,028.6 |
1,944.4 |
84.2 |
4.3% |
19.8 |
1.0% |
5% |
False |
True |
109,764 |
40 |
2,028.6 |
1,939.2 |
89.4 |
4.6% |
20.5 |
1.1% |
11% |
False |
False |
63,081 |
60 |
2,079.5 |
1,939.2 |
140.3 |
7.2% |
22.1 |
1.1% |
7% |
False |
False |
43,038 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.8% |
23.3 |
1.2% |
5% |
False |
False |
32,842 |
100 |
2,129.7 |
1,939.2 |
190.5 |
9.8% |
24.9 |
1.3% |
5% |
False |
False |
26,663 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.6% |
24.9 |
1.3% |
26% |
False |
False |
22,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,044.7 |
2.618 |
2,013.5 |
1.618 |
1,994.4 |
1.000 |
1,982.6 |
0.618 |
1,975.3 |
HIGH |
1,963.5 |
0.618 |
1,956.2 |
0.500 |
1,954.0 |
0.382 |
1,951.7 |
LOW |
1,944.4 |
0.618 |
1,932.6 |
1.000 |
1,925.3 |
1.618 |
1,913.5 |
2.618 |
1,894.4 |
4.250 |
1,863.2 |
|
|
Fisher Pivots for day following 10-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,954.0 |
1,958.6 |
PP |
1,952.3 |
1,955.4 |
S1 |
1,950.6 |
1,952.1 |
|