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 |
1,947.7 |
1,944.9 |
-2.8 |
-0.1% |
1,977.6 |
High |
1,963.5 |
1,953.6 |
-9.9 |
-0.5% |
1,981.7 |
Low |
1,944.4 |
1,942.7 |
-1.7 |
-0.1% |
1,942.7 |
Close |
1,948.9 |
1,946.6 |
-2.3 |
-0.1% |
1,946.6 |
Range |
19.1 |
10.9 |
-8.2 |
-42.9% |
39.0 |
ATR |
20.7 |
20.0 |
-0.7 |
-3.4% |
0.0 |
Volume |
168,264 |
122,320 |
-45,944 |
-27.3% |
676,586 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.3 |
1,974.4 |
1,952.6 |
|
R3 |
1,969.4 |
1,963.5 |
1,949.6 |
|
R2 |
1,958.5 |
1,958.5 |
1,948.6 |
|
R1 |
1,952.6 |
1,952.6 |
1,947.6 |
1,955.6 |
PP |
1,947.6 |
1,947.6 |
1,947.6 |
1,949.1 |
S1 |
1,941.7 |
1,941.7 |
1,945.6 |
1,944.7 |
S2 |
1,936.7 |
1,936.7 |
1,944.6 |
|
S3 |
1,925.8 |
1,930.8 |
1,943.6 |
|
S4 |
1,914.9 |
1,919.9 |
1,940.6 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,074.0 |
2,049.3 |
1,968.1 |
|
R3 |
2,035.0 |
2,010.3 |
1,957.3 |
|
R2 |
1,996.0 |
1,996.0 |
1,953.8 |
|
R1 |
1,971.3 |
1,971.3 |
1,950.2 |
1,964.2 |
PP |
1,957.0 |
1,957.0 |
1,957.0 |
1,953.4 |
S1 |
1,932.3 |
1,932.3 |
1,943.0 |
1,925.2 |
S2 |
1,918.0 |
1,918.0 |
1,939.5 |
|
S3 |
1,879.0 |
1,893.3 |
1,935.9 |
|
S4 |
1,840.0 |
1,854.3 |
1,925.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,981.7 |
1,942.7 |
39.0 |
2.0% |
16.2 |
0.8% |
10% |
False |
True |
135,317 |
10 |
2,010.9 |
1,942.7 |
68.2 |
3.5% |
19.4 |
1.0% |
6% |
False |
True |
145,171 |
20 |
2,028.6 |
1,942.7 |
85.9 |
4.4% |
19.7 |
1.0% |
5% |
False |
True |
112,490 |
40 |
2,028.6 |
1,939.2 |
89.4 |
4.6% |
20.2 |
1.0% |
8% |
False |
False |
66,065 |
60 |
2,052.9 |
1,939.2 |
113.7 |
5.8% |
21.7 |
1.1% |
7% |
False |
False |
45,044 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.8% |
23.2 |
1.2% |
4% |
False |
False |
34,365 |
100 |
2,129.7 |
1,939.2 |
190.5 |
9.8% |
24.6 |
1.3% |
4% |
False |
False |
27,866 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.6% |
24.7 |
1.3% |
26% |
False |
False |
23,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,999.9 |
2.618 |
1,982.1 |
1.618 |
1,971.2 |
1.000 |
1,964.5 |
0.618 |
1,960.3 |
HIGH |
1,953.6 |
0.618 |
1,949.4 |
0.500 |
1,948.2 |
0.382 |
1,946.9 |
LOW |
1,942.7 |
0.618 |
1,936.0 |
1.000 |
1,931.8 |
1.618 |
1,925.1 |
2.618 |
1,914.2 |
4.250 |
1,896.4 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,948.2 |
1,954.4 |
PP |
1,947.6 |
1,951.8 |
S1 |
1,947.1 |
1,949.2 |
|