Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,944.9 |
1,945.6 |
0.7 |
0.0% |
1,977.6 |
High |
1,953.6 |
1,948.2 |
-5.4 |
-0.3% |
1,981.7 |
Low |
1,942.7 |
1,934.2 |
-8.5 |
-0.4% |
1,942.7 |
Close |
1,946.6 |
1,944.0 |
-2.6 |
-0.1% |
1,946.6 |
Range |
10.9 |
14.0 |
3.1 |
28.4% |
39.0 |
ATR |
20.0 |
19.5 |
-0.4 |
-2.1% |
0.0 |
Volume |
122,320 |
120,983 |
-1,337 |
-1.1% |
676,586 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,984.1 |
1,978.1 |
1,951.7 |
|
R3 |
1,970.1 |
1,964.1 |
1,947.9 |
|
R2 |
1,956.1 |
1,956.1 |
1,946.6 |
|
R1 |
1,950.1 |
1,950.1 |
1,945.3 |
1,946.1 |
PP |
1,942.1 |
1,942.1 |
1,942.1 |
1,940.2 |
S1 |
1,936.1 |
1,936.1 |
1,942.7 |
1,932.1 |
S2 |
1,928.1 |
1,928.1 |
1,941.4 |
|
S3 |
1,914.1 |
1,922.1 |
1,940.2 |
|
S4 |
1,900.1 |
1,908.1 |
1,936.3 |
|
|
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 |
1,972.8 |
1,934.2 |
38.6 |
2.0% |
15.8 |
0.8% |
25% |
False |
True |
138,632 |
10 |
2,004.4 |
1,934.2 |
70.2 |
3.6% |
18.4 |
0.9% |
14% |
False |
True |
143,274 |
20 |
2,028.6 |
1,934.2 |
94.4 |
4.9% |
19.7 |
1.0% |
10% |
False |
True |
116,782 |
40 |
2,028.6 |
1,934.2 |
94.4 |
4.9% |
19.7 |
1.0% |
10% |
False |
True |
69,007 |
60 |
2,043.6 |
1,934.2 |
109.4 |
5.6% |
21.7 |
1.1% |
9% |
False |
True |
47,021 |
80 |
2,129.7 |
1,934.2 |
195.5 |
10.1% |
22.9 |
1.2% |
5% |
False |
True |
35,863 |
100 |
2,129.7 |
1,934.2 |
195.5 |
10.1% |
24.3 |
1.3% |
5% |
False |
True |
29,061 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.6% |
24.7 |
1.3% |
24% |
False |
False |
24,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,007.7 |
2.618 |
1,984.9 |
1.618 |
1,970.9 |
1.000 |
1,962.2 |
0.618 |
1,956.9 |
HIGH |
1,948.2 |
0.618 |
1,942.9 |
0.500 |
1,941.2 |
0.382 |
1,939.5 |
LOW |
1,934.2 |
0.618 |
1,925.5 |
1.000 |
1,920.2 |
1.618 |
1,911.5 |
2.618 |
1,897.5 |
4.250 |
1,874.7 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,943.1 |
1,948.9 |
PP |
1,942.1 |
1,947.2 |
S1 |
1,941.2 |
1,945.6 |
|