Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,945.6 |
1,939.4 |
-6.2 |
-0.3% |
1,977.6 |
High |
1,948.2 |
1,944.3 |
-3.9 |
-0.2% |
1,981.7 |
Low |
1,934.2 |
1,927.5 |
-6.7 |
-0.3% |
1,942.7 |
Close |
1,944.0 |
1,935.2 |
-8.8 |
-0.5% |
1,946.6 |
Range |
14.0 |
16.8 |
2.8 |
20.0% |
39.0 |
ATR |
19.5 |
19.3 |
-0.2 |
-1.0% |
0.0 |
Volume |
120,983 |
167,153 |
46,170 |
38.2% |
676,586 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,986.1 |
1,977.4 |
1,944.4 |
|
R3 |
1,969.3 |
1,960.6 |
1,939.8 |
|
R2 |
1,952.5 |
1,952.5 |
1,938.3 |
|
R1 |
1,943.8 |
1,943.8 |
1,936.7 |
1,939.8 |
PP |
1,935.7 |
1,935.7 |
1,935.7 |
1,933.6 |
S1 |
1,927.0 |
1,927.0 |
1,933.7 |
1,923.0 |
S2 |
1,918.9 |
1,918.9 |
1,932.1 |
|
S3 |
1,902.1 |
1,910.2 |
1,930.6 |
|
S4 |
1,885.3 |
1,893.4 |
1,926.0 |
|
|
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 |
1,966.1 |
1,927.5 |
38.6 |
2.0% |
15.9 |
0.8% |
20% |
False |
True |
143,595 |
10 |
1,992.2 |
1,927.5 |
64.7 |
3.3% |
17.4 |
0.9% |
12% |
False |
True |
143,214 |
20 |
2,028.6 |
1,927.5 |
101.1 |
5.2% |
19.0 |
1.0% |
8% |
False |
True |
122,683 |
40 |
2,028.6 |
1,927.5 |
101.1 |
5.2% |
19.7 |
1.0% |
8% |
False |
True |
73,148 |
60 |
2,043.2 |
1,927.5 |
115.7 |
6.0% |
21.4 |
1.1% |
7% |
False |
True |
49,766 |
80 |
2,129.7 |
1,927.5 |
202.2 |
10.4% |
22.9 |
1.2% |
4% |
False |
True |
37,941 |
100 |
2,129.7 |
1,927.5 |
202.2 |
10.4% |
24.0 |
1.2% |
4% |
False |
True |
30,723 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.7% |
24.7 |
1.3% |
21% |
False |
False |
25,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.7 |
2.618 |
1,988.3 |
1.618 |
1,971.5 |
1.000 |
1,961.1 |
0.618 |
1,954.7 |
HIGH |
1,944.3 |
0.618 |
1,937.9 |
0.500 |
1,935.9 |
0.382 |
1,933.9 |
LOW |
1,927.5 |
0.618 |
1,917.1 |
1.000 |
1,910.7 |
1.618 |
1,900.3 |
2.618 |
1,883.5 |
4.250 |
1,856.1 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,935.9 |
1,940.6 |
PP |
1,935.7 |
1,938.8 |
S1 |
1,935.4 |
1,937.0 |
|