Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,939.4 |
1,933.1 |
-6.3 |
-0.3% |
1,977.6 |
High |
1,944.3 |
1,938.2 |
-6.1 |
-0.3% |
1,981.7 |
Low |
1,927.5 |
1,922.0 |
-5.5 |
-0.3% |
1,942.7 |
Close |
1,935.2 |
1,928.3 |
-6.9 |
-0.4% |
1,946.6 |
Range |
16.8 |
16.2 |
-0.6 |
-3.6% |
39.0 |
ATR |
19.3 |
19.1 |
-0.2 |
-1.2% |
0.0 |
Volume |
167,153 |
128,612 |
-38,541 |
-23.1% |
676,586 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.1 |
1,969.4 |
1,937.2 |
|
R3 |
1,961.9 |
1,953.2 |
1,932.8 |
|
R2 |
1,945.7 |
1,945.7 |
1,931.3 |
|
R1 |
1,937.0 |
1,937.0 |
1,929.8 |
1,933.3 |
PP |
1,929.5 |
1,929.5 |
1,929.5 |
1,927.6 |
S1 |
1,920.8 |
1,920.8 |
1,926.8 |
1,917.1 |
S2 |
1,913.3 |
1,913.3 |
1,925.3 |
|
S3 |
1,897.1 |
1,904.6 |
1,923.8 |
|
S4 |
1,880.9 |
1,888.4 |
1,919.4 |
|
|
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 |
1,963.5 |
1,922.0 |
41.5 |
2.2% |
15.4 |
0.8% |
15% |
False |
True |
141,466 |
10 |
1,984.2 |
1,922.0 |
62.2 |
3.2% |
16.8 |
0.9% |
10% |
False |
True |
139,109 |
20 |
2,028.6 |
1,922.0 |
106.6 |
5.5% |
19.3 |
1.0% |
6% |
False |
True |
127,620 |
40 |
2,028.6 |
1,922.0 |
106.6 |
5.5% |
19.4 |
1.0% |
6% |
False |
True |
76,226 |
60 |
2,043.2 |
1,922.0 |
121.2 |
6.3% |
21.1 |
1.1% |
5% |
False |
True |
51,875 |
80 |
2,129.7 |
1,922.0 |
207.7 |
10.8% |
22.7 |
1.2% |
3% |
False |
True |
39,539 |
100 |
2,129.7 |
1,922.0 |
207.7 |
10.8% |
23.8 |
1.2% |
3% |
False |
True |
31,993 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.8% |
24.7 |
1.3% |
18% |
False |
False |
26,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,007.1 |
2.618 |
1,980.6 |
1.618 |
1,964.4 |
1.000 |
1,954.4 |
0.618 |
1,948.2 |
HIGH |
1,938.2 |
0.618 |
1,932.0 |
0.500 |
1,930.1 |
0.382 |
1,928.2 |
LOW |
1,922.0 |
0.618 |
1,912.0 |
1.000 |
1,905.8 |
1.618 |
1,895.8 |
2.618 |
1,879.6 |
4.250 |
1,853.2 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,930.1 |
1,935.1 |
PP |
1,929.5 |
1,932.8 |
S1 |
1,928.9 |
1,930.6 |
|