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 |
4,400.0 |
4,407.0 |
7.0 |
0.2% |
4,380.0 |
High |
4,446.0 |
4,408.0 |
-38.0 |
-0.9% |
4,446.0 |
Low |
4,390.0 |
4,359.0 |
-31.0 |
-0.7% |
4,307.0 |
Close |
4,429.0 |
4,366.0 |
-63.0 |
-1.4% |
4,366.0 |
Range |
56.0 |
49.0 |
-7.0 |
-12.5% |
139.0 |
ATR |
53.6 |
54.7 |
1.2 |
2.2% |
0.0 |
Volume |
834 |
20,090 |
19,256 |
2,308.9% |
21,278 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,524.7 |
4,494.3 |
4,393.0 |
|
R3 |
4,475.7 |
4,445.3 |
4,379.5 |
|
R2 |
4,426.7 |
4,426.7 |
4,375.0 |
|
R1 |
4,396.3 |
4,396.3 |
4,370.5 |
4,387.0 |
PP |
4,377.7 |
4,377.7 |
4,377.7 |
4,373.0 |
S1 |
4,347.3 |
4,347.3 |
4,361.5 |
4,338.0 |
S2 |
4,328.7 |
4,328.7 |
4,357.0 |
|
S3 |
4,279.7 |
4,298.3 |
4,352.5 |
|
S4 |
4,230.7 |
4,249.3 |
4,339.1 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,790.0 |
4,717.0 |
4,442.5 |
|
R3 |
4,651.0 |
4,578.0 |
4,404.2 |
|
R2 |
4,512.0 |
4,512.0 |
4,391.5 |
|
R1 |
4,439.0 |
4,439.0 |
4,378.7 |
4,406.0 |
PP |
4,373.0 |
4,373.0 |
4,373.0 |
4,356.5 |
S1 |
4,300.0 |
4,300.0 |
4,353.3 |
4,267.0 |
S2 |
4,234.0 |
4,234.0 |
4,340.5 |
|
S3 |
4,095.0 |
4,161.0 |
4,327.8 |
|
S4 |
3,956.0 |
4,022.0 |
4,289.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,446.0 |
4,307.0 |
139.0 |
3.2% |
48.0 |
1.1% |
42% |
False |
False |
4,255 |
10 |
4,533.0 |
4,307.0 |
226.0 |
5.2% |
45.3 |
1.0% |
26% |
False |
False |
2,257 |
20 |
4,533.0 |
4,307.0 |
226.0 |
5.2% |
40.6 |
0.9% |
26% |
False |
False |
1,203 |
40 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
36.8 |
0.8% |
41% |
False |
False |
1,054 |
60 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
29.8 |
0.7% |
41% |
False |
False |
993 |
80 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
23.3 |
0.5% |
41% |
False |
False |
774 |
100 |
4,533.0 |
4,108.0 |
425.0 |
9.7% |
18.7 |
0.4% |
61% |
False |
False |
892 |
120 |
4,533.0 |
3,996.0 |
537.0 |
12.3% |
15.5 |
0.4% |
69% |
False |
False |
837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,616.3 |
2.618 |
4,536.3 |
1.618 |
4,487.3 |
1.000 |
4,457.0 |
0.618 |
4,438.3 |
HIGH |
4,408.0 |
0.618 |
4,389.3 |
0.500 |
4,383.5 |
0.382 |
4,377.7 |
LOW |
4,359.0 |
0.618 |
4,328.7 |
1.000 |
4,310.0 |
1.618 |
4,279.7 |
2.618 |
4,230.7 |
4.250 |
4,150.8 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,383.5 |
4,401.5 |
PP |
4,377.7 |
4,389.7 |
S1 |
4,371.8 |
4,377.8 |
|