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 |
4,407.0 |
4,385.0 |
-22.0 |
-0.5% |
4,380.0 |
High |
4,408.0 |
4,385.0 |
-23.0 |
-0.5% |
4,446.0 |
Low |
4,359.0 |
4,354.0 |
-5.0 |
-0.1% |
4,307.0 |
Close |
4,366.0 |
4,370.0 |
4.0 |
0.1% |
4,366.0 |
Range |
49.0 |
31.0 |
-18.0 |
-36.7% |
139.0 |
ATR |
54.7 |
53.0 |
-1.7 |
-3.1% |
0.0 |
Volume |
20,090 |
113 |
-19,977 |
-99.4% |
21,278 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,462.7 |
4,447.3 |
4,387.1 |
|
R3 |
4,431.7 |
4,416.3 |
4,378.5 |
|
R2 |
4,400.7 |
4,400.7 |
4,375.7 |
|
R1 |
4,385.3 |
4,385.3 |
4,372.8 |
4,377.5 |
PP |
4,369.7 |
4,369.7 |
4,369.7 |
4,365.8 |
S1 |
4,354.3 |
4,354.3 |
4,367.2 |
4,346.5 |
S2 |
4,338.7 |
4,338.7 |
4,364.3 |
|
S3 |
4,307.7 |
4,323.3 |
4,361.5 |
|
S4 |
4,276.7 |
4,292.3 |
4,353.0 |
|
|
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% |
46.6 |
1.1% |
45% |
False |
False |
4,237 |
10 |
4,500.0 |
4,307.0 |
193.0 |
4.4% |
47.1 |
1.1% |
33% |
False |
False |
2,265 |
20 |
4,533.0 |
4,307.0 |
226.0 |
5.2% |
40.8 |
0.9% |
28% |
False |
False |
1,208 |
40 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
37.1 |
0.8% |
42% |
False |
False |
1,056 |
60 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
30.4 |
0.7% |
42% |
False |
False |
995 |
80 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
23.7 |
0.5% |
42% |
False |
False |
775 |
100 |
4,533.0 |
4,108.0 |
425.0 |
9.7% |
19.0 |
0.4% |
62% |
False |
False |
885 |
120 |
4,533.0 |
3,996.0 |
537.0 |
12.3% |
15.8 |
0.4% |
70% |
False |
False |
838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,516.8 |
2.618 |
4,466.2 |
1.618 |
4,435.2 |
1.000 |
4,416.0 |
0.618 |
4,404.2 |
HIGH |
4,385.0 |
0.618 |
4,373.2 |
0.500 |
4,369.5 |
0.382 |
4,365.8 |
LOW |
4,354.0 |
0.618 |
4,334.8 |
1.000 |
4,323.0 |
1.618 |
4,303.8 |
2.618 |
4,272.8 |
4.250 |
4,222.3 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,369.8 |
4,400.0 |
PP |
4,369.7 |
4,390.0 |
S1 |
4,369.5 |
4,380.0 |
|