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 |
4,385.0 |
4,370.0 |
-15.0 |
-0.3% |
4,380.0 |
High |
4,385.0 |
4,388.0 |
3.0 |
0.1% |
4,446.0 |
Low |
4,354.0 |
4,313.0 |
-41.0 |
-0.9% |
4,307.0 |
Close |
4,370.0 |
4,326.0 |
-44.0 |
-1.0% |
4,366.0 |
Range |
31.0 |
75.0 |
44.0 |
141.9% |
139.0 |
ATR |
53.0 |
54.6 |
1.6 |
3.0% |
0.0 |
Volume |
113 |
6,459 |
6,346 |
5,615.9% |
21,278 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,567.3 |
4,521.7 |
4,367.3 |
|
R3 |
4,492.3 |
4,446.7 |
4,346.6 |
|
R2 |
4,417.3 |
4,417.3 |
4,339.8 |
|
R1 |
4,371.7 |
4,371.7 |
4,332.9 |
4,357.0 |
PP |
4,342.3 |
4,342.3 |
4,342.3 |
4,335.0 |
S1 |
4,296.7 |
4,296.7 |
4,319.1 |
4,282.0 |
S2 |
4,267.3 |
4,267.3 |
4,312.3 |
|
S3 |
4,192.3 |
4,221.7 |
4,305.4 |
|
S4 |
4,117.3 |
4,146.7 |
4,284.8 |
|
|
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 |
4,313.0 |
133.0 |
3.1% |
49.0 |
1.1% |
10% |
False |
True |
5,515 |
10 |
4,446.0 |
4,307.0 |
139.0 |
3.2% |
49.9 |
1.2% |
14% |
False |
False |
2,905 |
20 |
4,533.0 |
4,307.0 |
226.0 |
5.2% |
43.0 |
1.0% |
8% |
False |
False |
1,516 |
40 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
38.4 |
0.9% |
27% |
False |
False |
1,217 |
60 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
31.6 |
0.7% |
27% |
False |
False |
1,103 |
80 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
24.6 |
0.6% |
27% |
False |
False |
856 |
100 |
4,533.0 |
4,108.0 |
425.0 |
9.8% |
19.7 |
0.5% |
51% |
False |
False |
898 |
120 |
4,533.0 |
3,996.0 |
537.0 |
12.4% |
16.4 |
0.4% |
61% |
False |
False |
892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,706.8 |
2.618 |
4,584.4 |
1.618 |
4,509.4 |
1.000 |
4,463.0 |
0.618 |
4,434.4 |
HIGH |
4,388.0 |
0.618 |
4,359.4 |
0.500 |
4,350.5 |
0.382 |
4,341.7 |
LOW |
4,313.0 |
0.618 |
4,266.7 |
1.000 |
4,238.0 |
1.618 |
4,191.7 |
2.618 |
4,116.7 |
4.250 |
3,994.3 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,350.5 |
4,360.5 |
PP |
4,342.3 |
4,349.0 |
S1 |
4,334.2 |
4,337.5 |
|