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 |
4,370.0 |
4,313.0 |
-57.0 |
-1.3% |
4,380.0 |
High |
4,388.0 |
4,346.0 |
-42.0 |
-1.0% |
4,446.0 |
Low |
4,313.0 |
4,305.0 |
-8.0 |
-0.2% |
4,307.0 |
Close |
4,326.0 |
4,326.0 |
0.0 |
0.0% |
4,366.0 |
Range |
75.0 |
41.0 |
-34.0 |
-45.3% |
139.0 |
ATR |
54.6 |
53.6 |
-1.0 |
-1.8% |
0.0 |
Volume |
6,459 |
145 |
-6,314 |
-97.8% |
21,278 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,448.7 |
4,428.3 |
4,348.6 |
|
R3 |
4,407.7 |
4,387.3 |
4,337.3 |
|
R2 |
4,366.7 |
4,366.7 |
4,333.5 |
|
R1 |
4,346.3 |
4,346.3 |
4,329.8 |
4,356.5 |
PP |
4,325.7 |
4,325.7 |
4,325.7 |
4,330.8 |
S1 |
4,305.3 |
4,305.3 |
4,322.2 |
4,315.5 |
S2 |
4,284.7 |
4,284.7 |
4,318.5 |
|
S3 |
4,243.7 |
4,264.3 |
4,314.7 |
|
S4 |
4,202.7 |
4,223.3 |
4,303.5 |
|
|
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 |
4,305.0 |
141.0 |
3.3% |
50.4 |
1.2% |
15% |
False |
True |
5,528 |
10 |
4,446.0 |
4,305.0 |
141.0 |
3.3% |
49.6 |
1.1% |
15% |
False |
True |
2,857 |
20 |
4,533.0 |
4,305.0 |
228.0 |
5.3% |
43.2 |
1.0% |
9% |
False |
True |
1,523 |
40 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
38.9 |
0.9% |
27% |
False |
False |
1,220 |
60 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
32.3 |
0.7% |
27% |
False |
False |
1,105 |
80 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
25.2 |
0.6% |
27% |
False |
False |
858 |
100 |
4,533.0 |
4,152.0 |
381.0 |
8.8% |
20.1 |
0.5% |
46% |
False |
False |
888 |
120 |
4,533.0 |
3,996.0 |
537.0 |
12.4% |
16.8 |
0.4% |
61% |
False |
False |
893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,520.3 |
2.618 |
4,453.3 |
1.618 |
4,412.3 |
1.000 |
4,387.0 |
0.618 |
4,371.3 |
HIGH |
4,346.0 |
0.618 |
4,330.3 |
0.500 |
4,325.5 |
0.382 |
4,320.7 |
LOW |
4,305.0 |
0.618 |
4,279.7 |
1.000 |
4,264.0 |
1.618 |
4,238.7 |
2.618 |
4,197.7 |
4.250 |
4,130.8 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,325.8 |
4,346.5 |
PP |
4,325.7 |
4,339.7 |
S1 |
4,325.5 |
4,332.8 |
|