Trading Metrics calculated at close of trading on 10-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,567.00 |
4,546.50 |
-20.50 |
-0.4% |
4,660.00 |
High |
4,585.50 |
4,594.25 |
8.75 |
0.2% |
4,673.50 |
Low |
4,527.50 |
4,523.00 |
-4.50 |
-0.1% |
4,544.25 |
Close |
4,535.25 |
4,535.00 |
-0.25 |
0.0% |
4,548.00 |
Range |
58.00 |
71.25 |
13.25 |
22.8% |
129.25 |
ATR |
46.59 |
48.35 |
1.76 |
3.8% |
0.00 |
Volume |
3,315 |
4,319 |
1,004 |
30.3% |
21,767 |
|
Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,764.50 |
4,721.00 |
4,574.25 |
|
R3 |
4,693.25 |
4,649.75 |
4,554.50 |
|
R2 |
4,622.00 |
4,622.00 |
4,548.00 |
|
R1 |
4,578.50 |
4,578.50 |
4,541.50 |
4,564.50 |
PP |
4,550.75 |
4,550.75 |
4,550.75 |
4,543.75 |
S1 |
4,507.25 |
4,507.25 |
4,528.50 |
4,493.50 |
S2 |
4,479.50 |
4,479.50 |
4,522.00 |
|
S3 |
4,408.25 |
4,436.00 |
4,515.50 |
|
S4 |
4,337.00 |
4,364.75 |
4,495.75 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,976.25 |
4,891.50 |
4,619.00 |
|
R3 |
4,847.00 |
4,762.25 |
4,583.50 |
|
R2 |
4,717.75 |
4,717.75 |
4,571.75 |
|
R1 |
4,633.00 |
4,633.00 |
4,559.75 |
4,610.75 |
PP |
4,588.50 |
4,588.50 |
4,588.50 |
4,577.50 |
S1 |
4,503.75 |
4,503.75 |
4,536.25 |
4,481.50 |
S2 |
4,459.25 |
4,459.25 |
4,524.25 |
|
S3 |
4,330.00 |
4,374.50 |
4,512.50 |
|
S4 |
4,200.75 |
4,245.25 |
4,477.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,611.00 |
4,523.00 |
88.00 |
1.9% |
59.25 |
1.3% |
14% |
False |
True |
5,032 |
10 |
4,673.50 |
4,523.00 |
150.50 |
3.3% |
51.50 |
1.1% |
8% |
False |
True |
4,090 |
20 |
4,685.50 |
4,523.00 |
162.50 |
3.6% |
45.00 |
1.0% |
7% |
False |
True |
3,253 |
40 |
4,685.50 |
4,414.50 |
271.00 |
6.0% |
44.50 |
1.0% |
44% |
False |
False |
2,491 |
60 |
4,685.50 |
4,194.75 |
490.75 |
10.8% |
44.50 |
1.0% |
69% |
False |
False |
1,958 |
80 |
4,685.50 |
4,131.00 |
554.50 |
12.2% |
44.50 |
1.0% |
73% |
False |
False |
1,528 |
100 |
4,685.50 |
4,000.50 |
685.00 |
15.1% |
44.50 |
1.0% |
78% |
False |
False |
1,251 |
120 |
4,685.50 |
3,916.00 |
769.50 |
17.0% |
44.75 |
1.0% |
80% |
False |
False |
1,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,897.00 |
2.618 |
4,780.75 |
1.618 |
4,709.50 |
1.000 |
4,665.50 |
0.618 |
4,638.25 |
HIGH |
4,594.25 |
0.618 |
4,567.00 |
0.500 |
4,558.50 |
0.382 |
4,550.25 |
LOW |
4,523.00 |
0.618 |
4,479.00 |
1.000 |
4,451.75 |
1.618 |
4,407.75 |
2.618 |
4,336.50 |
4.250 |
4,220.25 |
|
|
Fisher Pivots for day following 10-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,558.50 |
4,558.50 |
PP |
4,550.75 |
4,550.75 |
S1 |
4,543.00 |
4,543.00 |
|