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 |
4,546.50 |
4,537.00 |
-9.50 |
-0.2% |
4,551.50 |
High |
4,594.25 |
4,544.75 |
-49.50 |
-1.1% |
4,594.25 |
Low |
4,523.00 |
4,508.50 |
-14.50 |
-0.3% |
4,508.50 |
Close |
4,535.00 |
4,530.00 |
-5.00 |
-0.1% |
4,530.00 |
Range |
71.25 |
36.25 |
-35.00 |
-49.1% |
85.75 |
ATR |
48.35 |
47.49 |
-0.86 |
-1.8% |
0.00 |
Volume |
4,319 |
1,826 |
-2,493 |
-57.7% |
18,909 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,636.50 |
4,619.50 |
4,550.00 |
|
R3 |
4,600.25 |
4,583.25 |
4,540.00 |
|
R2 |
4,564.00 |
4,564.00 |
4,536.75 |
|
R1 |
4,547.00 |
4,547.00 |
4,533.25 |
4,537.50 |
PP |
4,527.75 |
4,527.75 |
4,527.75 |
4,523.00 |
S1 |
4,510.75 |
4,510.75 |
4,526.75 |
4,501.00 |
S2 |
4,491.50 |
4,491.50 |
4,523.25 |
|
S3 |
4,455.25 |
4,474.50 |
4,520.00 |
|
S4 |
4,419.00 |
4,438.25 |
4,510.00 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,801.50 |
4,751.50 |
4,577.25 |
|
R3 |
4,715.75 |
4,665.75 |
4,553.50 |
|
R2 |
4,630.00 |
4,630.00 |
4,545.75 |
|
R1 |
4,580.00 |
4,580.00 |
4,537.75 |
4,562.00 |
PP |
4,544.25 |
4,544.25 |
4,544.25 |
4,535.25 |
S1 |
4,494.25 |
4,494.25 |
4,522.25 |
4,476.50 |
S2 |
4,458.50 |
4,458.50 |
4,514.25 |
|
S3 |
4,372.75 |
4,408.50 |
4,506.50 |
|
S4 |
4,287.00 |
4,322.75 |
4,482.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,594.25 |
4,508.50 |
85.75 |
1.9% |
53.00 |
1.2% |
25% |
False |
True |
3,781 |
10 |
4,673.50 |
4,508.50 |
165.00 |
3.6% |
49.25 |
1.1% |
13% |
False |
True |
4,067 |
20 |
4,685.50 |
4,508.50 |
177.00 |
3.9% |
45.25 |
1.0% |
12% |
False |
True |
3,254 |
40 |
4,685.50 |
4,414.50 |
271.00 |
6.0% |
44.00 |
1.0% |
43% |
False |
False |
2,520 |
60 |
4,685.50 |
4,194.75 |
490.75 |
10.8% |
44.75 |
1.0% |
68% |
False |
False |
1,985 |
80 |
4,685.50 |
4,131.00 |
554.50 |
12.2% |
44.50 |
1.0% |
72% |
False |
False |
1,550 |
100 |
4,685.50 |
4,000.50 |
685.00 |
15.1% |
44.25 |
1.0% |
77% |
False |
False |
1,269 |
120 |
4,685.50 |
3,916.00 |
769.50 |
17.0% |
45.00 |
1.0% |
80% |
False |
False |
1,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,698.75 |
2.618 |
4,639.75 |
1.618 |
4,603.50 |
1.000 |
4,581.00 |
0.618 |
4,567.25 |
HIGH |
4,544.75 |
0.618 |
4,531.00 |
0.500 |
4,526.50 |
0.382 |
4,522.25 |
LOW |
4,508.50 |
0.618 |
4,486.00 |
1.000 |
4,472.25 |
1.618 |
4,449.75 |
2.618 |
4,413.50 |
4.250 |
4,354.50 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,529.00 |
4,551.50 |
PP |
4,527.75 |
4,544.25 |
S1 |
4,526.50 |
4,537.00 |
|