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 |
4,537.00 |
4,535.00 |
-2.00 |
0.0% |
4,551.50 |
High |
4,544.75 |
4,557.50 |
12.75 |
0.3% |
4,594.25 |
Low |
4,508.50 |
4,515.00 |
6.50 |
0.1% |
4,508.50 |
Close |
4,530.00 |
4,555.75 |
25.75 |
0.6% |
4,530.00 |
Range |
36.25 |
42.50 |
6.25 |
17.2% |
85.75 |
ATR |
47.49 |
47.13 |
-0.36 |
-0.7% |
0.00 |
Volume |
1,826 |
1,743 |
-83 |
-4.5% |
18,909 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,670.25 |
4,655.50 |
4,579.00 |
|
R3 |
4,627.75 |
4,613.00 |
4,567.50 |
|
R2 |
4,585.25 |
4,585.25 |
4,563.50 |
|
R1 |
4,570.50 |
4,570.50 |
4,559.75 |
4,578.00 |
PP |
4,542.75 |
4,542.75 |
4,542.75 |
4,546.50 |
S1 |
4,528.00 |
4,528.00 |
4,551.75 |
4,535.50 |
S2 |
4,500.25 |
4,500.25 |
4,548.00 |
|
S3 |
4,457.75 |
4,485.50 |
4,544.00 |
|
S4 |
4,415.25 |
4,443.00 |
4,532.50 |
|
|
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% |
53.50 |
1.2% |
55% |
False |
False |
3,739 |
10 |
4,673.50 |
4,508.50 |
165.00 |
3.6% |
51.25 |
1.1% |
29% |
False |
False |
4,095 |
20 |
4,685.50 |
4,508.50 |
177.00 |
3.9% |
45.50 |
1.0% |
27% |
False |
False |
3,281 |
40 |
4,685.50 |
4,414.50 |
271.00 |
5.9% |
42.75 |
0.9% |
52% |
False |
False |
2,524 |
60 |
4,685.50 |
4,194.75 |
490.75 |
10.8% |
44.50 |
1.0% |
74% |
False |
False |
2,007 |
80 |
4,685.50 |
4,131.00 |
554.50 |
12.2% |
44.75 |
1.0% |
77% |
False |
False |
1,571 |
100 |
4,685.50 |
4,000.50 |
685.00 |
15.0% |
43.75 |
1.0% |
81% |
False |
False |
1,286 |
120 |
4,685.50 |
3,916.00 |
769.50 |
16.9% |
45.25 |
1.0% |
83% |
False |
False |
1,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,738.00 |
2.618 |
4,668.75 |
1.618 |
4,626.25 |
1.000 |
4,600.00 |
0.618 |
4,583.75 |
HIGH |
4,557.50 |
0.618 |
4,541.25 |
0.500 |
4,536.25 |
0.382 |
4,531.25 |
LOW |
4,515.00 |
0.618 |
4,488.75 |
1.000 |
4,472.50 |
1.618 |
4,446.25 |
2.618 |
4,403.75 |
4.250 |
4,334.50 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,549.25 |
4,554.25 |
PP |
4,542.75 |
4,552.75 |
S1 |
4,536.25 |
4,551.50 |
|