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 |
4,535.00 |
4,555.50 |
20.50 |
0.5% |
4,551.50 |
High |
4,557.50 |
4,567.00 |
9.50 |
0.2% |
4,594.25 |
Low |
4,515.00 |
4,496.00 |
-19.00 |
-0.4% |
4,508.50 |
Close |
4,555.75 |
4,503.00 |
-52.75 |
-1.2% |
4,530.00 |
Range |
42.50 |
71.00 |
28.50 |
67.1% |
85.75 |
ATR |
47.13 |
48.83 |
1.71 |
3.6% |
0.00 |
Volume |
1,743 |
2,603 |
860 |
49.3% |
18,909 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,735.00 |
4,690.00 |
4,542.00 |
|
R3 |
4,664.00 |
4,619.00 |
4,522.50 |
|
R2 |
4,593.00 |
4,593.00 |
4,516.00 |
|
R1 |
4,548.00 |
4,548.00 |
4,509.50 |
4,535.00 |
PP |
4,522.00 |
4,522.00 |
4,522.00 |
4,515.50 |
S1 |
4,477.00 |
4,477.00 |
4,496.50 |
4,464.00 |
S2 |
4,451.00 |
4,451.00 |
4,490.00 |
|
S3 |
4,380.00 |
4,406.00 |
4,483.50 |
|
S4 |
4,309.00 |
4,335.00 |
4,464.00 |
|
|
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 |
4,496.00 |
98.25 |
2.2% |
55.75 |
1.2% |
7% |
False |
True |
2,761 |
10 |
4,644.75 |
4,496.00 |
148.75 |
3.3% |
55.25 |
1.2% |
5% |
False |
True |
3,993 |
20 |
4,685.50 |
4,496.00 |
189.50 |
4.2% |
46.50 |
1.0% |
4% |
False |
True |
3,358 |
40 |
4,685.50 |
4,414.50 |
271.00 |
6.0% |
43.50 |
1.0% |
33% |
False |
False |
2,522 |
60 |
4,685.50 |
4,194.75 |
490.75 |
10.9% |
44.75 |
1.0% |
63% |
False |
False |
2,047 |
80 |
4,685.50 |
4,131.00 |
554.50 |
12.3% |
45.50 |
1.0% |
67% |
False |
False |
1,602 |
100 |
4,685.50 |
4,000.50 |
685.00 |
15.2% |
43.50 |
1.0% |
73% |
False |
False |
1,308 |
120 |
4,685.50 |
3,916.00 |
769.50 |
17.1% |
45.50 |
1.0% |
76% |
False |
False |
1,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,868.75 |
2.618 |
4,753.00 |
1.618 |
4,682.00 |
1.000 |
4,638.00 |
0.618 |
4,611.00 |
HIGH |
4,567.00 |
0.618 |
4,540.00 |
0.500 |
4,531.50 |
0.382 |
4,523.00 |
LOW |
4,496.00 |
0.618 |
4,452.00 |
1.000 |
4,425.00 |
1.618 |
4,381.00 |
2.618 |
4,310.00 |
4.250 |
4,194.25 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,531.50 |
4,531.50 |
PP |
4,522.00 |
4,522.00 |
S1 |
4,512.50 |
4,512.50 |
|