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 |
4,555.50 |
4,502.75 |
-52.75 |
-1.2% |
4,551.50 |
High |
4,567.00 |
4,515.50 |
-51.50 |
-1.1% |
4,594.25 |
Low |
4,496.00 |
4,466.00 |
-30.00 |
-0.7% |
4,508.50 |
Close |
4,503.00 |
4,468.50 |
-34.50 |
-0.8% |
4,530.00 |
Range |
71.00 |
49.50 |
-21.50 |
-30.3% |
85.75 |
ATR |
48.83 |
48.88 |
0.05 |
0.1% |
0.00 |
Volume |
2,603 |
3,237 |
634 |
24.4% |
18,909 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,631.75 |
4,599.75 |
4,495.75 |
|
R3 |
4,582.25 |
4,550.25 |
4,482.00 |
|
R2 |
4,532.75 |
4,532.75 |
4,477.50 |
|
R1 |
4,500.75 |
4,500.75 |
4,473.00 |
4,492.00 |
PP |
4,483.25 |
4,483.25 |
4,483.25 |
4,479.00 |
S1 |
4,451.25 |
4,451.25 |
4,464.00 |
4,442.50 |
S2 |
4,433.75 |
4,433.75 |
4,459.50 |
|
S3 |
4,384.25 |
4,401.75 |
4,455.00 |
|
S4 |
4,334.75 |
4,352.25 |
4,441.25 |
|
|
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 |
4,466.00 |
128.25 |
2.9% |
54.00 |
1.2% |
2% |
False |
True |
2,745 |
10 |
4,611.00 |
4,466.00 |
145.00 |
3.2% |
53.75 |
1.2% |
2% |
False |
True |
3,994 |
20 |
4,685.50 |
4,466.00 |
219.50 |
4.9% |
47.75 |
1.1% |
1% |
False |
True |
3,451 |
40 |
4,685.50 |
4,414.50 |
271.00 |
6.1% |
43.50 |
1.0% |
20% |
False |
False |
2,569 |
60 |
4,685.50 |
4,194.75 |
490.75 |
11.0% |
45.00 |
1.0% |
56% |
False |
False |
2,092 |
80 |
4,685.50 |
4,131.00 |
554.50 |
12.4% |
45.75 |
1.0% |
61% |
False |
False |
1,642 |
100 |
4,685.50 |
4,049.00 |
636.50 |
14.2% |
43.50 |
1.0% |
66% |
False |
False |
1,338 |
120 |
4,685.50 |
3,916.00 |
769.50 |
17.2% |
45.75 |
1.0% |
72% |
False |
False |
1,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,726.00 |
2.618 |
4,645.00 |
1.618 |
4,595.50 |
1.000 |
4,565.00 |
0.618 |
4,546.00 |
HIGH |
4,515.50 |
0.618 |
4,496.50 |
0.500 |
4,490.75 |
0.382 |
4,485.00 |
LOW |
4,466.00 |
0.618 |
4,435.50 |
1.000 |
4,416.50 |
1.618 |
4,386.00 |
2.618 |
4,336.50 |
4.250 |
4,255.50 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,490.75 |
4,516.50 |
PP |
4,483.25 |
4,500.50 |
S1 |
4,476.00 |
4,484.50 |
|