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 |
30,425 |
30,375 |
-50 |
-0.2% |
29,800 |
High |
30,725 |
30,545 |
-180 |
-0.6% |
31,115 |
Low |
30,425 |
30,355 |
-70 |
-0.2% |
29,775 |
Close |
30,425 |
30,375 |
-50 |
-0.2% |
30,375 |
Range |
300 |
190 |
-110 |
-36.7% |
1,340 |
ATR |
677 |
642 |
-35 |
-5.1% |
0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,995 |
30,875 |
30,480 |
|
R3 |
30,805 |
30,685 |
30,427 |
|
R2 |
30,615 |
30,615 |
30,410 |
|
R1 |
30,495 |
30,495 |
30,392 |
30,470 |
PP |
30,425 |
30,425 |
30,425 |
30,413 |
S1 |
30,305 |
30,305 |
30,358 |
30,280 |
S2 |
30,235 |
30,235 |
30,340 |
|
S3 |
30,045 |
30,115 |
30,323 |
|
S4 |
29,855 |
29,925 |
30,271 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,442 |
33,748 |
31,112 |
|
R3 |
33,102 |
32,408 |
30,744 |
|
R2 |
31,762 |
31,762 |
30,621 |
|
R1 |
31,068 |
31,068 |
30,498 |
31,415 |
PP |
30,422 |
30,422 |
30,422 |
30,595 |
S1 |
29,728 |
29,728 |
30,252 |
30,075 |
S2 |
29,082 |
29,082 |
30,129 |
|
S3 |
27,742 |
28,388 |
30,007 |
|
S4 |
26,402 |
27,048 |
29,638 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31,115 |
29,775 |
1,340 |
4.4% |
337 |
1.1% |
45% |
False |
False |
|
10 |
31,130 |
29,775 |
1,355 |
4.5% |
453 |
1.5% |
44% |
False |
False |
|
20 |
31,625 |
29,775 |
1,850 |
6.1% |
468 |
1.5% |
32% |
False |
False |
2 |
40 |
33,240 |
25,610 |
7,630 |
25.1% |
598 |
2.0% |
62% |
False |
False |
3 |
60 |
33,240 |
25,610 |
7,630 |
25.1% |
600 |
2.0% |
62% |
False |
False |
2 |
80 |
33,240 |
25,610 |
7,630 |
25.1% |
528 |
1.7% |
62% |
False |
False |
2 |
100 |
33,240 |
25,610 |
7,630 |
25.1% |
492 |
1.6% |
62% |
False |
False |
1 |
120 |
33,240 |
20,265 |
12,975 |
42.7% |
444 |
1.5% |
78% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,353 |
2.618 |
31,042 |
1.618 |
30,852 |
1.000 |
30,735 |
0.618 |
30,662 |
HIGH |
30,545 |
0.618 |
30,472 |
0.500 |
30,450 |
0.382 |
30,428 |
LOW |
30,355 |
0.618 |
30,238 |
1.000 |
30,165 |
1.618 |
30,048 |
2.618 |
29,858 |
4.250 |
29,548 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
30,450 |
30,735 |
PP |
30,425 |
30,615 |
S1 |
30,400 |
30,495 |
|