Trading Metrics calculated at close of trading on 09-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,991.2 |
1,979.5 |
-11.7 |
-0.6% |
2,018.8 |
High |
1,991.4 |
1,985.5 |
-5.9 |
-0.3% |
2,031.2 |
Low |
1,977.0 |
1,967.5 |
-9.5 |
-0.5% |
1,975.9 |
Close |
1,980.2 |
1,970.7 |
-9.5 |
-0.5% |
1,996.5 |
Range |
14.4 |
18.0 |
3.6 |
25.0% |
55.3 |
ATR |
19.8 |
19.6 |
-0.1 |
-0.6% |
0.0 |
Volume |
1,718 |
2,374 |
656 |
38.2% |
9,873 |
|
Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.6 |
2,017.6 |
1,980.6 |
|
R3 |
2,010.6 |
1,999.6 |
1,975.7 |
|
R2 |
1,992.6 |
1,992.6 |
1,974.0 |
|
R1 |
1,981.6 |
1,981.6 |
1,972.4 |
1,978.1 |
PP |
1,974.6 |
1,974.6 |
1,974.6 |
1,972.8 |
S1 |
1,963.6 |
1,963.6 |
1,969.1 |
1,960.1 |
S2 |
1,956.6 |
1,956.6 |
1,967.4 |
|
S3 |
1,938.6 |
1,945.6 |
1,965.8 |
|
S4 |
1,920.6 |
1,927.6 |
1,960.8 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,167.1 |
2,137.1 |
2,026.9 |
|
R3 |
2,111.8 |
2,081.8 |
2,011.7 |
|
R2 |
2,056.5 |
2,056.5 |
2,006.6 |
|
R1 |
2,026.5 |
2,026.5 |
2,001.6 |
2,013.9 |
PP |
2,001.2 |
2,001.2 |
2,001.2 |
1,994.9 |
S1 |
1,971.2 |
1,971.2 |
1,991.4 |
1,958.6 |
S2 |
1,945.9 |
1,945.9 |
1,986.4 |
|
S3 |
1,890.6 |
1,915.9 |
1,981.3 |
|
S4 |
1,835.3 |
1,860.6 |
1,966.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,004.4 |
1,967.5 |
36.9 |
1.9% |
16.8 |
0.9% |
9% |
False |
True |
1,765 |
10 |
2,042.2 |
1,967.5 |
74.7 |
3.8% |
21.1 |
1.1% |
4% |
False |
True |
1,826 |
20 |
2,047.9 |
1,967.5 |
80.4 |
4.1% |
18.0 |
0.9% |
4% |
False |
True |
1,875 |
40 |
2,047.9 |
1,959.1 |
88.8 |
4.5% |
19.5 |
1.0% |
13% |
False |
False |
1,489 |
60 |
2,100.6 |
1,959.1 |
141.5 |
7.2% |
20.6 |
1.0% |
8% |
False |
False |
1,157 |
80 |
2,140.3 |
1,959.1 |
181.2 |
9.2% |
21.0 |
1.1% |
6% |
False |
False |
1,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,062.0 |
2.618 |
2,032.6 |
1.618 |
2,014.6 |
1.000 |
2,003.5 |
0.618 |
1,996.6 |
HIGH |
1,985.5 |
0.618 |
1,978.6 |
0.500 |
1,976.5 |
0.382 |
1,974.4 |
LOW |
1,967.5 |
0.618 |
1,956.4 |
1.000 |
1,949.5 |
1.618 |
1,938.4 |
2.618 |
1,920.4 |
4.250 |
1,891.0 |
|
|
Fisher Pivots for day following 09-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,976.5 |
1,984.0 |
PP |
1,974.6 |
1,979.5 |
S1 |
1,972.6 |
1,975.1 |
|