| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,979.5 |
1,968.1 |
-11.4 |
-0.6% |
2,018.8 |
| High |
1,985.5 |
1,983.2 |
-2.3 |
-0.1% |
2,031.2 |
| Low |
1,967.5 |
1,964.8 |
-2.7 |
-0.1% |
1,975.9 |
| Close |
1,970.7 |
1,968.9 |
-1.8 |
-0.1% |
1,996.5 |
| Range |
18.0 |
18.4 |
0.4 |
2.2% |
55.3 |
| ATR |
19.6 |
19.5 |
-0.1 |
-0.4% |
0.0 |
| Volume |
2,374 |
2,223 |
-151 |
-6.4% |
9,873 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,027.5 |
2,016.6 |
1,979.0 |
|
| R3 |
2,009.1 |
1,998.2 |
1,974.0 |
|
| R2 |
1,990.7 |
1,990.7 |
1,972.3 |
|
| R1 |
1,979.8 |
1,979.8 |
1,970.6 |
1,985.3 |
| PP |
1,972.3 |
1,972.3 |
1,972.3 |
1,975.0 |
| S1 |
1,961.4 |
1,961.4 |
1,967.2 |
1,966.9 |
| S2 |
1,953.9 |
1,953.9 |
1,965.5 |
|
| S3 |
1,935.5 |
1,943.0 |
1,963.8 |
|
| S4 |
1,917.1 |
1,924.6 |
1,958.8 |
|
|
| 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 |
1,964.8 |
39.6 |
2.0% |
18.6 |
0.9% |
10% |
False |
True |
1,826 |
| 10 |
2,031.2 |
1,964.8 |
66.4 |
3.4% |
18.9 |
1.0% |
6% |
False |
True |
1,855 |
| 20 |
2,047.9 |
1,964.8 |
83.1 |
4.2% |
18.4 |
0.9% |
5% |
False |
True |
1,888 |
| 40 |
2,047.9 |
1,959.1 |
88.8 |
4.5% |
19.2 |
1.0% |
11% |
False |
False |
1,527 |
| 60 |
2,096.4 |
1,959.1 |
137.3 |
7.0% |
20.7 |
1.1% |
7% |
False |
False |
1,184 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
9.2% |
20.9 |
1.1% |
5% |
False |
False |
1,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.4 |
|
2.618 |
2,031.4 |
|
1.618 |
2,013.0 |
|
1.000 |
2,001.6 |
|
0.618 |
1,994.6 |
|
HIGH |
1,983.2 |
|
0.618 |
1,976.2 |
|
0.500 |
1,974.0 |
|
0.382 |
1,971.8 |
|
LOW |
1,964.8 |
|
0.618 |
1,953.4 |
|
1.000 |
1,946.4 |
|
1.618 |
1,935.0 |
|
2.618 |
1,916.6 |
|
4.250 |
1,886.6 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,974.0 |
1,978.1 |
| PP |
1,972.3 |
1,975.0 |
| S1 |
1,970.6 |
1,972.0 |
|