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 |
1,968.1 |
1,965.0 |
-3.1 |
-0.2% |
1,998.0 |
High |
1,983.2 |
1,973.0 |
-10.2 |
-0.5% |
2,000.4 |
Low |
1,964.8 |
1,963.0 |
-1.8 |
-0.1% |
1,963.0 |
Close |
1,968.9 |
1,966.5 |
-2.4 |
-0.1% |
1,966.5 |
Range |
18.4 |
10.0 |
-8.4 |
-45.7% |
37.4 |
ATR |
19.5 |
18.9 |
-0.7 |
-3.5% |
0.0 |
Volume |
2,223 |
1,607 |
-616 |
-27.7% |
9,152 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,997.5 |
1,992.0 |
1,972.0 |
|
R3 |
1,987.5 |
1,982.0 |
1,969.3 |
|
R2 |
1,977.5 |
1,977.5 |
1,968.3 |
|
R1 |
1,972.0 |
1,972.0 |
1,967.4 |
1,974.8 |
PP |
1,967.5 |
1,967.5 |
1,967.5 |
1,968.9 |
S1 |
1,962.0 |
1,962.0 |
1,965.6 |
1,964.8 |
S2 |
1,957.5 |
1,957.5 |
1,964.7 |
|
S3 |
1,947.5 |
1,952.0 |
1,963.8 |
|
S4 |
1,937.5 |
1,942.0 |
1,961.0 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,088.8 |
2,065.1 |
1,987.1 |
|
R3 |
2,051.4 |
2,027.7 |
1,976.8 |
|
R2 |
2,014.0 |
2,014.0 |
1,973.4 |
|
R1 |
1,990.3 |
1,990.3 |
1,969.9 |
1,983.5 |
PP |
1,976.6 |
1,976.6 |
1,976.6 |
1,973.2 |
S1 |
1,952.9 |
1,952.9 |
1,963.1 |
1,946.1 |
S2 |
1,939.2 |
1,939.2 |
1,959.6 |
|
S3 |
1,901.8 |
1,915.5 |
1,956.2 |
|
S4 |
1,864.4 |
1,878.1 |
1,945.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,000.4 |
1,963.0 |
37.4 |
1.9% |
14.9 |
0.8% |
9% |
False |
True |
1,830 |
10 |
2,031.2 |
1,963.0 |
68.2 |
3.5% |
18.3 |
0.9% |
5% |
False |
True |
1,902 |
20 |
2,047.9 |
1,963.0 |
84.9 |
4.3% |
18.4 |
0.9% |
4% |
False |
True |
1,864 |
40 |
2,047.9 |
1,959.1 |
88.8 |
4.5% |
19.0 |
1.0% |
8% |
False |
False |
1,557 |
60 |
2,070.5 |
1,959.1 |
111.4 |
5.7% |
20.4 |
1.0% |
7% |
False |
False |
1,207 |
80 |
2,140.3 |
1,959.1 |
181.2 |
9.2% |
20.9 |
1.1% |
4% |
False |
False |
1,036 |
100 |
2,140.3 |
1,959.1 |
181.2 |
9.2% |
20.4 |
1.0% |
4% |
False |
False |
887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.5 |
2.618 |
1,999.2 |
1.618 |
1,989.2 |
1.000 |
1,983.0 |
0.618 |
1,979.2 |
HIGH |
1,973.0 |
0.618 |
1,969.2 |
0.500 |
1,968.0 |
0.382 |
1,966.8 |
LOW |
1,963.0 |
0.618 |
1,956.8 |
1.000 |
1,953.0 |
1.618 |
1,946.8 |
2.618 |
1,936.8 |
4.250 |
1,920.5 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,968.0 |
1,974.3 |
PP |
1,967.5 |
1,971.7 |
S1 |
1,967.0 |
1,969.1 |
|