Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,965.0 |
1,958.1 |
-6.9 |
-0.4% |
1,998.0 |
High |
1,967.9 |
1,964.0 |
-3.9 |
-0.2% |
2,000.4 |
Low |
1,954.7 |
1,948.3 |
-6.4 |
-0.3% |
1,963.0 |
Close |
1,963.9 |
1,955.1 |
-8.8 |
-0.4% |
1,966.5 |
Range |
13.2 |
15.7 |
2.5 |
18.9% |
37.4 |
ATR |
18.5 |
18.3 |
-0.2 |
-1.1% |
0.0 |
Volume |
889 |
1,232 |
343 |
38.6% |
9,152 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,002.9 |
1,994.7 |
1,963.7 |
|
R3 |
1,987.2 |
1,979.0 |
1,959.4 |
|
R2 |
1,971.5 |
1,971.5 |
1,958.0 |
|
R1 |
1,963.3 |
1,963.3 |
1,956.5 |
1,959.6 |
PP |
1,955.8 |
1,955.8 |
1,955.8 |
1,953.9 |
S1 |
1,947.6 |
1,947.6 |
1,953.7 |
1,943.9 |
S2 |
1,940.1 |
1,940.1 |
1,952.2 |
|
S3 |
1,924.4 |
1,931.9 |
1,950.8 |
|
S4 |
1,908.7 |
1,916.2 |
1,946.5 |
|
|
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 |
1,985.5 |
1,948.3 |
37.2 |
1.9% |
15.1 |
0.8% |
18% |
False |
True |
1,665 |
10 |
2,012.4 |
1,948.3 |
64.1 |
3.3% |
16.4 |
0.8% |
11% |
False |
True |
1,717 |
20 |
2,047.9 |
1,948.3 |
99.6 |
5.1% |
17.8 |
0.9% |
7% |
False |
True |
1,856 |
40 |
2,047.9 |
1,948.3 |
99.6 |
5.1% |
18.5 |
0.9% |
7% |
False |
True |
1,584 |
60 |
2,060.2 |
1,948.3 |
111.9 |
5.7% |
20.1 |
1.0% |
6% |
False |
True |
1,232 |
80 |
2,140.3 |
1,948.3 |
192.0 |
9.8% |
20.9 |
1.1% |
4% |
False |
True |
1,050 |
100 |
2,140.3 |
1,948.3 |
192.0 |
9.8% |
20.4 |
1.0% |
4% |
False |
True |
907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,030.7 |
2.618 |
2,005.1 |
1.618 |
1,989.4 |
1.000 |
1,979.7 |
0.618 |
1,973.7 |
HIGH |
1,964.0 |
0.618 |
1,958.0 |
0.500 |
1,956.2 |
0.382 |
1,954.3 |
LOW |
1,948.3 |
0.618 |
1,938.6 |
1.000 |
1,932.6 |
1.618 |
1,922.9 |
2.618 |
1,907.2 |
4.250 |
1,881.6 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,956.2 |
1,960.7 |
PP |
1,955.8 |
1,958.8 |
S1 |
1,955.5 |
1,957.0 |
|