Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,958.1 |
1,953.0 |
-5.1 |
-0.3% |
1,998.0 |
High |
1,964.0 |
1,957.8 |
-6.2 |
-0.3% |
2,000.4 |
Low |
1,948.3 |
1,942.2 |
-6.1 |
-0.3% |
1,963.0 |
Close |
1,955.1 |
1,948.2 |
-6.9 |
-0.4% |
1,966.5 |
Range |
15.7 |
15.6 |
-0.1 |
-0.6% |
37.4 |
ATR |
18.3 |
18.1 |
-0.2 |
-1.0% |
0.0 |
Volume |
1,232 |
1,160 |
-72 |
-5.8% |
9,152 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.2 |
1,987.8 |
1,956.8 |
|
R3 |
1,980.6 |
1,972.2 |
1,952.5 |
|
R2 |
1,965.0 |
1,965.0 |
1,951.1 |
|
R1 |
1,956.6 |
1,956.6 |
1,949.6 |
1,953.0 |
PP |
1,949.4 |
1,949.4 |
1,949.4 |
1,947.6 |
S1 |
1,941.0 |
1,941.0 |
1,946.8 |
1,937.4 |
S2 |
1,933.8 |
1,933.8 |
1,945.3 |
|
S3 |
1,918.2 |
1,925.4 |
1,943.9 |
|
S4 |
1,902.6 |
1,909.8 |
1,939.6 |
|
|
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 |
1,983.2 |
1,942.2 |
41.0 |
2.1% |
14.6 |
0.7% |
15% |
False |
True |
1,422 |
10 |
2,004.4 |
1,942.2 |
62.2 |
3.2% |
15.7 |
0.8% |
10% |
False |
True |
1,593 |
20 |
2,047.9 |
1,942.2 |
105.7 |
5.4% |
18.1 |
0.9% |
6% |
False |
True |
1,833 |
40 |
2,047.9 |
1,942.2 |
105.7 |
5.4% |
18.1 |
0.9% |
6% |
False |
True |
1,561 |
60 |
2,060.2 |
1,942.2 |
118.0 |
6.1% |
19.9 |
1.0% |
5% |
False |
True |
1,242 |
80 |
2,140.3 |
1,942.2 |
198.1 |
10.2% |
20.9 |
1.1% |
3% |
False |
True |
1,063 |
100 |
2,140.3 |
1,942.2 |
198.1 |
10.2% |
20.3 |
1.0% |
3% |
False |
True |
918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.1 |
2.618 |
1,998.6 |
1.618 |
1,983.0 |
1.000 |
1,973.4 |
0.618 |
1,967.4 |
HIGH |
1,957.8 |
0.618 |
1,951.8 |
0.500 |
1,950.0 |
0.382 |
1,948.2 |
LOW |
1,942.2 |
0.618 |
1,932.6 |
1.000 |
1,926.6 |
1.618 |
1,917.0 |
2.618 |
1,901.4 |
4.250 |
1,875.9 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,950.0 |
1,955.1 |
PP |
1,949.4 |
1,952.8 |
S1 |
1,948.8 |
1,950.5 |
|