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 |
15,217.18 |
15,007.66 |
-209.52 |
-1.4% |
15,355.62 |
High |
15,366.13 |
15,095.12 |
-271.01 |
-1.8% |
15,410.85 |
Low |
15,072.49 |
14,973.67 |
-98.82 |
-0.7% |
14,973.67 |
Close |
15,128.84 |
15,028.07 |
-100.77 |
-0.7% |
15,028.07 |
Range |
293.64 |
121.45 |
-172.19 |
-58.6% |
437.18 |
ATR |
223.56 |
218.68 |
-4.89 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,396.64 |
15,333.80 |
15,094.87 |
|
R3 |
15,275.19 |
15,212.35 |
15,061.47 |
|
R2 |
15,153.74 |
15,153.74 |
15,050.34 |
|
R1 |
15,090.90 |
15,090.90 |
15,039.20 |
15,122.32 |
PP |
15,032.29 |
15,032.29 |
15,032.29 |
15,048.00 |
S1 |
14,969.45 |
14,969.45 |
15,016.94 |
15,000.87 |
S2 |
14,910.84 |
14,910.84 |
15,005.80 |
|
S3 |
14,789.39 |
14,848.00 |
14,994.67 |
|
S4 |
14,667.94 |
14,726.55 |
14,961.27 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,449.07 |
16,175.75 |
15,268.52 |
|
R3 |
16,011.89 |
15,738.57 |
15,148.29 |
|
R2 |
15,574.71 |
15,574.71 |
15,108.22 |
|
R1 |
15,301.39 |
15,301.39 |
15,068.14 |
15,219.46 |
PP |
15,137.53 |
15,137.53 |
15,137.53 |
15,096.57 |
S1 |
14,864.21 |
14,864.21 |
14,988.00 |
14,782.28 |
S2 |
14,700.35 |
14,700.35 |
14,947.92 |
|
S3 |
14,263.17 |
14,427.03 |
14,907.85 |
|
S4 |
13,825.99 |
13,989.85 |
14,787.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,410.85 |
14,973.67 |
437.18 |
2.9% |
184.62 |
1.2% |
12% |
False |
True |
|
10 |
15,801.83 |
14,973.67 |
828.16 |
5.5% |
180.16 |
1.2% |
7% |
False |
True |
|
20 |
15,932.05 |
14,973.67 |
958.38 |
6.4% |
195.31 |
1.3% |
6% |
False |
True |
|
40 |
15,932.05 |
14,687.02 |
1,245.03 |
8.3% |
187.92 |
1.3% |
27% |
False |
False |
|
60 |
15,932.05 |
13,419.35 |
2,512.70 |
16.7% |
189.49 |
1.3% |
64% |
False |
False |
|
80 |
15,932.05 |
12,724.62 |
3,207.43 |
21.3% |
180.36 |
1.2% |
72% |
False |
False |
|
100 |
15,932.05 |
12,517.87 |
3,414.18 |
22.7% |
180.72 |
1.2% |
74% |
False |
False |
|
120 |
15,932.05 |
11,695.41 |
4,236.64 |
28.2% |
186.37 |
1.2% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,611.28 |
2.618 |
15,413.08 |
1.618 |
15,291.63 |
1.000 |
15,216.57 |
0.618 |
15,170.18 |
HIGH |
15,095.12 |
0.618 |
15,048.73 |
0.500 |
15,034.40 |
0.382 |
15,020.06 |
LOW |
14,973.67 |
0.618 |
14,898.61 |
1.000 |
14,852.22 |
1.618 |
14,777.16 |
2.618 |
14,655.71 |
4.250 |
14,457.51 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,034.40 |
15,169.90 |
PP |
15,032.29 |
15,122.62 |
S1 |
15,030.18 |
15,075.35 |
|