Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,930.5 |
1,932.3 |
1.8 |
0.1% |
1,965.3 |
High |
1,938.5 |
1,939.3 |
0.8 |
0.0% |
1,977.0 |
Low |
1,918.3 |
1,907.2 |
-11.1 |
-0.6% |
1,918.3 |
Close |
1,931.2 |
1,928.1 |
-3.1 |
-0.2% |
1,931.2 |
Range |
20.2 |
32.1 |
11.9 |
58.9% |
58.7 |
ATR |
32.7 |
32.6 |
0.0 |
-0.1% |
0.0 |
Volume |
155,476 |
176,572 |
21,096 |
13.6% |
839,711 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,021.2 |
2,006.7 |
1,945.8 |
|
R3 |
1,989.1 |
1,974.6 |
1,936.9 |
|
R2 |
1,957.0 |
1,957.0 |
1,934.0 |
|
R1 |
1,942.5 |
1,942.5 |
1,931.0 |
1,933.7 |
PP |
1,924.9 |
1,924.9 |
1,924.9 |
1,920.5 |
S1 |
1,910.4 |
1,910.4 |
1,925.2 |
1,901.6 |
S2 |
1,892.8 |
1,892.8 |
1,922.2 |
|
S3 |
1,860.7 |
1,878.3 |
1,919.3 |
|
S4 |
1,828.6 |
1,846.2 |
1,910.4 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,118.3 |
2,083.4 |
1,963.5 |
|
R3 |
2,059.6 |
2,024.7 |
1,947.3 |
|
R2 |
2,000.9 |
2,000.9 |
1,942.0 |
|
R1 |
1,966.0 |
1,966.0 |
1,936.6 |
1,954.1 |
PP |
1,942.2 |
1,942.2 |
1,942.2 |
1,936.2 |
S1 |
1,907.3 |
1,907.3 |
1,925.8 |
1,895.4 |
S2 |
1,883.5 |
1,883.5 |
1,920.4 |
|
S3 |
1,824.8 |
1,848.6 |
1,915.1 |
|
S4 |
1,766.1 |
1,789.9 |
1,898.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,969.0 |
1,907.2 |
61.8 |
3.2% |
34.2 |
1.8% |
34% |
False |
True |
174,739 |
10 |
2,017.8 |
1,907.2 |
110.6 |
5.7% |
32.2 |
1.7% |
19% |
False |
True |
173,485 |
20 |
2,017.8 |
1,907.2 |
110.6 |
5.7% |
31.7 |
1.6% |
19% |
False |
True |
169,065 |
40 |
2,017.8 |
1,825.1 |
192.7 |
10.0% |
32.1 |
1.7% |
53% |
False |
False |
179,442 |
60 |
2,017.8 |
1,755.0 |
262.8 |
13.6% |
33.6 |
1.7% |
66% |
False |
False |
145,343 |
80 |
2,017.8 |
1,723.4 |
294.4 |
15.3% |
33.4 |
1.7% |
70% |
False |
False |
109,056 |
100 |
2,017.8 |
1,718.4 |
299.4 |
15.5% |
32.8 |
1.7% |
70% |
False |
False |
87,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,075.7 |
2.618 |
2,023.3 |
1.618 |
1,991.2 |
1.000 |
1,971.4 |
0.618 |
1,959.1 |
HIGH |
1,939.3 |
0.618 |
1,927.0 |
0.500 |
1,923.3 |
0.382 |
1,919.5 |
LOW |
1,907.2 |
0.618 |
1,887.4 |
1.000 |
1,875.1 |
1.618 |
1,855.3 |
2.618 |
1,823.2 |
4.250 |
1,770.8 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,926.5 |
1,935.4 |
PP |
1,924.9 |
1,933.0 |
S1 |
1,923.3 |
1,930.5 |
|