| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,717.6230 |
1,658.0480 |
-59.5750 |
-3.5% |
1,844.0460 |
| High |
1,721.6360 |
1,695.9410 |
-25.6950 |
-1.5% |
1,861.9590 |
| Low |
1,570.6850 |
1,652.1110 |
81.4260 |
5.2% |
1,570.6850 |
| Close |
1,659.6420 |
1,673.2340 |
13.5920 |
0.8% |
1,659.6420 |
| Range |
150.9510 |
43.8300 |
-107.1210 |
-71.0% |
291.2740 |
| ATR |
53.1909 |
52.5223 |
-0.6686 |
-1.3% |
0.0000 |
| Volume |
451,342 |
1,462 |
-449,880 |
-99.7% |
907,256 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,805.2520 |
1,783.0730 |
1,697.3405 |
|
| R3 |
1,761.4220 |
1,739.2430 |
1,685.2873 |
|
| R2 |
1,717.5920 |
1,717.5920 |
1,681.2695 |
|
| R1 |
1,695.4130 |
1,695.4130 |
1,677.2518 |
1,706.5025 |
| PP |
1,673.7620 |
1,673.7620 |
1,673.7620 |
1,679.3068 |
| S1 |
1,651.5830 |
1,651.5830 |
1,669.2163 |
1,662.6725 |
| S2 |
1,629.9320 |
1,629.9320 |
1,665.1985 |
|
| S3 |
1,586.1020 |
1,607.7530 |
1,661.1808 |
|
| S4 |
1,542.2720 |
1,563.9230 |
1,649.1275 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,571.2507 |
2,406.7203 |
1,819.8427 |
|
| R3 |
2,279.9767 |
2,115.4463 |
1,739.7424 |
|
| R2 |
1,988.7027 |
1,988.7027 |
1,713.0422 |
|
| R1 |
1,824.1723 |
1,824.1723 |
1,686.3421 |
1,760.8005 |
| PP |
1,697.4287 |
1,697.4287 |
1,697.4287 |
1,665.7428 |
| S1 |
1,532.8983 |
1,532.8983 |
1,632.9419 |
1,469.5265 |
| S2 |
1,406.1547 |
1,406.1547 |
1,606.2418 |
|
| S3 |
1,114.8807 |
1,241.6243 |
1,579.5417 |
|
| S4 |
823.6067 |
950.3503 |
1,499.4413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,846.4190 |
1,570.6850 |
275.7340 |
16.5% |
70.9866 |
4.2% |
37% |
False |
False |
181,534 |
| 10 |
1,872.9570 |
1,570.6850 |
302.2720 |
18.1% |
49.4389 |
3.0% |
34% |
False |
False |
134,723 |
| 20 |
1,888.8030 |
1,570.6850 |
318.1180 |
19.0% |
42.7755 |
2.6% |
32% |
False |
False |
114,971 |
| 40 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.2% |
54.7367 |
3.3% |
23% |
False |
False |
116,884 |
| 60 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.2% |
59.1493 |
3.5% |
23% |
False |
False |
121,813 |
| 80 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.2% |
61.8986 |
3.7% |
23% |
False |
False |
131,793 |
| 100 |
2,137.7700 |
1,570.6850 |
567.0850 |
33.9% |
66.6344 |
4.0% |
18% |
False |
False |
155,363 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
45.7% |
71.7881 |
4.3% |
39% |
False |
False |
170,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,882.2185 |
|
2.618 |
1,810.6879 |
|
1.618 |
1,766.8579 |
|
1.000 |
1,739.7710 |
|
0.618 |
1,723.0279 |
|
HIGH |
1,695.9410 |
|
0.618 |
1,679.1979 |
|
0.500 |
1,674.0260 |
|
0.382 |
1,668.8541 |
|
LOW |
1,652.1110 |
|
0.618 |
1,625.0241 |
|
1.000 |
1,608.2810 |
|
1.618 |
1,581.1941 |
|
2.618 |
1,537.3641 |
|
4.250 |
1,465.8335 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,674.0260 |
1,692.1335 |
| PP |
1,673.7620 |
1,685.8337 |
| S1 |
1,673.4980 |
1,679.5338 |
|