Trading Metrics calculated at close of trading on 23-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,672.3230 |
1,631.4340 |
-40.8890 |
-2.4% |
1,844.0460 |
High |
1,675.6330 |
1,696.9780 |
21.3450 |
1.3% |
1,861.9590 |
Low |
1,620.6490 |
1,596.4400 |
-24.2090 |
-1.5% |
1,570.6850 |
Close |
1,631.4280 |
1,684.8830 |
53.4550 |
3.3% |
1,659.6420 |
Range |
54.9840 |
100.5380 |
45.5540 |
82.8% |
291.2740 |
ATR |
52.6981 |
56.1153 |
3.4171 |
6.5% |
0.0000 |
Volume |
154,661 |
239,150 |
84,489 |
54.6% |
907,256 |
|
Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.0477 |
1,923.5033 |
1,740.1789 |
|
R3 |
1,860.5097 |
1,822.9653 |
1,712.5310 |
|
R2 |
1,759.9717 |
1,759.9717 |
1,703.3150 |
|
R1 |
1,722.4273 |
1,722.4273 |
1,694.0990 |
1,741.1995 |
PP |
1,659.4337 |
1,659.4337 |
1,659.4337 |
1,668.8198 |
S1 |
1,621.8893 |
1,621.8893 |
1,675.6670 |
1,640.6615 |
S2 |
1,558.8957 |
1,558.8957 |
1,666.4510 |
|
S3 |
1,458.3577 |
1,521.3513 |
1,657.2351 |
|
S4 |
1,357.8197 |
1,420.8133 |
1,629.5871 |
|
|
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 |
1,813.5820 |
1,570.6850 |
242.8970 |
14.4% |
90.2748 |
5.4% |
47% |
False |
False |
217,358 |
10 |
1,865.0350 |
1,570.6850 |
294.3500 |
17.5% |
57.4276 |
3.4% |
39% |
False |
False |
147,685 |
20 |
1,888.8030 |
1,570.6850 |
318.1180 |
18.9% |
47.5013 |
2.8% |
36% |
False |
False |
123,980 |
40 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.0% |
54.8809 |
3.3% |
25% |
False |
False |
122,512 |
60 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.0% |
60.2217 |
3.6% |
25% |
False |
False |
123,277 |
80 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.0% |
62.1216 |
3.7% |
25% |
False |
False |
129,009 |
100 |
2,137.7700 |
1,570.6850 |
567.0850 |
33.7% |
66.9887 |
4.0% |
20% |
False |
False |
154,042 |
120 |
2,137.7700 |
1,372.9410 |
764.8290 |
45.4% |
72.0112 |
4.3% |
41% |
False |
False |
170,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,124.2645 |
2.618 |
1,960.1865 |
1.618 |
1,859.6485 |
1.000 |
1,797.5160 |
0.618 |
1,759.1105 |
HIGH |
1,696.9780 |
0.618 |
1,658.5725 |
0.500 |
1,646.7090 |
0.382 |
1,634.8455 |
LOW |
1,596.4400 |
0.618 |
1,534.3075 |
1.000 |
1,495.9020 |
1.618 |
1,433.7695 |
2.618 |
1,333.2315 |
4.250 |
1,169.1535 |
|
|
Fisher Pivots for day following 23-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,672.1583 |
1,672.1583 |
PP |
1,659.4337 |
1,659.4337 |
S1 |
1,646.7090 |
1,646.7090 |
|