| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,631.4340 |
1,683.9810 |
52.5470 |
3.2% |
1,844.0460 |
| High |
1,696.9780 |
1,685.3830 |
-11.5950 |
-0.7% |
1,861.9590 |
| Low |
1,596.4400 |
1,641.8660 |
45.4260 |
2.8% |
1,570.6850 |
| Close |
1,684.8830 |
1,650.7250 |
-34.1580 |
-2.0% |
1,659.6420 |
| Range |
100.5380 |
43.5170 |
-57.0210 |
-56.7% |
291.2740 |
| ATR |
56.1153 |
55.2154 |
-0.8999 |
-1.6% |
0.0000 |
| Volume |
239,150 |
148,949 |
-90,201 |
-37.7% |
907,256 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,789.8757 |
1,763.8173 |
1,674.6594 |
|
| R3 |
1,746.3587 |
1,720.3003 |
1,662.6922 |
|
| R2 |
1,702.8417 |
1,702.8417 |
1,658.7031 |
|
| R1 |
1,676.7833 |
1,676.7833 |
1,654.7141 |
1,668.0540 |
| PP |
1,659.3247 |
1,659.3247 |
1,659.3247 |
1,654.9600 |
| S1 |
1,633.2663 |
1,633.2663 |
1,646.7359 |
1,624.5370 |
| S2 |
1,615.8077 |
1,615.8077 |
1,642.7469 |
|
| S3 |
1,572.2907 |
1,589.7493 |
1,638.7578 |
|
| S4 |
1,528.7737 |
1,546.2323 |
1,626.7907 |
|
|
| 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 |
1,721.6360 |
1,570.6850 |
150.9510 |
9.1% |
78.7640 |
4.8% |
53% |
False |
False |
199,112 |
| 10 |
1,861.9590 |
1,570.6850 |
291.2740 |
17.6% |
59.8518 |
3.6% |
27% |
False |
False |
153,767 |
| 20 |
1,888.8030 |
1,570.6850 |
318.1180 |
19.3% |
48.1384 |
2.9% |
25% |
False |
False |
126,212 |
| 40 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.6% |
54.1300 |
3.3% |
18% |
False |
False |
121,912 |
| 60 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.6% |
60.3918 |
3.7% |
18% |
False |
False |
123,257 |
| 80 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.6% |
61.0512 |
3.7% |
18% |
False |
False |
130,838 |
| 100 |
2,137.7700 |
1,570.6850 |
567.0850 |
34.4% |
66.8103 |
4.0% |
14% |
False |
False |
152,661 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
46.3% |
71.4738 |
4.3% |
36% |
False |
False |
168,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,870.3303 |
|
2.618 |
1,799.3105 |
|
1.618 |
1,755.7935 |
|
1.000 |
1,728.9000 |
|
0.618 |
1,712.2765 |
|
HIGH |
1,685.3830 |
|
0.618 |
1,668.7595 |
|
0.500 |
1,663.6245 |
|
0.382 |
1,658.4895 |
|
LOW |
1,641.8660 |
|
0.618 |
1,614.9725 |
|
1.000 |
1,598.3490 |
|
1.618 |
1,571.4555 |
|
2.618 |
1,527.9385 |
|
4.250 |
1,456.9188 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,663.6245 |
1,649.3863 |
| PP |
1,659.3247 |
1,648.0477 |
| S1 |
1,655.0248 |
1,646.7090 |
|