Trading Metrics calculated at close of trading on 17-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,901.79 |
1,892.27 |
-9.52 |
-0.5% |
1,942.98 |
High |
1,906.98 |
1,902.53 |
-4.45 |
-0.2% |
1,944.47 |
Low |
1,892.29 |
1,885.45 |
-6.84 |
-0.4% |
1,911.96 |
Close |
1,892.82 |
1,888.99 |
-3.83 |
-0.2% |
1,913.74 |
Range |
14.69 |
17.08 |
2.39 |
16.3% |
32.51 |
ATR |
15.64 |
15.74 |
0.10 |
0.7% |
0.00 |
Volume |
5,815 |
5,830 |
15 |
0.3% |
28,483 |
|
Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.56 |
1,933.36 |
1,898.38 |
|
R3 |
1,926.48 |
1,916.28 |
1,893.69 |
|
R2 |
1,909.40 |
1,909.40 |
1,892.12 |
|
R1 |
1,899.20 |
1,899.20 |
1,890.56 |
1,895.76 |
PP |
1,892.32 |
1,892.32 |
1,892.32 |
1,890.61 |
S1 |
1,882.12 |
1,882.12 |
1,887.42 |
1,878.68 |
S2 |
1,875.24 |
1,875.24 |
1,885.86 |
|
S3 |
1,858.16 |
1,865.04 |
1,884.29 |
|
S4 |
1,841.08 |
1,847.96 |
1,879.60 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.92 |
1,999.84 |
1,931.62 |
|
R3 |
1,988.41 |
1,967.33 |
1,922.68 |
|
R2 |
1,955.90 |
1,955.90 |
1,919.70 |
|
R1 |
1,934.82 |
1,934.82 |
1,916.72 |
1,929.11 |
PP |
1,923.39 |
1,923.39 |
1,923.39 |
1,920.53 |
S1 |
1,902.31 |
1,902.31 |
1,910.76 |
1,896.60 |
S2 |
1,890.88 |
1,890.88 |
1,907.78 |
|
S3 |
1,858.37 |
1,869.80 |
1,904.80 |
|
S4 |
1,825.86 |
1,837.29 |
1,895.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,920.37 |
1,885.45 |
34.92 |
1.8% |
12.30 |
0.7% |
10% |
False |
True |
5,802 |
10 |
1,945.77 |
1,885.45 |
60.32 |
3.2% |
13.41 |
0.7% |
6% |
False |
True |
5,745 |
20 |
1,981.66 |
1,885.45 |
96.21 |
5.1% |
15.69 |
0.8% |
4% |
False |
True |
5,730 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.4% |
16.74 |
0.9% |
3% |
False |
True |
5,732 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.4% |
18.64 |
1.0% |
3% |
False |
True |
5,703 |
80 |
2,059.31 |
1,885.45 |
173.86 |
9.2% |
20.03 |
1.1% |
2% |
False |
True |
5,645 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.2% |
21.28 |
1.1% |
2% |
False |
True |
5,598 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.4% |
22.68 |
1.2% |
32% |
False |
False |
5,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,975.12 |
2.618 |
1,947.25 |
1.618 |
1,930.17 |
1.000 |
1,919.61 |
0.618 |
1,913.09 |
HIGH |
1,902.53 |
0.618 |
1,896.01 |
0.500 |
1,893.99 |
0.382 |
1,891.97 |
LOW |
1,885.45 |
0.618 |
1,874.89 |
1.000 |
1,868.37 |
1.618 |
1,857.81 |
2.618 |
1,840.73 |
4.250 |
1,812.86 |
|
|
Fisher Pivots for day following 17-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,893.99 |
1,898.03 |
PP |
1,892.32 |
1,895.01 |
S1 |
1,890.66 |
1,892.00 |
|