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 |
1,897.56 |
1,915.49 |
17.93 |
0.9% |
1,913.80 |
High |
1,920.13 |
1,922.33 |
2.20 |
0.1% |
1,915.72 |
Low |
1,897.56 |
1,913.06 |
15.50 |
0.8% |
1,885.45 |
Close |
1,915.35 |
1,917.08 |
1.73 |
0.1% |
1,889.63 |
Range |
22.57 |
9.27 |
-13.30 |
-58.9% |
30.27 |
ATR |
15.67 |
15.21 |
-0.46 |
-2.9% |
0.00 |
Volume |
5,904 |
5,829 |
-75 |
-1.3% |
29,026 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,945.30 |
1,940.46 |
1,922.18 |
|
R3 |
1,936.03 |
1,931.19 |
1,919.63 |
|
R2 |
1,926.76 |
1,926.76 |
1,918.78 |
|
R1 |
1,921.92 |
1,921.92 |
1,917.93 |
1,924.34 |
PP |
1,917.49 |
1,917.49 |
1,917.49 |
1,918.70 |
S1 |
1,912.65 |
1,912.65 |
1,916.23 |
1,915.07 |
S2 |
1,908.22 |
1,908.22 |
1,915.38 |
|
S3 |
1,898.95 |
1,903.38 |
1,914.53 |
|
S4 |
1,889.68 |
1,894.11 |
1,911.98 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.74 |
1,968.96 |
1,906.28 |
|
R3 |
1,957.47 |
1,938.69 |
1,897.95 |
|
R2 |
1,927.20 |
1,927.20 |
1,895.18 |
|
R1 |
1,908.42 |
1,908.42 |
1,892.40 |
1,902.68 |
PP |
1,896.93 |
1,896.93 |
1,896.93 |
1,894.06 |
S1 |
1,878.15 |
1,878.15 |
1,886.86 |
1,872.41 |
S2 |
1,866.66 |
1,866.66 |
1,884.08 |
|
S3 |
1,836.39 |
1,847.88 |
1,881.31 |
|
S4 |
1,806.12 |
1,817.61 |
1,872.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,922.33 |
1,885.45 |
36.88 |
1.9% |
14.11 |
0.7% |
86% |
True |
False |
5,358 |
10 |
1,927.43 |
1,885.45 |
41.98 |
2.2% |
12.99 |
0.7% |
75% |
False |
False |
5,576 |
20 |
1,981.66 |
1,885.45 |
96.21 |
5.0% |
15.71 |
0.8% |
33% |
False |
False |
5,627 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.17 |
0.8% |
31% |
False |
False |
5,687 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
18.02 |
0.9% |
31% |
False |
False |
5,680 |
80 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
19.64 |
1.0% |
18% |
False |
False |
5,634 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
20.84 |
1.1% |
18% |
False |
False |
5,589 |
120 |
2,059.31 |
1,809.69 |
249.62 |
13.0% |
22.60 |
1.2% |
43% |
False |
False |
5,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,961.73 |
2.618 |
1,946.60 |
1.618 |
1,937.33 |
1.000 |
1,931.60 |
0.618 |
1,928.06 |
HIGH |
1,922.33 |
0.618 |
1,918.79 |
0.500 |
1,917.70 |
0.382 |
1,916.60 |
LOW |
1,913.06 |
0.618 |
1,907.33 |
1.000 |
1,903.79 |
1.618 |
1,898.06 |
2.618 |
1,888.79 |
4.250 |
1,873.66 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,917.70 |
1,913.50 |
PP |
1,917.49 |
1,909.92 |
S1 |
1,917.29 |
1,906.34 |
|