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 |
1,909.6 |
1,920.0 |
10.4 |
0.5% |
1,909.3 |
High |
1,918.5 |
1,920.8 |
2.3 |
0.1% |
1,912.6 |
Low |
1,909.6 |
1,918.2 |
8.6 |
0.5% |
1,884.0 |
Close |
1,918.5 |
1,918.2 |
-0.3 |
0.0% |
1,886.1 |
Range |
8.9 |
2.6 |
-6.3 |
-70.8% |
28.6 |
ATR |
15.6 |
14.6 |
-0.9 |
-5.9% |
0.0 |
Volume |
547 |
337 |
-210 |
-38.4% |
405 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,926.9 |
1,925.1 |
1,919.6 |
|
R3 |
1,924.3 |
1,922.5 |
1,918.9 |
|
R2 |
1,921.7 |
1,921.7 |
1,918.7 |
|
R1 |
1,919.9 |
1,919.9 |
1,918.4 |
1,919.5 |
PP |
1,919.1 |
1,919.1 |
1,919.1 |
1,918.9 |
S1 |
1,917.3 |
1,917.3 |
1,918.0 |
1,916.9 |
S2 |
1,916.5 |
1,916.5 |
1,917.7 |
|
S3 |
1,913.9 |
1,914.7 |
1,917.5 |
|
S4 |
1,911.3 |
1,912.1 |
1,916.8 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.0 |
1,961.7 |
1,901.8 |
|
R3 |
1,951.4 |
1,933.1 |
1,894.0 |
|
R2 |
1,922.8 |
1,922.8 |
1,891.3 |
|
R1 |
1,904.5 |
1,904.5 |
1,888.7 |
1,899.4 |
PP |
1,894.2 |
1,894.2 |
1,894.2 |
1,891.7 |
S1 |
1,875.9 |
1,875.9 |
1,883.5 |
1,870.8 |
S2 |
1,865.6 |
1,865.6 |
1,880.9 |
|
S3 |
1,837.0 |
1,847.3 |
1,878.2 |
|
S4 |
1,808.4 |
1,818.7 |
1,870.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,920.8 |
1,886.1 |
34.7 |
1.8% |
4.3 |
0.2% |
93% |
True |
False |
365 |
10 |
1,920.8 |
1,884.0 |
36.8 |
1.9% |
8.1 |
0.4% |
93% |
True |
False |
226 |
20 |
1,971.6 |
1,884.0 |
87.6 |
4.6% |
12.6 |
0.7% |
39% |
False |
False |
1,520 |
40 |
1,989.8 |
1,884.0 |
105.8 |
5.5% |
16.4 |
0.9% |
32% |
False |
False |
102,602 |
60 |
2,000.7 |
1,884.0 |
116.7 |
6.1% |
19.0 |
1.0% |
29% |
False |
False |
129,253 |
80 |
2,102.2 |
1,884.0 |
218.2 |
11.4% |
21.3 |
1.1% |
16% |
False |
False |
112,338 |
100 |
2,102.2 |
1,884.0 |
218.2 |
11.4% |
23.0 |
1.2% |
16% |
False |
False |
91,135 |
120 |
2,102.2 |
1,848.6 |
253.6 |
13.2% |
24.6 |
1.3% |
27% |
False |
False |
76,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,931.9 |
2.618 |
1,927.6 |
1.618 |
1,925.0 |
1.000 |
1,923.4 |
0.618 |
1,922.4 |
HIGH |
1,920.8 |
0.618 |
1,919.8 |
0.500 |
1,919.5 |
0.382 |
1,919.2 |
LOW |
1,918.2 |
0.618 |
1,916.6 |
1.000 |
1,915.6 |
1.618 |
1,914.0 |
2.618 |
1,911.4 |
4.250 |
1,907.2 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,919.5 |
1,914.4 |
PP |
1,919.1 |
1,910.6 |
S1 |
1,918.6 |
1,906.8 |
|