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 |
4,292.0 |
4,271.0 |
-21.0 |
-0.5% |
4,325.0 |
High |
4,319.0 |
4,291.0 |
-28.0 |
-0.6% |
4,420.0 |
Low |
4,271.0 |
4,222.0 |
-49.0 |
-1.1% |
4,276.0 |
Close |
4,297.0 |
4,239.0 |
-58.0 |
-1.3% |
4,337.0 |
Range |
48.0 |
69.0 |
21.0 |
43.8% |
144.0 |
ATR |
63.9 |
64.7 |
0.8 |
1.2% |
0.0 |
Volume |
624,793 |
794,254 |
169,461 |
27.1% |
3,786,850 |
|
Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,457.7 |
4,417.3 |
4,277.0 |
|
R3 |
4,388.7 |
4,348.3 |
4,258.0 |
|
R2 |
4,319.7 |
4,319.7 |
4,251.7 |
|
R1 |
4,279.3 |
4,279.3 |
4,245.3 |
4,265.0 |
PP |
4,250.7 |
4,250.7 |
4,250.7 |
4,243.5 |
S1 |
4,210.3 |
4,210.3 |
4,232.7 |
4,196.0 |
S2 |
4,181.7 |
4,181.7 |
4,226.4 |
|
S3 |
4,112.7 |
4,141.3 |
4,220.0 |
|
S4 |
4,043.7 |
4,072.3 |
4,201.1 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,776.3 |
4,700.7 |
4,416.2 |
|
R3 |
4,632.3 |
4,556.7 |
4,376.6 |
|
R2 |
4,488.3 |
4,488.3 |
4,363.4 |
|
R1 |
4,412.7 |
4,412.7 |
4,350.2 |
4,450.5 |
PP |
4,344.3 |
4,344.3 |
4,344.3 |
4,363.3 |
S1 |
4,268.7 |
4,268.7 |
4,323.8 |
4,306.5 |
S2 |
4,200.3 |
4,200.3 |
4,310.6 |
|
S3 |
4,056.3 |
4,124.7 |
4,297.4 |
|
S4 |
3,912.3 |
3,980.7 |
4,257.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,393.0 |
4,222.0 |
171.0 |
4.0% |
63.6 |
1.5% |
10% |
False |
True |
680,072 |
10 |
4,420.0 |
4,222.0 |
198.0 |
4.7% |
63.9 |
1.5% |
9% |
False |
True |
734,635 |
20 |
4,513.0 |
4,222.0 |
291.0 |
6.9% |
62.4 |
1.5% |
6% |
False |
True |
798,435 |
40 |
4,513.0 |
4,220.0 |
293.0 |
6.9% |
58.0 |
1.4% |
6% |
False |
False |
764,097 |
60 |
4,513.0 |
4,220.0 |
293.0 |
6.9% |
54.5 |
1.3% |
6% |
False |
False |
650,726 |
80 |
4,513.0 |
4,220.0 |
293.0 |
6.9% |
49.8 |
1.2% |
6% |
False |
False |
488,671 |
100 |
4,513.0 |
4,040.0 |
473.0 |
11.2% |
46.8 |
1.1% |
42% |
False |
False |
391,308 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.8% |
43.4 |
1.0% |
50% |
False |
False |
326,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,584.3 |
2.618 |
4,471.6 |
1.618 |
4,402.6 |
1.000 |
4,360.0 |
0.618 |
4,333.6 |
HIGH |
4,291.0 |
0.618 |
4,264.6 |
0.500 |
4,256.5 |
0.382 |
4,248.4 |
LOW |
4,222.0 |
0.618 |
4,179.4 |
1.000 |
4,153.0 |
1.618 |
4,110.4 |
2.618 |
4,041.4 |
4.250 |
3,928.8 |
|
|
Fisher Pivots for day following 17-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,256.5 |
4,293.5 |
PP |
4,250.7 |
4,275.3 |
S1 |
4,244.8 |
4,257.2 |
|