Trading Metrics calculated at close of trading on 18-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,271.0 |
4,226.0 |
-45.0 |
-1.1% |
4,346.0 |
High |
4,291.0 |
4,241.0 |
-50.0 |
-1.2% |
4,365.0 |
Low |
4,222.0 |
4,187.0 |
-35.0 |
-0.8% |
4,187.0 |
Close |
4,239.0 |
4,227.0 |
-12.0 |
-0.3% |
4,227.0 |
Range |
69.0 |
54.0 |
-15.0 |
-21.7% |
178.0 |
ATR |
64.7 |
63.9 |
-0.8 |
-1.2% |
0.0 |
Volume |
794,254 |
947,349 |
153,095 |
19.3% |
3,618,661 |
|
Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,380.3 |
4,357.7 |
4,256.7 |
|
R3 |
4,326.3 |
4,303.7 |
4,241.9 |
|
R2 |
4,272.3 |
4,272.3 |
4,236.9 |
|
R1 |
4,249.7 |
4,249.7 |
4,232.0 |
4,261.0 |
PP |
4,218.3 |
4,218.3 |
4,218.3 |
4,224.0 |
S1 |
4,195.7 |
4,195.7 |
4,222.1 |
4,207.0 |
S2 |
4,164.3 |
4,164.3 |
4,217.1 |
|
S3 |
4,110.3 |
4,141.7 |
4,212.2 |
|
S4 |
4,056.3 |
4,087.7 |
4,197.3 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,793.7 |
4,688.3 |
4,324.9 |
|
R3 |
4,615.7 |
4,510.3 |
4,276.0 |
|
R2 |
4,437.7 |
4,437.7 |
4,259.6 |
|
R1 |
4,332.3 |
4,332.3 |
4,243.3 |
4,296.0 |
PP |
4,259.7 |
4,259.7 |
4,259.7 |
4,241.5 |
S1 |
4,154.3 |
4,154.3 |
4,210.7 |
4,118.0 |
S2 |
4,081.7 |
4,081.7 |
4,194.4 |
|
S3 |
3,903.7 |
3,976.3 |
4,178.1 |
|
S4 |
3,725.7 |
3,798.3 |
4,129.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,365.0 |
4,187.0 |
178.0 |
4.2% |
61.0 |
1.4% |
22% |
False |
True |
723,732 |
10 |
4,420.0 |
4,187.0 |
233.0 |
5.5% |
63.5 |
1.5% |
17% |
False |
True |
740,551 |
20 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
63.0 |
1.5% |
12% |
False |
True |
821,177 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
57.9 |
1.4% |
12% |
False |
True |
766,869 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
54.1 |
1.3% |
12% |
False |
True |
666,347 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
50.2 |
1.2% |
12% |
False |
True |
500,437 |
100 |
4,513.0 |
4,040.0 |
473.0 |
11.2% |
46.6 |
1.1% |
40% |
False |
False |
400,721 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.8% |
43.8 |
1.0% |
47% |
False |
False |
333,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,470.5 |
2.618 |
4,382.4 |
1.618 |
4,328.4 |
1.000 |
4,295.0 |
0.618 |
4,274.4 |
HIGH |
4,241.0 |
0.618 |
4,220.4 |
0.500 |
4,214.0 |
0.382 |
4,207.6 |
LOW |
4,187.0 |
0.618 |
4,153.6 |
1.000 |
4,133.0 |
1.618 |
4,099.6 |
2.618 |
4,045.6 |
4.250 |
3,957.5 |
|
|
Fisher Pivots for day following 18-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,222.7 |
4,253.0 |
PP |
4,218.3 |
4,244.3 |
S1 |
4,214.0 |
4,235.7 |
|