Trading Metrics calculated at close of trading on 21-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,226.0 |
4,233.0 |
7.0 |
0.2% |
4,346.0 |
High |
4,241.0 |
4,275.0 |
34.0 |
0.8% |
4,365.0 |
Low |
4,187.0 |
4,222.0 |
35.0 |
0.8% |
4,187.0 |
Close |
4,227.0 |
4,235.0 |
8.0 |
0.2% |
4,227.0 |
Range |
54.0 |
53.0 |
-1.0 |
-1.9% |
178.0 |
ATR |
63.9 |
63.2 |
-0.8 |
-1.2% |
0.0 |
Volume |
947,349 |
656,944 |
-290,405 |
-30.7% |
3,618,661 |
|
Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,403.0 |
4,372.0 |
4,264.2 |
|
R3 |
4,350.0 |
4,319.0 |
4,249.6 |
|
R2 |
4,297.0 |
4,297.0 |
4,244.7 |
|
R1 |
4,266.0 |
4,266.0 |
4,239.9 |
4,281.5 |
PP |
4,244.0 |
4,244.0 |
4,244.0 |
4,251.8 |
S1 |
4,213.0 |
4,213.0 |
4,230.1 |
4,228.5 |
S2 |
4,191.0 |
4,191.0 |
4,225.3 |
|
S3 |
4,138.0 |
4,160.0 |
4,220.4 |
|
S4 |
4,085.0 |
4,107.0 |
4,205.9 |
|
|
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% |
62.6 |
1.5% |
27% |
False |
False |
748,911 |
10 |
4,420.0 |
4,187.0 |
233.0 |
5.5% |
64.0 |
1.5% |
21% |
False |
False |
750,505 |
20 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
64.3 |
1.5% |
15% |
False |
False |
826,932 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
57.7 |
1.4% |
15% |
False |
False |
764,838 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
54.0 |
1.3% |
15% |
False |
False |
677,290 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
50.5 |
1.2% |
15% |
False |
False |
508,649 |
100 |
4,513.0 |
4,040.0 |
473.0 |
11.2% |
46.3 |
1.1% |
41% |
False |
False |
407,290 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.8% |
44.2 |
1.0% |
49% |
False |
False |
339,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,500.3 |
2.618 |
4,413.8 |
1.618 |
4,360.8 |
1.000 |
4,328.0 |
0.618 |
4,307.8 |
HIGH |
4,275.0 |
0.618 |
4,254.8 |
0.500 |
4,248.5 |
0.382 |
4,242.2 |
LOW |
4,222.0 |
0.618 |
4,189.2 |
1.000 |
4,169.0 |
1.618 |
4,136.2 |
2.618 |
4,083.2 |
4.250 |
3,996.8 |
|
|
Fisher Pivots for day following 21-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,248.5 |
4,239.0 |
PP |
4,244.0 |
4,237.7 |
S1 |
4,239.5 |
4,236.3 |
|