Trading Metrics calculated at close of trading on 22-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,233.0 |
4,248.0 |
15.0 |
0.4% |
4,346.0 |
High |
4,275.0 |
4,305.0 |
30.0 |
0.7% |
4,365.0 |
Low |
4,222.0 |
4,247.0 |
25.0 |
0.6% |
4,187.0 |
Close |
4,235.0 |
4,273.0 |
38.0 |
0.9% |
4,227.0 |
Range |
53.0 |
58.0 |
5.0 |
9.4% |
178.0 |
ATR |
63.2 |
63.7 |
0.5 |
0.8% |
0.0 |
Volume |
656,944 |
630,162 |
-26,782 |
-4.1% |
3,618,661 |
|
Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,449.0 |
4,419.0 |
4,304.9 |
|
R3 |
4,391.0 |
4,361.0 |
4,289.0 |
|
R2 |
4,333.0 |
4,333.0 |
4,283.6 |
|
R1 |
4,303.0 |
4,303.0 |
4,278.3 |
4,318.0 |
PP |
4,275.0 |
4,275.0 |
4,275.0 |
4,282.5 |
S1 |
4,245.0 |
4,245.0 |
4,267.7 |
4,260.0 |
S2 |
4,217.0 |
4,217.0 |
4,262.4 |
|
S3 |
4,159.0 |
4,187.0 |
4,257.1 |
|
S4 |
4,101.0 |
4,129.0 |
4,241.1 |
|
|
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 |
4,319.0 |
4,187.0 |
132.0 |
3.1% |
56.4 |
1.3% |
65% |
False |
False |
730,700 |
10 |
4,420.0 |
4,187.0 |
233.0 |
5.5% |
60.4 |
1.4% |
37% |
False |
False |
727,062 |
20 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
65.8 |
1.5% |
26% |
False |
False |
813,920 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
57.7 |
1.4% |
26% |
False |
False |
763,904 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
54.6 |
1.3% |
26% |
False |
False |
687,778 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
50.8 |
1.2% |
26% |
False |
False |
516,526 |
100 |
4,513.0 |
4,122.0 |
391.0 |
9.2% |
45.9 |
1.1% |
39% |
False |
False |
413,591 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.7% |
44.7 |
1.0% |
56% |
False |
False |
344,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,551.5 |
2.618 |
4,456.8 |
1.618 |
4,398.8 |
1.000 |
4,363.0 |
0.618 |
4,340.8 |
HIGH |
4,305.0 |
0.618 |
4,282.8 |
0.500 |
4,276.0 |
0.382 |
4,269.2 |
LOW |
4,247.0 |
0.618 |
4,211.2 |
1.000 |
4,189.0 |
1.618 |
4,153.2 |
2.618 |
4,095.2 |
4.250 |
4,000.5 |
|
|
Fisher Pivots for day following 22-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,276.0 |
4,264.0 |
PP |
4,275.0 |
4,255.0 |
S1 |
4,274.0 |
4,246.0 |
|