Trading Metrics calculated at close of trading on 23-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,248.0 |
4,267.0 |
19.0 |
0.4% |
4,346.0 |
High |
4,305.0 |
4,307.0 |
2.0 |
0.0% |
4,365.0 |
Low |
4,247.0 |
4,259.0 |
12.0 |
0.3% |
4,187.0 |
Close |
4,273.0 |
4,280.0 |
7.0 |
0.2% |
4,227.0 |
Range |
58.0 |
48.0 |
-10.0 |
-17.2% |
178.0 |
ATR |
63.7 |
62.5 |
-1.1 |
-1.8% |
0.0 |
Volume |
630,162 |
611,740 |
-18,422 |
-2.9% |
3,618,661 |
|
Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,426.0 |
4,401.0 |
4,306.4 |
|
R3 |
4,378.0 |
4,353.0 |
4,293.2 |
|
R2 |
4,330.0 |
4,330.0 |
4,288.8 |
|
R1 |
4,305.0 |
4,305.0 |
4,284.4 |
4,317.5 |
PP |
4,282.0 |
4,282.0 |
4,282.0 |
4,288.3 |
S1 |
4,257.0 |
4,257.0 |
4,275.6 |
4,269.5 |
S2 |
4,234.0 |
4,234.0 |
4,271.2 |
|
S3 |
4,186.0 |
4,209.0 |
4,266.8 |
|
S4 |
4,138.0 |
4,161.0 |
4,253.6 |
|
|
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 |
4,307.0 |
4,187.0 |
120.0 |
2.8% |
56.4 |
1.3% |
78% |
True |
False |
728,089 |
10 |
4,420.0 |
4,187.0 |
233.0 |
5.4% |
60.6 |
1.4% |
40% |
False |
False |
714,511 |
20 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
64.7 |
1.5% |
29% |
False |
False |
785,377 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
57.4 |
1.3% |
29% |
False |
False |
764,447 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
54.0 |
1.3% |
29% |
False |
False |
697,898 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
50.9 |
1.2% |
29% |
False |
False |
523,891 |
100 |
4,513.0 |
4,150.0 |
363.0 |
8.5% |
46.0 |
1.1% |
36% |
False |
False |
419,708 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.7% |
45.1 |
1.1% |
57% |
False |
False |
349,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,511.0 |
2.618 |
4,432.7 |
1.618 |
4,384.7 |
1.000 |
4,355.0 |
0.618 |
4,336.7 |
HIGH |
4,307.0 |
0.618 |
4,288.7 |
0.500 |
4,283.0 |
0.382 |
4,277.3 |
LOW |
4,259.0 |
0.618 |
4,229.3 |
1.000 |
4,211.0 |
1.618 |
4,181.3 |
2.618 |
4,133.3 |
4.250 |
4,055.0 |
|
|
Fisher Pivots for day following 23-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,283.0 |
4,274.8 |
PP |
4,282.0 |
4,269.7 |
S1 |
4,281.0 |
4,264.5 |
|