Trading Metrics calculated at close of trading on 24-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,267.0 |
4,300.0 |
33.0 |
0.8% |
4,346.0 |
High |
4,307.0 |
4,333.0 |
26.0 |
0.6% |
4,365.0 |
Low |
4,259.0 |
4,225.0 |
-34.0 |
-0.8% |
4,187.0 |
Close |
4,280.0 |
4,244.0 |
-36.0 |
-0.8% |
4,227.0 |
Range |
48.0 |
108.0 |
60.0 |
125.0% |
178.0 |
ATR |
62.5 |
65.8 |
3.2 |
5.2% |
0.0 |
Volume |
611,740 |
733,409 |
121,669 |
19.9% |
3,618,661 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,591.3 |
4,525.7 |
4,303.4 |
|
R3 |
4,483.3 |
4,417.7 |
4,273.7 |
|
R2 |
4,375.3 |
4,375.3 |
4,263.8 |
|
R1 |
4,309.7 |
4,309.7 |
4,253.9 |
4,288.5 |
PP |
4,267.3 |
4,267.3 |
4,267.3 |
4,256.8 |
S1 |
4,201.7 |
4,201.7 |
4,234.1 |
4,180.5 |
S2 |
4,159.3 |
4,159.3 |
4,224.2 |
|
S3 |
4,051.3 |
4,093.7 |
4,214.3 |
|
S4 |
3,943.3 |
3,985.7 |
4,184.6 |
|
|
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 |
4,333.0 |
4,187.0 |
146.0 |
3.4% |
64.2 |
1.5% |
39% |
True |
False |
715,920 |
10 |
4,393.0 |
4,187.0 |
206.0 |
4.9% |
63.9 |
1.5% |
28% |
False |
False |
697,996 |
20 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
64.7 |
1.5% |
17% |
False |
False |
778,957 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
59.2 |
1.4% |
17% |
False |
False |
766,313 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
54.9 |
1.3% |
17% |
False |
False |
710,031 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
51.5 |
1.2% |
17% |
False |
False |
533,058 |
100 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
46.6 |
1.1% |
17% |
False |
False |
427,042 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.8% |
46.0 |
1.1% |
50% |
False |
False |
355,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,792.0 |
2.618 |
4,615.7 |
1.618 |
4,507.7 |
1.000 |
4,441.0 |
0.618 |
4,399.7 |
HIGH |
4,333.0 |
0.618 |
4,291.7 |
0.500 |
4,279.0 |
0.382 |
4,266.3 |
LOW |
4,225.0 |
0.618 |
4,158.3 |
1.000 |
4,117.0 |
1.618 |
4,050.3 |
2.618 |
3,942.3 |
4.250 |
3,766.0 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,279.0 |
4,279.0 |
PP |
4,267.3 |
4,267.3 |
S1 |
4,255.7 |
4,255.7 |
|