Trading Metrics calculated at close of trading on 25-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,300.0 |
4,236.0 |
-64.0 |
-1.5% |
4,233.0 |
High |
4,333.0 |
4,280.0 |
-53.0 |
-1.2% |
4,333.0 |
Low |
4,225.0 |
4,226.0 |
1.0 |
0.0% |
4,222.0 |
Close |
4,244.0 |
4,246.0 |
2.0 |
0.0% |
4,246.0 |
Range |
108.0 |
54.0 |
-54.0 |
-50.0% |
111.0 |
ATR |
65.8 |
64.9 |
-0.8 |
-1.3% |
0.0 |
Volume |
733,409 |
640,134 |
-93,275 |
-12.7% |
3,272,389 |
|
Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,412.7 |
4,383.3 |
4,275.7 |
|
R3 |
4,358.7 |
4,329.3 |
4,260.9 |
|
R2 |
4,304.7 |
4,304.7 |
4,255.9 |
|
R1 |
4,275.3 |
4,275.3 |
4,251.0 |
4,290.0 |
PP |
4,250.7 |
4,250.7 |
4,250.7 |
4,258.0 |
S1 |
4,221.3 |
4,221.3 |
4,241.1 |
4,236.0 |
S2 |
4,196.7 |
4,196.7 |
4,236.1 |
|
S3 |
4,142.7 |
4,167.3 |
4,231.2 |
|
S4 |
4,088.7 |
4,113.3 |
4,216.3 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,600.0 |
4,534.0 |
4,307.1 |
|
R3 |
4,489.0 |
4,423.0 |
4,276.5 |
|
R2 |
4,378.0 |
4,378.0 |
4,266.4 |
|
R1 |
4,312.0 |
4,312.0 |
4,256.2 |
4,345.0 |
PP |
4,267.0 |
4,267.0 |
4,267.0 |
4,283.5 |
S1 |
4,201.0 |
4,201.0 |
4,235.8 |
4,234.0 |
S2 |
4,156.0 |
4,156.0 |
4,225.7 |
|
S3 |
4,045.0 |
4,090.0 |
4,215.5 |
|
S4 |
3,934.0 |
3,979.0 |
4,185.0 |
|
|
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 |
4,222.0 |
111.0 |
2.6% |
64.2 |
1.5% |
22% |
False |
False |
654,477 |
10 |
4,365.0 |
4,187.0 |
178.0 |
4.2% |
62.6 |
1.5% |
33% |
False |
False |
689,105 |
20 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
64.1 |
1.5% |
18% |
False |
False |
770,061 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
59.7 |
1.4% |
18% |
False |
False |
769,130 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
54.6 |
1.3% |
18% |
False |
False |
720,152 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
51.5 |
1.2% |
18% |
False |
False |
541,059 |
100 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
46.6 |
1.1% |
18% |
False |
False |
433,443 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.8% |
46.5 |
1.1% |
51% |
False |
False |
361,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,509.5 |
2.618 |
4,421.4 |
1.618 |
4,367.4 |
1.000 |
4,334.0 |
0.618 |
4,313.4 |
HIGH |
4,280.0 |
0.618 |
4,259.4 |
0.500 |
4,253.0 |
0.382 |
4,246.6 |
LOW |
4,226.0 |
0.618 |
4,192.6 |
1.000 |
4,172.0 |
1.618 |
4,138.6 |
2.618 |
4,084.6 |
4.250 |
3,996.5 |
|
|
Fisher Pivots for day following 25-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,253.0 |
4,279.0 |
PP |
4,250.7 |
4,268.0 |
S1 |
4,248.3 |
4,257.0 |
|