Trading Metrics calculated at close of trading on 18-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,420.50 |
4,379.25 |
-41.25 |
-0.9% |
4,485.00 |
High |
4,436.75 |
4,396.00 |
-40.75 |
-0.9% |
4,517.75 |
Low |
4,377.75 |
4,350.00 |
-27.75 |
-0.6% |
4,350.00 |
Close |
4,384.50 |
4,382.75 |
-1.75 |
0.0% |
4,382.75 |
Range |
59.00 |
46.00 |
-13.00 |
-22.0% |
167.75 |
ATR |
49.93 |
49.65 |
-0.28 |
-0.6% |
0.00 |
Volume |
1,630,481 |
1,746,289 |
115,808 |
7.1% |
7,645,636 |
|
Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,514.25 |
4,494.50 |
4,408.00 |
|
R3 |
4,468.25 |
4,448.50 |
4,395.50 |
|
R2 |
4,422.25 |
4,422.25 |
4,391.25 |
|
R1 |
4,402.50 |
4,402.50 |
4,387.00 |
4,412.50 |
PP |
4,376.25 |
4,376.25 |
4,376.25 |
4,381.25 |
S1 |
4,356.50 |
4,356.50 |
4,378.50 |
4,366.50 |
S2 |
4,330.25 |
4,330.25 |
4,374.25 |
|
S3 |
4,284.25 |
4,310.50 |
4,370.00 |
|
S4 |
4,238.25 |
4,264.50 |
4,357.50 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,920.00 |
4,819.25 |
4,475.00 |
|
R3 |
4,752.25 |
4,651.50 |
4,429.00 |
|
R2 |
4,584.50 |
4,584.50 |
4,413.50 |
|
R1 |
4,483.75 |
4,483.75 |
4,398.25 |
4,450.25 |
PP |
4,416.75 |
4,416.75 |
4,416.75 |
4,400.00 |
S1 |
4,316.00 |
4,316.00 |
4,367.25 |
4,282.50 |
S2 |
4,249.00 |
4,249.00 |
4,352.00 |
|
S3 |
4,081.25 |
4,148.25 |
4,336.50 |
|
S4 |
3,913.50 |
3,980.50 |
4,290.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,517.75 |
4,350.00 |
167.75 |
3.8% |
53.75 |
1.2% |
20% |
False |
True |
1,529,127 |
10 |
4,544.75 |
4,350.00 |
194.75 |
4.4% |
53.50 |
1.2% |
17% |
False |
True |
1,611,783 |
20 |
4,634.50 |
4,350.00 |
284.50 |
6.5% |
50.25 |
1.1% |
12% |
False |
True |
1,582,538 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.5% |
44.75 |
1.0% |
12% |
False |
True |
1,514,532 |
60 |
4,634.50 |
4,154.75 |
479.75 |
10.9% |
46.00 |
1.0% |
48% |
False |
False |
1,291,377 |
80 |
4,634.50 |
4,098.25 |
536.25 |
12.2% |
47.50 |
1.1% |
53% |
False |
False |
969,545 |
100 |
4,634.50 |
4,041.50 |
593.00 |
13.5% |
46.50 |
1.1% |
58% |
False |
False |
776,038 |
120 |
4,634.50 |
3,874.75 |
759.75 |
17.3% |
51.75 |
1.2% |
67% |
False |
False |
646,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,591.50 |
2.618 |
4,516.50 |
1.618 |
4,470.50 |
1.000 |
4,442.00 |
0.618 |
4,424.50 |
HIGH |
4,396.00 |
0.618 |
4,378.50 |
0.500 |
4,373.00 |
0.382 |
4,367.50 |
LOW |
4,350.00 |
0.618 |
4,321.50 |
1.000 |
4,304.00 |
1.618 |
4,275.50 |
2.618 |
4,229.50 |
4.250 |
4,154.50 |
|
|
Fisher Pivots for day following 18-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,379.50 |
4,408.50 |
PP |
4,376.25 |
4,400.00 |
S1 |
4,373.00 |
4,391.50 |
|