Trading Metrics calculated at close of trading on 21-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,379.25 |
4,382.50 |
3.25 |
0.1% |
4,485.00 |
High |
4,396.00 |
4,421.00 |
25.00 |
0.6% |
4,517.75 |
Low |
4,350.00 |
4,372.25 |
22.25 |
0.5% |
4,350.00 |
Close |
4,382.75 |
4,412.50 |
29.75 |
0.7% |
4,382.75 |
Range |
46.00 |
48.75 |
2.75 |
6.0% |
167.75 |
ATR |
49.65 |
49.58 |
-0.06 |
-0.1% |
0.00 |
Volume |
1,746,289 |
1,361,470 |
-384,819 |
-22.0% |
7,645,636 |
|
Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,548.25 |
4,529.00 |
4,439.25 |
|
R3 |
4,499.50 |
4,480.25 |
4,426.00 |
|
R2 |
4,450.75 |
4,450.75 |
4,421.50 |
|
R1 |
4,431.50 |
4,431.50 |
4,417.00 |
4,441.00 |
PP |
4,402.00 |
4,402.00 |
4,402.00 |
4,406.75 |
S1 |
4,382.75 |
4,382.75 |
4,408.00 |
4,392.50 |
S2 |
4,353.25 |
4,353.25 |
4,403.50 |
|
S3 |
4,304.50 |
4,334.00 |
4,399.00 |
|
S4 |
4,255.75 |
4,285.25 |
4,385.75 |
|
|
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% |
55.00 |
1.2% |
37% |
False |
False |
1,545,994 |
10 |
4,544.75 |
4,350.00 |
194.75 |
4.4% |
54.25 |
1.2% |
32% |
False |
False |
1,608,200 |
20 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
51.00 |
1.2% |
22% |
False |
False |
1,590,429 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
45.00 |
1.0% |
22% |
False |
False |
1,509,794 |
60 |
4,634.50 |
4,172.50 |
462.00 |
10.5% |
46.00 |
1.0% |
52% |
False |
False |
1,313,916 |
80 |
4,634.50 |
4,098.25 |
536.25 |
12.2% |
47.50 |
1.1% |
59% |
False |
False |
986,525 |
100 |
4,634.50 |
4,087.00 |
547.50 |
12.4% |
46.50 |
1.1% |
59% |
False |
False |
789,638 |
120 |
4,634.50 |
3,874.75 |
759.75 |
17.2% |
51.75 |
1.2% |
71% |
False |
False |
658,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,628.25 |
2.618 |
4,548.75 |
1.618 |
4,500.00 |
1.000 |
4,469.75 |
0.618 |
4,451.25 |
HIGH |
4,421.00 |
0.618 |
4,402.50 |
0.500 |
4,396.50 |
0.382 |
4,390.75 |
LOW |
4,372.25 |
0.618 |
4,342.00 |
1.000 |
4,323.50 |
1.618 |
4,293.25 |
2.618 |
4,244.50 |
4.250 |
4,165.00 |
|
|
Fisher Pivots for day following 21-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,407.25 |
4,406.00 |
PP |
4,402.00 |
4,399.75 |
S1 |
4,396.50 |
4,393.50 |
|