Trading Metrics calculated at close of trading on 22-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,382.50 |
4,410.25 |
27.75 |
0.6% |
4,485.00 |
High |
4,421.00 |
4,440.00 |
19.00 |
0.4% |
4,517.75 |
Low |
4,372.25 |
4,394.25 |
22.00 |
0.5% |
4,350.00 |
Close |
4,412.50 |
4,399.25 |
-13.25 |
-0.3% |
4,382.75 |
Range |
48.75 |
45.75 |
-3.00 |
-6.2% |
167.75 |
ATR |
49.58 |
49.31 |
-0.27 |
-0.6% |
0.00 |
Volume |
1,361,470 |
1,375,651 |
14,181 |
1.0% |
7,645,636 |
|
Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,548.50 |
4,519.50 |
4,424.50 |
|
R3 |
4,502.75 |
4,473.75 |
4,411.75 |
|
R2 |
4,457.00 |
4,457.00 |
4,407.75 |
|
R1 |
4,428.00 |
4,428.00 |
4,403.50 |
4,419.50 |
PP |
4,411.25 |
4,411.25 |
4,411.25 |
4,407.00 |
S1 |
4,382.25 |
4,382.25 |
4,395.00 |
4,374.00 |
S2 |
4,365.50 |
4,365.50 |
4,390.75 |
|
S3 |
4,319.75 |
4,336.50 |
4,386.75 |
|
S4 |
4,274.00 |
4,290.75 |
4,374.00 |
|
|
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 |
4,467.25 |
4,350.00 |
117.25 |
2.7% |
50.00 |
1.1% |
42% |
False |
False |
1,522,621 |
10 |
4,544.75 |
4,350.00 |
194.75 |
4.4% |
53.00 |
1.2% |
25% |
False |
False |
1,576,111 |
20 |
4,634.50 |
4,350.00 |
284.50 |
6.5% |
51.75 |
1.2% |
17% |
False |
False |
1,598,224 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.5% |
45.25 |
1.0% |
17% |
False |
False |
1,503,624 |
60 |
4,634.50 |
4,187.25 |
447.25 |
10.2% |
46.00 |
1.0% |
47% |
False |
False |
1,336,715 |
80 |
4,634.50 |
4,098.25 |
536.25 |
12.2% |
47.00 |
1.1% |
56% |
False |
False |
1,003,655 |
100 |
4,634.50 |
4,098.25 |
536.25 |
12.2% |
46.50 |
1.1% |
56% |
False |
False |
803,381 |
120 |
4,634.50 |
3,874.75 |
759.75 |
17.3% |
51.75 |
1.2% |
69% |
False |
False |
669,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,634.50 |
2.618 |
4,559.75 |
1.618 |
4,514.00 |
1.000 |
4,485.75 |
0.618 |
4,468.25 |
HIGH |
4,440.00 |
0.618 |
4,422.50 |
0.500 |
4,417.00 |
0.382 |
4,411.75 |
LOW |
4,394.25 |
0.618 |
4,366.00 |
1.000 |
4,348.50 |
1.618 |
4,320.25 |
2.618 |
4,274.50 |
4.250 |
4,199.75 |
|
|
Fisher Pivots for day following 22-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,417.00 |
4,397.75 |
PP |
4,411.25 |
4,396.50 |
S1 |
4,405.25 |
4,395.00 |
|