Trading Metrics calculated at close of trading on 23-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,410.25 |
4,400.00 |
-10.25 |
-0.2% |
4,485.00 |
High |
4,440.00 |
4,476.25 |
36.25 |
0.8% |
4,517.75 |
Low |
4,394.25 |
4,399.50 |
5.25 |
0.1% |
4,350.00 |
Close |
4,399.25 |
4,447.00 |
47.75 |
1.1% |
4,382.75 |
Range |
45.75 |
76.75 |
31.00 |
67.8% |
167.75 |
ATR |
49.31 |
51.29 |
1.98 |
4.0% |
0.00 |
Volume |
1,375,651 |
1,306,640 |
-69,011 |
-5.0% |
7,645,636 |
|
Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,671.25 |
4,635.75 |
4,489.25 |
|
R3 |
4,594.50 |
4,559.00 |
4,468.00 |
|
R2 |
4,517.75 |
4,517.75 |
4,461.00 |
|
R1 |
4,482.25 |
4,482.25 |
4,454.00 |
4,500.00 |
PP |
4,441.00 |
4,441.00 |
4,441.00 |
4,449.75 |
S1 |
4,405.50 |
4,405.50 |
4,440.00 |
4,423.25 |
S2 |
4,364.25 |
4,364.25 |
4,433.00 |
|
S3 |
4,287.50 |
4,328.75 |
4,426.00 |
|
S4 |
4,210.75 |
4,252.00 |
4,404.75 |
|
|
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 |
4,476.25 |
4,350.00 |
126.25 |
2.8% |
55.25 |
1.2% |
77% |
True |
False |
1,484,106 |
10 |
4,544.75 |
4,350.00 |
194.75 |
4.4% |
54.75 |
1.2% |
50% |
False |
False |
1,542,746 |
20 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
53.75 |
1.2% |
34% |
False |
False |
1,594,935 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
45.75 |
1.0% |
34% |
False |
False |
1,498,484 |
60 |
4,634.50 |
4,216.00 |
418.50 |
9.4% |
46.00 |
1.0% |
55% |
False |
False |
1,358,337 |
80 |
4,634.50 |
4,098.25 |
536.25 |
12.1% |
47.25 |
1.1% |
65% |
False |
False |
1,019,952 |
100 |
4,634.50 |
4,098.25 |
536.25 |
12.1% |
46.75 |
1.1% |
65% |
False |
False |
816,434 |
120 |
4,634.50 |
3,874.75 |
759.75 |
17.1% |
51.50 |
1.2% |
75% |
False |
False |
680,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,802.50 |
2.618 |
4,677.25 |
1.618 |
4,600.50 |
1.000 |
4,553.00 |
0.618 |
4,523.75 |
HIGH |
4,476.25 |
0.618 |
4,447.00 |
0.500 |
4,438.00 |
0.382 |
4,428.75 |
LOW |
4,399.50 |
0.618 |
4,352.00 |
1.000 |
4,322.75 |
1.618 |
4,275.25 |
2.618 |
4,198.50 |
4.250 |
4,073.25 |
|
|
Fisher Pivots for day following 23-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,444.00 |
4,439.50 |
PP |
4,441.00 |
4,431.75 |
S1 |
4,438.00 |
4,424.25 |
|