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 |
4,470.50 |
4,384.50 |
-86.00 |
-1.9% |
4,382.50 |
High |
4,485.50 |
4,429.00 |
-56.50 |
-1.3% |
4,485.50 |
Low |
4,378.50 |
4,365.25 |
-13.25 |
-0.3% |
4,365.25 |
Close |
4,386.00 |
4,414.25 |
28.25 |
0.6% |
4,414.25 |
Range |
107.00 |
63.75 |
-43.25 |
-40.4% |
120.25 |
ATR |
55.27 |
55.87 |
0.61 |
1.1% |
0.00 |
Volume |
1,783,795 |
1,853,335 |
69,540 |
3.9% |
7,680,891 |
|
Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,594.00 |
4,568.00 |
4,449.25 |
|
R3 |
4,530.25 |
4,504.25 |
4,431.75 |
|
R2 |
4,466.50 |
4,466.50 |
4,426.00 |
|
R1 |
4,440.50 |
4,440.50 |
4,420.00 |
4,453.50 |
PP |
4,402.75 |
4,402.75 |
4,402.75 |
4,409.50 |
S1 |
4,376.75 |
4,376.75 |
4,408.50 |
4,389.75 |
S2 |
4,339.00 |
4,339.00 |
4,402.50 |
|
S3 |
4,275.25 |
4,313.00 |
4,396.75 |
|
S4 |
4,211.50 |
4,249.25 |
4,379.25 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,782.50 |
4,718.50 |
4,480.50 |
|
R3 |
4,662.25 |
4,598.25 |
4,447.25 |
|
R2 |
4,542.00 |
4,542.00 |
4,436.25 |
|
R1 |
4,478.00 |
4,478.00 |
4,425.25 |
4,510.00 |
PP |
4,421.75 |
4,421.75 |
4,421.75 |
4,437.50 |
S1 |
4,357.75 |
4,357.75 |
4,403.25 |
4,389.75 |
S2 |
4,301.50 |
4,301.50 |
4,392.25 |
|
S3 |
4,181.25 |
4,237.50 |
4,381.25 |
|
S4 |
4,061.00 |
4,117.25 |
4,348.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,485.50 |
4,365.25 |
120.25 |
2.7% |
68.50 |
1.5% |
41% |
False |
True |
1,536,178 |
10 |
4,517.75 |
4,350.00 |
167.75 |
3.8% |
61.00 |
1.4% |
38% |
False |
False |
1,532,652 |
20 |
4,621.75 |
4,350.00 |
271.75 |
6.2% |
55.25 |
1.3% |
24% |
False |
False |
1,601,865 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
48.50 |
1.1% |
23% |
False |
False |
1,506,457 |
60 |
4,634.50 |
4,218.50 |
416.00 |
9.4% |
47.25 |
1.1% |
47% |
False |
False |
1,418,352 |
80 |
4,634.50 |
4,098.25 |
536.25 |
12.1% |
48.00 |
1.1% |
59% |
False |
False |
1,065,331 |
100 |
4,634.50 |
4,098.25 |
536.25 |
12.1% |
47.50 |
1.1% |
59% |
False |
False |
852,749 |
120 |
4,634.50 |
3,874.75 |
759.75 |
17.2% |
52.00 |
1.2% |
71% |
False |
False |
710,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,700.00 |
2.618 |
4,596.00 |
1.618 |
4,532.25 |
1.000 |
4,492.75 |
0.618 |
4,468.50 |
HIGH |
4,429.00 |
0.618 |
4,404.75 |
0.500 |
4,397.00 |
0.382 |
4,389.50 |
LOW |
4,365.25 |
0.618 |
4,325.75 |
1.000 |
4,301.50 |
1.618 |
4,262.00 |
2.618 |
4,198.25 |
4.250 |
4,094.25 |
|
|
Fisher Pivots for day following 25-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,408.50 |
4,425.50 |
PP |
4,402.75 |
4,421.75 |
S1 |
4,397.00 |
4,418.00 |
|