| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,930.0 |
1,903.3 |
-26.7 |
-1.4% |
1,965.3 |
| High |
1,933.9 |
1,911.9 |
-22.0 |
-1.1% |
1,977.0 |
| Low |
1,900.8 |
1,876.7 |
-24.1 |
-1.3% |
1,918.3 |
| Close |
1,902.4 |
1,878.6 |
-23.8 |
-1.3% |
1,931.2 |
| Range |
33.1 |
35.2 |
2.1 |
6.3% |
58.7 |
| ATR |
32.7 |
32.9 |
0.2 |
0.6% |
0.0 |
| Volume |
190,942 |
186,571 |
-4,371 |
-2.3% |
839,711 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,994.7 |
1,971.8 |
1,898.0 |
|
| R3 |
1,959.5 |
1,936.6 |
1,888.3 |
|
| R2 |
1,924.3 |
1,924.3 |
1,885.1 |
|
| R1 |
1,901.4 |
1,901.4 |
1,881.8 |
1,895.3 |
| PP |
1,889.1 |
1,889.1 |
1,889.1 |
1,886.0 |
| S1 |
1,866.2 |
1,866.2 |
1,875.4 |
1,860.1 |
| S2 |
1,853.9 |
1,853.9 |
1,872.1 |
|
| S3 |
1,818.7 |
1,831.0 |
1,868.9 |
|
| S4 |
1,783.5 |
1,795.8 |
1,859.2 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.3 |
2,083.4 |
1,963.5 |
|
| R3 |
2,059.6 |
2,024.7 |
1,947.3 |
|
| R2 |
2,000.9 |
2,000.9 |
1,942.0 |
|
| R1 |
1,966.0 |
1,966.0 |
1,936.6 |
1,954.1 |
| PP |
1,942.2 |
1,942.2 |
1,942.2 |
1,936.2 |
| S1 |
1,907.3 |
1,907.3 |
1,925.8 |
1,895.4 |
| S2 |
1,883.5 |
1,883.5 |
1,920.4 |
|
| S3 |
1,824.8 |
1,848.6 |
1,915.1 |
|
| S4 |
1,766.1 |
1,789.9 |
1,898.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,963.6 |
1,876.7 |
86.9 |
4.6% |
32.7 |
1.7% |
2% |
False |
True |
182,604 |
| 10 |
1,987.7 |
1,876.7 |
111.0 |
5.9% |
32.2 |
1.7% |
2% |
False |
True |
175,471 |
| 20 |
2,017.8 |
1,876.7 |
141.1 |
7.5% |
32.2 |
1.7% |
1% |
False |
True |
171,126 |
| 40 |
2,017.8 |
1,825.1 |
192.7 |
10.3% |
32.2 |
1.7% |
28% |
False |
False |
178,784 |
| 60 |
2,017.8 |
1,755.0 |
262.8 |
14.0% |
33.8 |
1.8% |
47% |
False |
False |
151,628 |
| 80 |
2,017.8 |
1,723.4 |
294.4 |
15.7% |
33.7 |
1.8% |
53% |
False |
False |
113,774 |
| 100 |
2,017.8 |
1,723.4 |
294.4 |
15.7% |
32.5 |
1.7% |
53% |
False |
False |
91,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.5 |
|
2.618 |
2,004.1 |
|
1.618 |
1,968.9 |
|
1.000 |
1,947.1 |
|
0.618 |
1,933.7 |
|
HIGH |
1,911.9 |
|
0.618 |
1,898.5 |
|
0.500 |
1,894.3 |
|
0.382 |
1,890.1 |
|
LOW |
1,876.7 |
|
0.618 |
1,854.9 |
|
1.000 |
1,841.5 |
|
1.618 |
1,819.7 |
|
2.618 |
1,784.5 |
|
4.250 |
1,727.1 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,894.3 |
1,908.0 |
| PP |
1,889.1 |
1,898.2 |
| S1 |
1,883.8 |
1,888.4 |
|