Trading Metrics calculated at close of trading on 17-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,903.3 |
1,876.7 |
-26.6 |
-1.4% |
1,965.3 |
High |
1,911.9 |
1,889.0 |
-22.9 |
-1.2% |
1,977.0 |
Low |
1,876.7 |
1,853.6 |
-23.1 |
-1.2% |
1,918.3 |
Close |
1,878.6 |
1,856.2 |
-22.4 |
-1.2% |
1,931.2 |
Range |
35.2 |
35.4 |
0.2 |
0.6% |
58.7 |
ATR |
32.9 |
33.0 |
0.2 |
0.6% |
0.0 |
Volume |
186,571 |
204,250 |
17,679 |
9.5% |
839,711 |
|
Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.5 |
1,949.7 |
1,875.7 |
|
R3 |
1,937.1 |
1,914.3 |
1,865.9 |
|
R2 |
1,901.7 |
1,901.7 |
1,862.7 |
|
R1 |
1,878.9 |
1,878.9 |
1,859.4 |
1,872.6 |
PP |
1,866.3 |
1,866.3 |
1,866.3 |
1,863.1 |
S1 |
1,843.5 |
1,843.5 |
1,853.0 |
1,837.2 |
S2 |
1,830.9 |
1,830.9 |
1,849.7 |
|
S3 |
1,795.5 |
1,808.1 |
1,846.5 |
|
S4 |
1,760.1 |
1,772.7 |
1,836.7 |
|
|
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 |
1,939.3 |
1,853.6 |
85.7 |
4.6% |
31.2 |
1.7% |
3% |
False |
True |
182,762 |
10 |
1,987.7 |
1,853.6 |
134.1 |
7.2% |
33.0 |
1.8% |
2% |
False |
True |
179,440 |
20 |
2,017.8 |
1,853.6 |
164.2 |
8.8% |
32.2 |
1.7% |
2% |
False |
True |
172,937 |
40 |
2,017.8 |
1,825.1 |
192.7 |
10.4% |
32.5 |
1.8% |
16% |
False |
False |
179,744 |
60 |
2,017.8 |
1,755.0 |
262.8 |
14.2% |
33.7 |
1.8% |
39% |
False |
False |
155,029 |
80 |
2,017.8 |
1,723.4 |
294.4 |
15.9% |
33.8 |
1.8% |
45% |
False |
False |
116,325 |
100 |
2,017.8 |
1,723.4 |
294.4 |
15.9% |
32.6 |
1.8% |
45% |
False |
False |
93,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,039.5 |
2.618 |
1,981.7 |
1.618 |
1,946.3 |
1.000 |
1,924.4 |
0.618 |
1,910.9 |
HIGH |
1,889.0 |
0.618 |
1,875.5 |
0.500 |
1,871.3 |
0.382 |
1,867.1 |
LOW |
1,853.6 |
0.618 |
1,831.7 |
1.000 |
1,818.2 |
1.618 |
1,796.3 |
2.618 |
1,760.9 |
4.250 |
1,703.2 |
|
|
Fisher Pivots for day following 17-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,871.3 |
1,893.8 |
PP |
1,866.3 |
1,881.2 |
S1 |
1,861.2 |
1,868.7 |
|