| 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 |
1,864.6 |
1,861.3 |
-3.3 |
-0.2% |
1,932.3 |
| High |
1,874.1 |
1,875.0 |
0.9 |
0.0% |
1,939.3 |
| Low |
1,848.8 |
1,850.0 |
1.2 |
0.1% |
1,837.8 |
| Close |
1,861.6 |
1,856.6 |
-5.0 |
-0.3% |
1,865.0 |
| Range |
25.3 |
25.0 |
-0.3 |
-1.2% |
101.5 |
| ATR |
32.5 |
32.0 |
-0.5 |
-1.7% |
0.0 |
| Volume |
184,558 |
164,525 |
-20,033 |
-10.9% |
999,918 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,935.5 |
1,921.1 |
1,870.4 |
|
| R3 |
1,910.5 |
1,896.1 |
1,863.5 |
|
| R2 |
1,885.5 |
1,885.5 |
1,861.2 |
|
| R1 |
1,871.1 |
1,871.1 |
1,858.9 |
1,865.8 |
| PP |
1,860.5 |
1,860.5 |
1,860.5 |
1,857.9 |
| S1 |
1,846.1 |
1,846.1 |
1,854.3 |
1,840.8 |
| S2 |
1,835.5 |
1,835.5 |
1,852.0 |
|
| S3 |
1,810.5 |
1,821.1 |
1,849.7 |
|
| S4 |
1,785.5 |
1,796.1 |
1,842.9 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,185.2 |
2,126.6 |
1,920.8 |
|
| R3 |
2,083.7 |
2,025.1 |
1,892.9 |
|
| R2 |
1,982.2 |
1,982.2 |
1,883.6 |
|
| R1 |
1,923.6 |
1,923.6 |
1,874.3 |
1,902.2 |
| PP |
1,880.7 |
1,880.7 |
1,880.7 |
1,870.0 |
| S1 |
1,822.1 |
1,822.1 |
1,855.7 |
1,800.7 |
| S2 |
1,779.2 |
1,779.2 |
1,846.4 |
|
| S3 |
1,677.7 |
1,720.6 |
1,837.1 |
|
| S4 |
1,576.2 |
1,619.1 |
1,809.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,911.9 |
1,837.8 |
74.1 |
4.0% |
30.9 |
1.7% |
25% |
False |
False |
196,297 |
| 10 |
1,964.6 |
1,837.8 |
126.8 |
6.8% |
31.8 |
1.7% |
15% |
False |
False |
186,408 |
| 20 |
2,017.8 |
1,837.8 |
180.0 |
9.7% |
32.9 |
1.8% |
10% |
False |
False |
180,830 |
| 40 |
2,017.8 |
1,834.1 |
183.7 |
9.9% |
32.2 |
1.7% |
12% |
False |
False |
178,888 |
| 60 |
2,017.8 |
1,755.0 |
262.8 |
14.2% |
33.5 |
1.8% |
39% |
False |
False |
164,855 |
| 80 |
2,017.8 |
1,723.4 |
294.4 |
15.9% |
33.7 |
1.8% |
45% |
False |
False |
123,703 |
| 100 |
2,017.8 |
1,723.4 |
294.4 |
15.9% |
32.8 |
1.8% |
45% |
False |
False |
98,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,981.3 |
|
2.618 |
1,940.5 |
|
1.618 |
1,915.5 |
|
1.000 |
1,900.0 |
|
0.618 |
1,890.5 |
|
HIGH |
1,875.0 |
|
0.618 |
1,865.5 |
|
0.500 |
1,862.5 |
|
0.382 |
1,859.6 |
|
LOW |
1,850.0 |
|
0.618 |
1,834.6 |
|
1.000 |
1,825.0 |
|
1.618 |
1,809.6 |
|
2.618 |
1,784.6 |
|
4.250 |
1,743.8 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,862.5 |
1,856.5 |
| PP |
1,860.5 |
1,856.5 |
| S1 |
1,858.6 |
1,856.4 |
|