Trading Metrics calculated at close of trading on 18-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,922.4 |
1,919.2 |
-3.2 |
-0.2% |
1,945.6 |
High |
1,933.5 |
1,926.0 |
-7.5 |
-0.4% |
1,948.2 |
Low |
1,914.2 |
1,915.9 |
1.7 |
0.1% |
1,914.2 |
Close |
1,915.2 |
1,916.5 |
1.3 |
0.1% |
1,916.5 |
Range |
19.3 |
10.1 |
-9.2 |
-47.7% |
34.0 |
ATR |
19.1 |
18.5 |
-0.6 |
-3.1% |
0.0 |
Volume |
152,329 |
114,737 |
-37,592 |
-24.7% |
683,814 |
|
Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.8 |
1,943.2 |
1,922.1 |
|
R3 |
1,939.7 |
1,933.1 |
1,919.3 |
|
R2 |
1,929.6 |
1,929.6 |
1,918.4 |
|
R1 |
1,923.0 |
1,923.0 |
1,917.4 |
1,921.3 |
PP |
1,919.5 |
1,919.5 |
1,919.5 |
1,918.6 |
S1 |
1,912.9 |
1,912.9 |
1,915.6 |
1,911.2 |
S2 |
1,909.4 |
1,909.4 |
1,914.6 |
|
S3 |
1,899.3 |
1,902.8 |
1,913.7 |
|
S4 |
1,889.2 |
1,892.7 |
1,910.9 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.3 |
2,006.4 |
1,935.2 |
|
R3 |
1,994.3 |
1,972.4 |
1,925.9 |
|
R2 |
1,960.3 |
1,960.3 |
1,922.7 |
|
R1 |
1,938.4 |
1,938.4 |
1,919.6 |
1,932.4 |
PP |
1,926.3 |
1,926.3 |
1,926.3 |
1,923.3 |
S1 |
1,904.4 |
1,904.4 |
1,913.4 |
1,898.4 |
S2 |
1,892.3 |
1,892.3 |
1,910.3 |
|
S3 |
1,858.3 |
1,870.4 |
1,907.2 |
|
S4 |
1,824.3 |
1,836.4 |
1,897.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,948.2 |
1,914.2 |
34.0 |
1.8% |
15.3 |
0.8% |
7% |
False |
False |
136,762 |
10 |
1,981.7 |
1,914.2 |
67.5 |
3.5% |
15.7 |
0.8% |
3% |
False |
False |
136,040 |
20 |
2,022.1 |
1,914.2 |
107.9 |
5.6% |
18.8 |
1.0% |
2% |
False |
False |
137,488 |
40 |
2,028.6 |
1,914.2 |
114.4 |
6.0% |
19.0 |
1.0% |
2% |
False |
False |
82,621 |
60 |
2,043.2 |
1,914.2 |
129.0 |
6.7% |
21.1 |
1.1% |
2% |
False |
False |
56,272 |
80 |
2,129.7 |
1,914.2 |
215.5 |
11.2% |
22.5 |
1.2% |
1% |
False |
False |
42,846 |
100 |
2,129.7 |
1,914.2 |
215.5 |
11.2% |
23.6 |
1.2% |
1% |
False |
False |
34,634 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.8% |
24.7 |
1.3% |
13% |
False |
False |
29,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,968.9 |
2.618 |
1,952.4 |
1.618 |
1,942.3 |
1.000 |
1,936.1 |
0.618 |
1,932.2 |
HIGH |
1,926.0 |
0.618 |
1,922.1 |
0.500 |
1,921.0 |
0.382 |
1,919.8 |
LOW |
1,915.9 |
0.618 |
1,909.7 |
1.000 |
1,905.8 |
1.618 |
1,899.6 |
2.618 |
1,889.5 |
4.250 |
1,873.0 |
|
|
Fisher Pivots for day following 18-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,921.0 |
1,926.2 |
PP |
1,919.5 |
1,923.0 |
S1 |
1,918.0 |
1,919.7 |
|