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 |
1,918.4 |
1,924.0 |
5.6 |
0.3% |
1,945.6 |
High |
1,927.9 |
1,933.2 |
5.3 |
0.3% |
1,948.2 |
Low |
1,913.6 |
1,917.5 |
3.9 |
0.2% |
1,914.2 |
Close |
1,923.0 |
1,926.0 |
3.0 |
0.2% |
1,916.5 |
Range |
14.3 |
15.7 |
1.4 |
9.8% |
34.0 |
ATR |
18.2 |
18.1 |
-0.2 |
-1.0% |
0.0 |
Volume |
138,109 |
131,088 |
-7,021 |
-5.1% |
683,814 |
|
Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.7 |
1,965.0 |
1,934.6 |
|
R3 |
1,957.0 |
1,949.3 |
1,930.3 |
|
R2 |
1,941.3 |
1,941.3 |
1,928.9 |
|
R1 |
1,933.6 |
1,933.6 |
1,927.4 |
1,937.5 |
PP |
1,925.6 |
1,925.6 |
1,925.6 |
1,927.5 |
S1 |
1,917.9 |
1,917.9 |
1,924.6 |
1,921.8 |
S2 |
1,909.9 |
1,909.9 |
1,923.1 |
|
S3 |
1,894.2 |
1,902.2 |
1,921.7 |
|
S4 |
1,878.5 |
1,886.5 |
1,917.4 |
|
|
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 |
1,938.2 |
1,913.6 |
24.6 |
1.3% |
15.1 |
0.8% |
50% |
False |
False |
132,975 |
10 |
1,966.1 |
1,913.6 |
52.5 |
2.7% |
15.5 |
0.8% |
24% |
False |
False |
138,285 |
20 |
2,022.1 |
1,913.6 |
108.5 |
5.6% |
18.8 |
1.0% |
11% |
False |
False |
142,927 |
40 |
2,028.6 |
1,913.6 |
115.0 |
6.0% |
18.8 |
1.0% |
11% |
False |
False |
88,951 |
60 |
2,039.0 |
1,913.6 |
125.4 |
6.5% |
20.7 |
1.1% |
10% |
False |
False |
60,650 |
80 |
2,129.7 |
1,913.6 |
216.1 |
11.2% |
22.2 |
1.2% |
6% |
False |
False |
46,179 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.2% |
23.5 |
1.2% |
6% |
False |
False |
37,312 |
120 |
2,129.7 |
1,885.2 |
244.5 |
12.7% |
24.6 |
1.3% |
17% |
False |
False |
31,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,999.9 |
2.618 |
1,974.3 |
1.618 |
1,958.6 |
1.000 |
1,948.9 |
0.618 |
1,942.9 |
HIGH |
1,933.2 |
0.618 |
1,927.2 |
0.500 |
1,925.4 |
0.382 |
1,923.5 |
LOW |
1,917.5 |
0.618 |
1,907.8 |
1.000 |
1,901.8 |
1.618 |
1,892.1 |
2.618 |
1,876.4 |
4.250 |
1,850.8 |
|
|
Fisher Pivots for day following 22-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,925.8 |
1,925.1 |
PP |
1,925.6 |
1,924.3 |
S1 |
1,925.4 |
1,923.4 |
|