Trading Metrics calculated at close of trading on 23-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,924.0 |
1,926.8 |
2.8 |
0.1% |
1,945.6 |
High |
1,933.2 |
1,949.7 |
16.5 |
0.9% |
1,948.2 |
Low |
1,917.5 |
1,926.2 |
8.7 |
0.5% |
1,914.2 |
Close |
1,926.0 |
1,948.1 |
22.1 |
1.1% |
1,916.5 |
Range |
15.7 |
23.5 |
7.8 |
49.7% |
34.0 |
ATR |
18.1 |
18.5 |
0.4 |
2.2% |
0.0 |
Volume |
131,088 |
170,040 |
38,952 |
29.7% |
683,814 |
|
Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.8 |
2,003.5 |
1,961.0 |
|
R3 |
1,988.3 |
1,980.0 |
1,954.6 |
|
R2 |
1,964.8 |
1,964.8 |
1,952.4 |
|
R1 |
1,956.5 |
1,956.5 |
1,950.3 |
1,960.7 |
PP |
1,941.3 |
1,941.3 |
1,941.3 |
1,943.4 |
S1 |
1,933.0 |
1,933.0 |
1,945.9 |
1,937.2 |
S2 |
1,917.8 |
1,917.8 |
1,943.8 |
|
S3 |
1,894.3 |
1,909.5 |
1,941.6 |
|
S4 |
1,870.8 |
1,886.0 |
1,935.2 |
|
|
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 |
1,949.7 |
1,913.6 |
36.1 |
1.9% |
16.6 |
0.9% |
96% |
True |
False |
141,260 |
10 |
1,963.5 |
1,913.6 |
49.9 |
2.6% |
16.0 |
0.8% |
69% |
False |
False |
141,363 |
20 |
2,022.1 |
1,913.6 |
108.5 |
5.6% |
19.1 |
1.0% |
32% |
False |
False |
146,210 |
40 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
18.9 |
1.0% |
30% |
False |
False |
93,007 |
60 |
2,039.0 |
1,913.6 |
125.4 |
6.4% |
20.7 |
1.1% |
28% |
False |
False |
63,449 |
80 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
22.2 |
1.1% |
16% |
False |
False |
48,290 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
23.4 |
1.2% |
16% |
False |
False |
39,005 |
120 |
2,129.7 |
1,885.2 |
244.5 |
12.6% |
24.7 |
1.3% |
26% |
False |
False |
32,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,049.6 |
2.618 |
2,011.2 |
1.618 |
1,987.7 |
1.000 |
1,973.2 |
0.618 |
1,964.2 |
HIGH |
1,949.7 |
0.618 |
1,940.7 |
0.500 |
1,938.0 |
0.382 |
1,935.2 |
LOW |
1,926.2 |
0.618 |
1,911.7 |
1.000 |
1,902.7 |
1.618 |
1,888.2 |
2.618 |
1,864.7 |
4.250 |
1,826.3 |
|
|
Fisher Pivots for day following 23-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,944.7 |
1,942.6 |
PP |
1,941.3 |
1,937.1 |
S1 |
1,938.0 |
1,931.7 |
|