Trading Metrics calculated at close of trading on 24-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,926.8 |
1,944.9 |
18.1 |
0.9% |
1,945.6 |
High |
1,949.7 |
1,951.3 |
1.6 |
0.1% |
1,948.2 |
Low |
1,926.2 |
1,939.2 |
13.0 |
0.7% |
1,914.2 |
Close |
1,948.1 |
1,947.1 |
-1.0 |
-0.1% |
1,916.5 |
Range |
23.5 |
12.1 |
-11.4 |
-48.5% |
34.0 |
ATR |
18.5 |
18.0 |
-0.5 |
-2.5% |
0.0 |
Volume |
170,040 |
137,393 |
-32,647 |
-19.2% |
683,814 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.2 |
1,976.7 |
1,953.8 |
|
R3 |
1,970.1 |
1,964.6 |
1,950.4 |
|
R2 |
1,958.0 |
1,958.0 |
1,949.3 |
|
R1 |
1,952.5 |
1,952.5 |
1,948.2 |
1,955.3 |
PP |
1,945.9 |
1,945.9 |
1,945.9 |
1,947.2 |
S1 |
1,940.4 |
1,940.4 |
1,946.0 |
1,943.2 |
S2 |
1,933.8 |
1,933.8 |
1,944.9 |
|
S3 |
1,921.7 |
1,928.3 |
1,943.8 |
|
S4 |
1,909.6 |
1,916.2 |
1,940.4 |
|
|
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 |
1,951.3 |
1,913.6 |
37.7 |
1.9% |
15.1 |
0.8% |
89% |
True |
False |
138,273 |
10 |
1,953.6 |
1,913.6 |
40.0 |
2.1% |
15.3 |
0.8% |
84% |
False |
False |
138,276 |
20 |
2,010.9 |
1,913.6 |
97.3 |
5.0% |
17.7 |
0.9% |
34% |
False |
False |
143,587 |
40 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
18.8 |
1.0% |
29% |
False |
False |
96,213 |
60 |
2,039.0 |
1,913.6 |
125.4 |
6.4% |
20.4 |
1.0% |
27% |
False |
False |
65,697 |
80 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
22.0 |
1.1% |
16% |
False |
False |
49,996 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
23.3 |
1.2% |
16% |
False |
False |
40,358 |
120 |
2,129.7 |
1,885.2 |
244.5 |
12.6% |
24.7 |
1.3% |
25% |
False |
False |
33,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,002.7 |
2.618 |
1,983.0 |
1.618 |
1,970.9 |
1.000 |
1,963.4 |
0.618 |
1,958.8 |
HIGH |
1,951.3 |
0.618 |
1,946.7 |
0.500 |
1,945.3 |
0.382 |
1,943.8 |
LOW |
1,939.2 |
0.618 |
1,931.7 |
1.000 |
1,927.1 |
1.618 |
1,919.6 |
2.618 |
1,907.5 |
4.250 |
1,887.8 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,946.5 |
1,942.9 |
PP |
1,945.9 |
1,938.6 |
S1 |
1,945.3 |
1,934.4 |
|