Trading Metrics calculated at close of trading on 25-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,944.9 |
1,944.9 |
0.0 |
0.0% |
1,918.4 |
High |
1,951.3 |
1,950.4 |
-0.9 |
0.0% |
1,951.3 |
Low |
1,939.2 |
1,931.0 |
-8.2 |
-0.4% |
1,913.6 |
Close |
1,947.1 |
1,939.9 |
-7.2 |
-0.4% |
1,939.9 |
Range |
12.1 |
19.4 |
7.3 |
60.3% |
37.7 |
ATR |
18.0 |
18.1 |
0.1 |
0.6% |
0.0 |
Volume |
137,393 |
166,988 |
29,595 |
21.5% |
743,618 |
|
Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,998.6 |
1,988.7 |
1,950.6 |
|
R3 |
1,979.2 |
1,969.3 |
1,945.2 |
|
R2 |
1,959.8 |
1,959.8 |
1,943.5 |
|
R1 |
1,949.9 |
1,949.9 |
1,941.7 |
1,945.2 |
PP |
1,940.4 |
1,940.4 |
1,940.4 |
1,938.1 |
S1 |
1,930.5 |
1,930.5 |
1,938.1 |
1,925.8 |
S2 |
1,921.0 |
1,921.0 |
1,936.3 |
|
S3 |
1,901.6 |
1,911.1 |
1,934.6 |
|
S4 |
1,882.2 |
1,891.7 |
1,929.2 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.0 |
2,031.7 |
1,960.6 |
|
R3 |
2,010.3 |
1,994.0 |
1,950.3 |
|
R2 |
1,972.6 |
1,972.6 |
1,946.8 |
|
R1 |
1,956.3 |
1,956.3 |
1,943.4 |
1,964.5 |
PP |
1,934.9 |
1,934.9 |
1,934.9 |
1,939.0 |
S1 |
1,918.6 |
1,918.6 |
1,936.4 |
1,926.8 |
S2 |
1,897.2 |
1,897.2 |
1,933.0 |
|
S3 |
1,859.5 |
1,880.9 |
1,929.5 |
|
S4 |
1,821.8 |
1,843.2 |
1,919.2 |
|
|
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% |
17.0 |
0.9% |
70% |
False |
False |
148,723 |
10 |
1,951.3 |
1,913.6 |
37.7 |
1.9% |
16.1 |
0.8% |
70% |
False |
False |
142,743 |
20 |
2,010.9 |
1,913.6 |
97.3 |
5.0% |
17.8 |
0.9% |
27% |
False |
False |
143,957 |
40 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
18.8 |
1.0% |
23% |
False |
False |
100,110 |
60 |
2,039.0 |
1,913.6 |
125.4 |
6.5% |
20.4 |
1.0% |
21% |
False |
False |
68,431 |
80 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
21.8 |
1.1% |
12% |
False |
False |
52,050 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
23.1 |
1.2% |
12% |
False |
False |
42,012 |
120 |
2,129.7 |
1,885.2 |
244.5 |
12.6% |
24.8 |
1.3% |
22% |
False |
False |
35,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,032.9 |
2.618 |
2,001.2 |
1.618 |
1,981.8 |
1.000 |
1,969.8 |
0.618 |
1,962.4 |
HIGH |
1,950.4 |
0.618 |
1,943.0 |
0.500 |
1,940.7 |
0.382 |
1,938.4 |
LOW |
1,931.0 |
0.618 |
1,919.0 |
1.000 |
1,911.6 |
1.618 |
1,899.6 |
2.618 |
1,880.2 |
4.250 |
1,848.6 |
|
|
Fisher Pivots for day following 25-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,940.7 |
1,939.5 |
PP |
1,940.4 |
1,939.1 |
S1 |
1,940.2 |
1,938.8 |
|