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 |
4,259.0 |
4,278.0 |
19.0 |
0.4% |
4,385.0 |
High |
4,302.0 |
4,333.0 |
31.0 |
0.7% |
4,388.0 |
Low |
4,249.0 |
4,278.0 |
29.0 |
0.7% |
4,221.0 |
Close |
4,263.0 |
4,301.0 |
38.0 |
0.9% |
4,255.0 |
Range |
53.0 |
55.0 |
2.0 |
3.8% |
167.0 |
ATR |
54.1 |
55.2 |
1.1 |
2.1% |
0.0 |
Volume |
12,087 |
8,177 |
-3,910 |
-32.3% |
7,613 |
|
Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,469.0 |
4,440.0 |
4,331.3 |
|
R3 |
4,414.0 |
4,385.0 |
4,316.1 |
|
R2 |
4,359.0 |
4,359.0 |
4,311.1 |
|
R1 |
4,330.0 |
4,330.0 |
4,306.0 |
4,344.5 |
PP |
4,304.0 |
4,304.0 |
4,304.0 |
4,311.3 |
S1 |
4,275.0 |
4,275.0 |
4,296.0 |
4,289.5 |
S2 |
4,249.0 |
4,249.0 |
4,290.9 |
|
S3 |
4,194.0 |
4,220.0 |
4,285.9 |
|
S4 |
4,139.0 |
4,165.0 |
4,270.8 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,789.0 |
4,689.0 |
4,346.9 |
|
R3 |
4,622.0 |
4,522.0 |
4,300.9 |
|
R2 |
4,455.0 |
4,455.0 |
4,285.6 |
|
R1 |
4,355.0 |
4,355.0 |
4,270.3 |
4,321.5 |
PP |
4,288.0 |
4,288.0 |
4,288.0 |
4,271.3 |
S1 |
4,188.0 |
4,188.0 |
4,239.7 |
4,154.5 |
S2 |
4,121.0 |
4,121.0 |
4,224.4 |
|
S3 |
3,954.0 |
4,021.0 |
4,209.1 |
|
S4 |
3,787.0 |
3,854.0 |
4,163.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,346.0 |
4,221.0 |
125.0 |
2.9% |
50.0 |
1.2% |
64% |
False |
False |
4,261 |
10 |
4,446.0 |
4,221.0 |
225.0 |
5.2% |
49.5 |
1.2% |
36% |
False |
False |
4,888 |
20 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
49.1 |
1.1% |
26% |
False |
False |
2,529 |
40 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
40.9 |
1.0% |
26% |
False |
False |
1,696 |
60 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
33.7 |
0.8% |
26% |
False |
False |
1,458 |
80 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
27.8 |
0.6% |
26% |
False |
False |
1,122 |
100 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
22.2 |
0.5% |
26% |
False |
False |
1,088 |
120 |
4,533.0 |
3,996.0 |
537.0 |
12.5% |
18.5 |
0.4% |
57% |
False |
False |
1,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,566.8 |
2.618 |
4,477.0 |
1.618 |
4,422.0 |
1.000 |
4,388.0 |
0.618 |
4,367.0 |
HIGH |
4,333.0 |
0.618 |
4,312.0 |
0.500 |
4,305.5 |
0.382 |
4,299.0 |
LOW |
4,278.0 |
0.618 |
4,244.0 |
1.000 |
4,223.0 |
1.618 |
4,189.0 |
2.618 |
4,134.0 |
4.250 |
4,044.3 |
|
|
Fisher Pivots for day following 22-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,305.5 |
4,293.0 |
PP |
4,304.0 |
4,285.0 |
S1 |
4,302.5 |
4,277.0 |
|