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 |
4,320.0 |
4,336.0 |
16.0 |
0.4% |
4,385.0 |
High |
4,337.0 |
4,359.0 |
22.0 |
0.5% |
4,388.0 |
Low |
4,290.0 |
4,255.0 |
-35.0 |
-0.8% |
4,221.0 |
Close |
4,308.0 |
4,271.0 |
-37.0 |
-0.9% |
4,255.0 |
Range |
47.0 |
104.0 |
57.0 |
121.3% |
167.0 |
ATR |
54.6 |
58.2 |
3.5 |
6.5% |
0.0 |
Volume |
1,314 |
1,014 |
-300 |
-22.8% |
7,613 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,607.0 |
4,543.0 |
4,328.2 |
|
R3 |
4,503.0 |
4,439.0 |
4,299.6 |
|
R2 |
4,399.0 |
4,399.0 |
4,290.1 |
|
R1 |
4,335.0 |
4,335.0 |
4,280.5 |
4,315.0 |
PP |
4,295.0 |
4,295.0 |
4,295.0 |
4,285.0 |
S1 |
4,231.0 |
4,231.0 |
4,261.5 |
4,211.0 |
S2 |
4,191.0 |
4,191.0 |
4,251.9 |
|
S3 |
4,087.0 |
4,127.0 |
4,242.4 |
|
S4 |
3,983.0 |
4,023.0 |
4,213.8 |
|
|
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 |
4,359.0 |
4,221.0 |
138.0 |
3.2% |
59.8 |
1.4% |
36% |
True |
False |
4,649 |
10 |
4,408.0 |
4,221.0 |
187.0 |
4.4% |
55.6 |
1.3% |
27% |
False |
False |
5,029 |
20 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
50.2 |
1.2% |
16% |
False |
False |
2,641 |
40 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
43.7 |
1.0% |
16% |
False |
False |
1,493 |
60 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
35.0 |
0.8% |
16% |
False |
False |
1,496 |
80 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
29.7 |
0.7% |
16% |
False |
False |
1,123 |
100 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
23.7 |
0.6% |
16% |
False |
False |
1,072 |
120 |
4,533.0 |
3,996.0 |
537.0 |
12.6% |
19.8 |
0.5% |
51% |
False |
False |
1,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,801.0 |
2.618 |
4,631.3 |
1.618 |
4,527.3 |
1.000 |
4,463.0 |
0.618 |
4,423.3 |
HIGH |
4,359.0 |
0.618 |
4,319.3 |
0.500 |
4,307.0 |
0.382 |
4,294.7 |
LOW |
4,255.0 |
0.618 |
4,190.7 |
1.000 |
4,151.0 |
1.618 |
4,086.7 |
2.618 |
3,982.7 |
4.250 |
3,813.0 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,307.0 |
4,307.0 |
PP |
4,295.0 |
4,295.0 |
S1 |
4,283.0 |
4,283.0 |
|