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 |
4,519.75 |
4,433.75 |
-86.00 |
-1.9% |
4,432.00 |
High |
4,534.50 |
4,476.50 |
-58.00 |
-1.3% |
4,534.50 |
Low |
4,427.00 |
4,412.25 |
-14.75 |
-0.3% |
4,412.25 |
Close |
4,434.00 |
4,463.00 |
29.00 |
0.7% |
4,463.00 |
Range |
107.50 |
64.25 |
-43.25 |
-40.2% |
122.25 |
ATR |
55.12 |
55.77 |
0.65 |
1.2% |
0.00 |
Volume |
8,107 |
9,029 |
922 |
11.4% |
31,588 |
|
Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,643.25 |
4,617.50 |
4,498.25 |
|
R3 |
4,579.00 |
4,553.25 |
4,480.75 |
|
R2 |
4,514.75 |
4,514.75 |
4,474.75 |
|
R1 |
4,489.00 |
4,489.00 |
4,469.00 |
4,502.00 |
PP |
4,450.50 |
4,450.50 |
4,450.50 |
4,457.00 |
S1 |
4,424.75 |
4,424.75 |
4,457.00 |
4,437.50 |
S2 |
4,386.25 |
4,386.25 |
4,451.25 |
|
S3 |
4,322.00 |
4,360.50 |
4,445.25 |
|
S4 |
4,257.75 |
4,296.25 |
4,427.75 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,836.75 |
4,772.00 |
4,530.25 |
|
R3 |
4,714.50 |
4,649.75 |
4,496.50 |
|
R2 |
4,592.25 |
4,592.25 |
4,485.50 |
|
R1 |
4,527.50 |
4,527.50 |
4,474.25 |
4,560.00 |
PP |
4,470.00 |
4,470.00 |
4,470.00 |
4,486.00 |
S1 |
4,405.25 |
4,405.25 |
4,451.75 |
4,437.50 |
S2 |
4,347.75 |
4,347.75 |
4,440.50 |
|
S3 |
4,225.50 |
4,283.00 |
4,429.50 |
|
S4 |
4,103.25 |
4,160.75 |
4,395.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,534.50 |
4,412.25 |
122.25 |
2.7% |
68.50 |
1.5% |
42% |
False |
True |
6,317 |
10 |
4,567.00 |
4,397.75 |
169.25 |
3.8% |
61.00 |
1.4% |
39% |
False |
False |
4,980 |
20 |
4,673.50 |
4,397.75 |
275.75 |
6.2% |
55.25 |
1.2% |
24% |
False |
False |
4,524 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
48.25 |
1.1% |
23% |
False |
False |
3,327 |
60 |
4,685.50 |
4,261.50 |
424.00 |
9.5% |
46.50 |
1.0% |
48% |
False |
False |
2,705 |
80 |
4,685.50 |
4,131.00 |
554.50 |
12.4% |
46.75 |
1.0% |
60% |
False |
False |
2,149 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.4% |
45.50 |
1.0% |
60% |
False |
False |
1,747 |
120 |
4,685.50 |
3,916.00 |
769.50 |
17.2% |
47.25 |
1.1% |
71% |
False |
False |
1,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,749.50 |
2.618 |
4,644.75 |
1.618 |
4,580.50 |
1.000 |
4,540.75 |
0.618 |
4,516.25 |
HIGH |
4,476.50 |
0.618 |
4,452.00 |
0.500 |
4,444.50 |
0.382 |
4,436.75 |
LOW |
4,412.25 |
0.618 |
4,372.50 |
1.000 |
4,348.00 |
1.618 |
4,308.25 |
2.618 |
4,244.00 |
4.250 |
4,139.25 |
|
|
Fisher Pivots for day following 25-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,456.75 |
4,473.50 |
PP |
4,450.50 |
4,470.00 |
S1 |
4,444.50 |
4,466.50 |
|