| 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 |
1,887.0 |
1,889.0 |
2.0 |
0.1% |
1,954.0 |
| High |
1,892.7 |
1,892.9 |
0.2 |
0.0% |
1,958.7 |
| Low |
1,866.9 |
1,869.0 |
2.1 |
0.1% |
1,857.1 |
| Close |
1,880.1 |
1,875.5 |
-4.6 |
-0.2% |
1,883.8 |
| Range |
25.8 |
23.9 |
-1.9 |
-7.4% |
101.6 |
| ATR |
31.3 |
30.8 |
-0.5 |
-1.7% |
0.0 |
| Volume |
1,429 |
280 |
-1,149 |
-80.4% |
1,027 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,950.8 |
1,937.1 |
1,888.6 |
|
| R3 |
1,926.9 |
1,913.2 |
1,882.1 |
|
| R2 |
1,903.0 |
1,903.0 |
1,879.9 |
|
| R1 |
1,889.3 |
1,889.3 |
1,877.7 |
1,884.2 |
| PP |
1,879.1 |
1,879.1 |
1,879.1 |
1,876.6 |
| S1 |
1,865.4 |
1,865.4 |
1,873.3 |
1,860.3 |
| S2 |
1,855.2 |
1,855.2 |
1,871.1 |
|
| S3 |
1,831.3 |
1,841.5 |
1,868.9 |
|
| S4 |
1,807.4 |
1,817.6 |
1,862.4 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,204.7 |
2,145.8 |
1,939.7 |
|
| R3 |
2,103.1 |
2,044.2 |
1,911.7 |
|
| R2 |
2,001.5 |
2,001.5 |
1,902.4 |
|
| R1 |
1,942.6 |
1,942.6 |
1,893.1 |
1,921.3 |
| PP |
1,899.9 |
1,899.9 |
1,899.9 |
1,889.2 |
| S1 |
1,841.0 |
1,841.0 |
1,874.5 |
1,819.7 |
| S2 |
1,798.3 |
1,798.3 |
1,865.2 |
|
| S3 |
1,696.7 |
1,739.4 |
1,855.9 |
|
| S4 |
1,595.1 |
1,637.8 |
1,827.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,930.8 |
1,857.1 |
73.7 |
3.9% |
30.2 |
1.6% |
25% |
False |
False |
488 |
| 10 |
1,984.1 |
1,857.1 |
127.0 |
6.8% |
30.9 |
1.6% |
14% |
False |
False |
313 |
| 20 |
2,038.2 |
1,857.1 |
181.1 |
9.7% |
31.9 |
1.7% |
10% |
False |
False |
265 |
| 40 |
2,038.2 |
1,853.4 |
184.8 |
9.9% |
31.0 |
1.7% |
12% |
False |
False |
171 |
| 60 |
2,038.2 |
1,775.0 |
263.2 |
14.0% |
29.4 |
1.6% |
38% |
False |
False |
147 |
| 80 |
2,038.2 |
1,739.6 |
298.6 |
15.9% |
27.8 |
1.5% |
46% |
False |
False |
111 |
| 100 |
2,038.2 |
1,739.6 |
298.6 |
15.9% |
25.8 |
1.4% |
46% |
False |
False |
88 |
| 120 |
2,038.2 |
1,732.5 |
305.7 |
16.3% |
23.8 |
1.3% |
47% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,994.5 |
|
2.618 |
1,955.5 |
|
1.618 |
1,931.6 |
|
1.000 |
1,916.8 |
|
0.618 |
1,907.7 |
|
HIGH |
1,892.9 |
|
0.618 |
1,883.8 |
|
0.500 |
1,881.0 |
|
0.382 |
1,878.1 |
|
LOW |
1,869.0 |
|
0.618 |
1,854.2 |
|
1.000 |
1,845.1 |
|
1.618 |
1,830.3 |
|
2.618 |
1,806.4 |
|
4.250 |
1,767.4 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,881.0 |
1,875.3 |
| PP |
1,879.1 |
1,875.2 |
| S1 |
1,877.3 |
1,875.0 |
|