| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,943.8 |
1,946.6 |
2.8 |
0.1% |
1,965.0 |
| High |
1,952.2 |
1,969.4 |
17.2 |
0.9% |
1,967.9 |
| Low |
1,937.6 |
1,946.6 |
9.0 |
0.5% |
1,934.4 |
| Close |
1,945.9 |
1,968.1 |
22.2 |
1.1% |
1,936.4 |
| Range |
14.6 |
22.8 |
8.2 |
56.2% |
33.5 |
| ATR |
17.1 |
17.5 |
0.5 |
2.7% |
0.0 |
| Volume |
2,969 |
973 |
-1,996 |
-67.2% |
6,532 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,029.8 |
2,021.7 |
1,980.6 |
|
| R3 |
2,007.0 |
1,998.9 |
1,974.4 |
|
| R2 |
1,984.2 |
1,984.2 |
1,972.3 |
|
| R1 |
1,976.1 |
1,976.1 |
1,970.2 |
1,980.2 |
| PP |
1,961.4 |
1,961.4 |
1,961.4 |
1,963.4 |
| S1 |
1,953.3 |
1,953.3 |
1,966.0 |
1,957.4 |
| S2 |
1,938.6 |
1,938.6 |
1,963.9 |
|
| S3 |
1,915.8 |
1,930.5 |
1,961.8 |
|
| S4 |
1,893.0 |
1,907.7 |
1,955.6 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.7 |
2,025.1 |
1,954.8 |
|
| R3 |
2,013.2 |
1,991.6 |
1,945.6 |
|
| R2 |
1,979.7 |
1,979.7 |
1,942.5 |
|
| R1 |
1,958.1 |
1,958.1 |
1,939.5 |
1,952.2 |
| PP |
1,946.2 |
1,946.2 |
1,946.2 |
1,943.3 |
| S1 |
1,924.6 |
1,924.6 |
1,933.3 |
1,918.7 |
| S2 |
1,912.7 |
1,912.7 |
1,930.3 |
|
| S3 |
1,879.2 |
1,891.1 |
1,927.2 |
|
| S4 |
1,845.7 |
1,857.6 |
1,918.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,969.4 |
1,933.8 |
35.6 |
1.8% |
15.8 |
0.8% |
96% |
True |
False |
1,711 |
| 10 |
1,983.2 |
1,933.8 |
49.4 |
2.5% |
15.2 |
0.8% |
69% |
False |
False |
1,567 |
| 20 |
2,042.2 |
1,933.8 |
108.4 |
5.5% |
18.2 |
0.9% |
32% |
False |
False |
1,696 |
| 40 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
17.7 |
0.9% |
30% |
False |
False |
1,691 |
| 60 |
2,058.0 |
1,933.8 |
124.2 |
6.3% |
19.5 |
1.0% |
28% |
False |
False |
1,354 |
| 80 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
20.7 |
1.1% |
17% |
False |
False |
1,145 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
20.2 |
1.0% |
17% |
False |
False |
999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,066.3 |
|
2.618 |
2,029.1 |
|
1.618 |
2,006.3 |
|
1.000 |
1,992.2 |
|
0.618 |
1,983.5 |
|
HIGH |
1,969.4 |
|
0.618 |
1,960.7 |
|
0.500 |
1,958.0 |
|
0.382 |
1,955.3 |
|
LOW |
1,946.6 |
|
0.618 |
1,932.5 |
|
1.000 |
1,923.8 |
|
1.618 |
1,909.7 |
|
2.618 |
1,886.9 |
|
4.250 |
1,849.7 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,964.7 |
1,962.6 |
| PP |
1,961.4 |
1,957.1 |
| S1 |
1,958.0 |
1,951.6 |
|