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 |
1,946.6 |
1,965.3 |
18.7 |
1.0% |
1,965.0 |
High |
1,969.4 |
1,970.9 |
1.5 |
0.1% |
1,967.9 |
Low |
1,946.6 |
1,960.0 |
13.4 |
0.7% |
1,934.4 |
Close |
1,968.1 |
1,967.2 |
-0.9 |
0.0% |
1,936.4 |
Range |
22.8 |
10.9 |
-11.9 |
-52.2% |
33.5 |
ATR |
17.5 |
17.0 |
-0.5 |
-2.7% |
0.0 |
Volume |
973 |
1,001 |
28 |
2.9% |
6,532 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,998.7 |
1,993.9 |
1,973.2 |
|
R3 |
1,987.8 |
1,983.0 |
1,970.2 |
|
R2 |
1,976.9 |
1,976.9 |
1,969.2 |
|
R1 |
1,972.1 |
1,972.1 |
1,968.2 |
1,974.5 |
PP |
1,966.0 |
1,966.0 |
1,966.0 |
1,967.3 |
S1 |
1,961.2 |
1,961.2 |
1,966.2 |
1,963.6 |
S2 |
1,955.1 |
1,955.1 |
1,965.2 |
|
S3 |
1,944.2 |
1,950.3 |
1,964.2 |
|
S4 |
1,933.3 |
1,939.4 |
1,961.2 |
|
|
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 |
1,970.9 |
1,933.8 |
37.1 |
1.9% |
14.3 |
0.7% |
90% |
True |
False |
1,619 |
10 |
1,973.0 |
1,933.8 |
39.2 |
2.0% |
14.4 |
0.7% |
85% |
False |
False |
1,444 |
20 |
2,031.2 |
1,933.8 |
97.4 |
5.0% |
16.7 |
0.8% |
34% |
False |
False |
1,650 |
40 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
17.7 |
0.9% |
29% |
False |
False |
1,693 |
60 |
2,058.0 |
1,933.8 |
124.2 |
6.3% |
19.2 |
1.0% |
27% |
False |
False |
1,364 |
80 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
20.6 |
1.0% |
16% |
False |
False |
1,156 |
100 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
20.1 |
1.0% |
16% |
False |
False |
1,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,017.2 |
2.618 |
1,999.4 |
1.618 |
1,988.5 |
1.000 |
1,981.8 |
0.618 |
1,977.6 |
HIGH |
1,970.9 |
0.618 |
1,966.7 |
0.500 |
1,965.5 |
0.382 |
1,964.2 |
LOW |
1,960.0 |
0.618 |
1,953.3 |
1.000 |
1,949.1 |
1.618 |
1,942.4 |
2.618 |
1,931.5 |
4.250 |
1,913.7 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,966.6 |
1,962.9 |
PP |
1,966.0 |
1,958.6 |
S1 |
1,965.5 |
1,954.3 |
|