| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,844.0460 |
1,843.1970 |
-0.8490 |
0.0% |
1,820.2290 |
| High |
1,861.9590 |
1,846.4190 |
-15.5400 |
-0.8% |
1,872.9570 |
| Low |
1,834.1060 |
1,817.6400 |
-16.4660 |
-0.9% |
1,804.9430 |
| Close |
1,844.2810 |
1,829.1340 |
-15.1470 |
-0.8% |
1,844.7050 |
| Range |
27.8530 |
28.7790 |
0.9260 |
3.3% |
68.0140 |
| ATR |
43.3011 |
42.2638 |
-1.0373 |
-2.4% |
0.0000 |
| Volume |
1,046 |
93,675 |
92,629 |
8,855.5% |
439,983 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,917.4013 |
1,902.0467 |
1,844.9625 |
|
| R3 |
1,888.6223 |
1,873.2677 |
1,837.0482 |
|
| R2 |
1,859.8433 |
1,859.8433 |
1,834.4102 |
|
| R1 |
1,844.4887 |
1,844.4887 |
1,831.7721 |
1,837.7765 |
| PP |
1,831.0643 |
1,831.0643 |
1,831.0643 |
1,827.7083 |
| S1 |
1,815.7097 |
1,815.7097 |
1,826.4959 |
1,808.9975 |
| S2 |
1,802.2853 |
1,802.2853 |
1,823.8579 |
|
| S3 |
1,773.5063 |
1,786.9307 |
1,821.2198 |
|
| S4 |
1,744.7273 |
1,758.1517 |
1,813.3056 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,044.9103 |
2,012.8217 |
1,882.1127 |
|
| R3 |
1,976.8963 |
1,944.8077 |
1,863.4089 |
|
| R2 |
1,908.8823 |
1,908.8823 |
1,857.1742 |
|
| R1 |
1,876.7937 |
1,876.7937 |
1,850.9396 |
1,892.8380 |
| PP |
1,840.8683 |
1,840.8683 |
1,840.8683 |
1,848.8905 |
| S1 |
1,808.7797 |
1,808.7797 |
1,838.4704 |
1,824.8240 |
| S2 |
1,772.8543 |
1,772.8543 |
1,832.2358 |
|
| S3 |
1,704.8403 |
1,740.7657 |
1,826.0012 |
|
| S4 |
1,636.8263 |
1,672.7517 |
1,807.2973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,872.9570 |
1,817.6400 |
55.3170 |
3.0% |
24.0728 |
1.3% |
21% |
False |
True |
78,946 |
| 10 |
1,878.5800 |
1,804.9430 |
73.6370 |
4.0% |
32.7598 |
1.8% |
33% |
False |
False |
95,493 |
| 20 |
1,928.8080 |
1,804.9430 |
123.8650 |
6.8% |
34.8273 |
1.9% |
20% |
False |
False |
90,987 |
| 40 |
2,026.3210 |
1,715.5600 |
310.7610 |
17.0% |
54.7415 |
3.0% |
37% |
False |
False |
122,850 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.8% |
56.9534 |
3.1% |
51% |
False |
False |
110,488 |
| 80 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.8% |
63.1877 |
3.5% |
51% |
False |
False |
134,694 |
| 100 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.9% |
67.6165 |
3.7% |
40% |
False |
False |
152,802 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.8% |
71.5296 |
3.9% |
60% |
False |
False |
170,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,968.7298 |
|
2.618 |
1,921.7624 |
|
1.618 |
1,892.9834 |
|
1.000 |
1,875.1980 |
|
0.618 |
1,864.2044 |
|
HIGH |
1,846.4190 |
|
0.618 |
1,835.4254 |
|
0.500 |
1,832.0295 |
|
0.382 |
1,828.6336 |
|
LOW |
1,817.6400 |
|
0.618 |
1,799.8546 |
|
1.000 |
1,788.8610 |
|
1.618 |
1,771.0756 |
|
2.618 |
1,742.2966 |
|
4.250 |
1,695.3293 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,832.0295 |
1,839.7995 |
| PP |
1,831.0643 |
1,836.2443 |
| S1 |
1,830.0992 |
1,832.6892 |
|