| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,843.1970 |
1,828.2740 |
-14.9230 |
-0.8% |
1,820.2290 |
| High |
1,846.4190 |
1,830.7230 |
-15.6960 |
-0.9% |
1,872.9570 |
| Low |
1,817.6400 |
1,800.4210 |
-17.2190 |
-0.9% |
1,804.9430 |
| Close |
1,829.1340 |
1,809.7620 |
-19.3720 |
-1.1% |
1,844.7050 |
| Range |
28.7790 |
30.3020 |
1.5230 |
5.3% |
68.0140 |
| ATR |
42.2638 |
41.4094 |
-0.8544 |
-2.0% |
0.0000 |
| Volume |
93,675 |
121,018 |
27,343 |
29.2% |
439,983 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,904.5413 |
1,887.4537 |
1,826.4281 |
|
| R3 |
1,874.2393 |
1,857.1517 |
1,818.0951 |
|
| R2 |
1,843.9373 |
1,843.9373 |
1,815.3174 |
|
| R1 |
1,826.8497 |
1,826.8497 |
1,812.5397 |
1,820.2425 |
| PP |
1,813.6353 |
1,813.6353 |
1,813.6353 |
1,810.3318 |
| S1 |
1,796.5477 |
1,796.5477 |
1,806.9843 |
1,789.9405 |
| S2 |
1,783.3333 |
1,783.3333 |
1,804.2066 |
|
| S3 |
1,753.0313 |
1,766.2457 |
1,801.4290 |
|
| S4 |
1,722.7293 |
1,735.9437 |
1,793.0959 |
|
|
| 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 |
1,865.0350 |
1,800.4210 |
64.6140 |
3.6% |
24.5804 |
1.4% |
14% |
False |
True |
78,013 |
| 10 |
1,872.9570 |
1,800.4210 |
72.5360 |
4.0% |
30.1869 |
1.7% |
13% |
False |
True |
89,815 |
| 20 |
1,928.8080 |
1,800.4210 |
128.3870 |
7.1% |
34.9805 |
1.9% |
7% |
False |
True |
89,935 |
| 40 |
2,026.3210 |
1,775.0400 |
251.2810 |
13.9% |
53.6569 |
3.0% |
14% |
False |
False |
120,625 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
22.1% |
56.9535 |
3.1% |
46% |
False |
False |
110,344 |
| 80 |
2,026.3210 |
1,627.2270 |
399.0940 |
22.1% |
62.0043 |
3.4% |
46% |
False |
False |
131,508 |
| 100 |
2,137.7700 |
1,627.2270 |
510.5430 |
28.2% |
66.5534 |
3.7% |
36% |
False |
False |
151,290 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
42.3% |
71.2820 |
3.9% |
57% |
False |
False |
168,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,959.5065 |
|
2.618 |
1,910.0536 |
|
1.618 |
1,879.7516 |
|
1.000 |
1,861.0250 |
|
0.618 |
1,849.4496 |
|
HIGH |
1,830.7230 |
|
0.618 |
1,819.1476 |
|
0.500 |
1,815.5720 |
|
0.382 |
1,811.9964 |
|
LOW |
1,800.4210 |
|
0.618 |
1,781.6944 |
|
1.000 |
1,770.1190 |
|
1.618 |
1,751.3924 |
|
2.618 |
1,721.0904 |
|
4.250 |
1,671.6375 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,815.5720 |
1,831.1900 |
| PP |
1,813.6353 |
1,824.0473 |
| S1 |
1,811.6987 |
1,816.9047 |
|