| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,828.2740 |
1,808.2600 |
-20.0140 |
-1.1% |
1,820.2290 |
| High |
1,830.7230 |
1,813.5820 |
-17.1410 |
-0.9% |
1,872.9570 |
| Low |
1,800.4210 |
1,712.5110 |
-87.9100 |
-4.9% |
1,804.9430 |
| Close |
1,809.7620 |
1,718.8870 |
-90.8750 |
-5.0% |
1,844.7050 |
| Range |
30.3020 |
101.0710 |
70.7690 |
233.5% |
68.0140 |
| ATR |
41.4094 |
45.6709 |
4.2615 |
10.3% |
0.0000 |
| Volume |
121,018 |
240,175 |
119,157 |
98.5% |
439,983 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,051.5397 |
1,986.2843 |
1,774.4761 |
|
| R3 |
1,950.4687 |
1,885.2133 |
1,746.6815 |
|
| R2 |
1,849.3977 |
1,849.3977 |
1,737.4167 |
|
| R1 |
1,784.1423 |
1,784.1423 |
1,728.1518 |
1,766.2345 |
| PP |
1,748.3267 |
1,748.3267 |
1,748.3267 |
1,739.3728 |
| S1 |
1,683.0713 |
1,683.0713 |
1,709.6222 |
1,665.1635 |
| S2 |
1,647.2557 |
1,647.2557 |
1,700.3573 |
|
| S3 |
1,546.1847 |
1,582.0003 |
1,691.0925 |
|
| S4 |
1,445.1137 |
1,480.9293 |
1,663.2980 |
|
|
| 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 |
1,861.9590 |
1,712.5110 |
149.4480 |
8.7% |
40.9396 |
2.4% |
4% |
False |
True |
108,422 |
| 10 |
1,872.9570 |
1,712.5110 |
160.4460 |
9.3% |
37.1122 |
2.2% |
4% |
False |
True |
102,049 |
| 20 |
1,905.4210 |
1,712.5110 |
192.9100 |
11.2% |
37.5500 |
2.2% |
3% |
False |
True |
92,474 |
| 40 |
2,026.3210 |
1,712.5110 |
313.8100 |
18.3% |
53.1550 |
3.1% |
2% |
False |
True |
117,418 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
23.2% |
58.0405 |
3.4% |
23% |
False |
False |
114,327 |
| 80 |
2,026.3210 |
1,627.2270 |
399.0940 |
23.2% |
62.2915 |
3.6% |
23% |
False |
False |
134,476 |
| 100 |
2,137.7700 |
1,627.2270 |
510.5430 |
29.7% |
66.6556 |
3.9% |
18% |
False |
False |
150,877 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
44.5% |
71.4179 |
4.2% |
45% |
False |
False |
167,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,243.1338 |
|
2.618 |
2,078.1859 |
|
1.618 |
1,977.1149 |
|
1.000 |
1,914.6530 |
|
0.618 |
1,876.0439 |
|
HIGH |
1,813.5820 |
|
0.618 |
1,774.9729 |
|
0.500 |
1,763.0465 |
|
0.382 |
1,751.1201 |
|
LOW |
1,712.5110 |
|
0.618 |
1,650.0491 |
|
1.000 |
1,611.4400 |
|
1.618 |
1,548.9781 |
|
2.618 |
1,447.9071 |
|
4.250 |
1,282.9593 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,763.0465 |
1,779.4650 |
| PP |
1,748.3267 |
1,759.2723 |
| S1 |
1,733.6068 |
1,739.0797 |
|