| 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 |
1,933.1 |
1,922.4 |
-10.7 |
-0.6% |
1,977.6 |
| High |
1,938.2 |
1,933.5 |
-4.7 |
-0.2% |
1,981.7 |
| Low |
1,922.0 |
1,914.2 |
-7.8 |
-0.4% |
1,942.7 |
| Close |
1,928.3 |
1,915.2 |
-13.1 |
-0.7% |
1,946.6 |
| Range |
16.2 |
19.3 |
3.1 |
19.1% |
39.0 |
| ATR |
19.1 |
19.1 |
0.0 |
0.1% |
0.0 |
| Volume |
128,612 |
152,329 |
23,717 |
18.4% |
676,586 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,978.9 |
1,966.3 |
1,925.8 |
|
| R3 |
1,959.6 |
1,947.0 |
1,920.5 |
|
| R2 |
1,940.3 |
1,940.3 |
1,918.7 |
|
| R1 |
1,927.7 |
1,927.7 |
1,917.0 |
1,924.4 |
| PP |
1,921.0 |
1,921.0 |
1,921.0 |
1,919.3 |
| S1 |
1,908.4 |
1,908.4 |
1,913.4 |
1,905.1 |
| S2 |
1,901.7 |
1,901.7 |
1,911.7 |
|
| S3 |
1,882.4 |
1,889.1 |
1,909.9 |
|
| S4 |
1,863.1 |
1,869.8 |
1,904.6 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.0 |
2,049.3 |
1,968.1 |
|
| R3 |
2,035.0 |
2,010.3 |
1,957.3 |
|
| R2 |
1,996.0 |
1,996.0 |
1,953.8 |
|
| R1 |
1,971.3 |
1,971.3 |
1,950.2 |
1,964.2 |
| PP |
1,957.0 |
1,957.0 |
1,957.0 |
1,953.4 |
| S1 |
1,932.3 |
1,932.3 |
1,943.0 |
1,925.2 |
| S2 |
1,918.0 |
1,918.0 |
1,939.5 |
|
| S3 |
1,879.0 |
1,893.3 |
1,935.9 |
|
| S4 |
1,840.0 |
1,854.3 |
1,925.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,953.6 |
1,914.2 |
39.4 |
2.1% |
15.4 |
0.8% |
3% |
False |
True |
138,279 |
| 10 |
1,984.2 |
1,914.2 |
70.0 |
3.7% |
17.7 |
0.9% |
1% |
False |
True |
140,207 |
| 20 |
2,022.1 |
1,914.2 |
107.9 |
5.6% |
19.2 |
1.0% |
1% |
False |
True |
133,482 |
| 40 |
2,028.6 |
1,914.2 |
114.4 |
6.0% |
19.3 |
1.0% |
1% |
False |
True |
79,881 |
| 60 |
2,043.2 |
1,914.2 |
129.0 |
6.7% |
21.3 |
1.1% |
1% |
False |
True |
54,382 |
| 80 |
2,129.7 |
1,914.2 |
215.5 |
11.3% |
22.7 |
1.2% |
0% |
False |
True |
41,426 |
| 100 |
2,129.7 |
1,914.2 |
215.5 |
11.3% |
23.8 |
1.2% |
0% |
False |
True |
33,499 |
| 120 |
2,129.7 |
1,883.8 |
245.9 |
12.8% |
24.7 |
1.3% |
13% |
False |
False |
28,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,015.5 |
|
2.618 |
1,984.0 |
|
1.618 |
1,964.7 |
|
1.000 |
1,952.8 |
|
0.618 |
1,945.4 |
|
HIGH |
1,933.5 |
|
0.618 |
1,926.1 |
|
0.500 |
1,923.9 |
|
0.382 |
1,921.6 |
|
LOW |
1,914.2 |
|
0.618 |
1,902.3 |
|
1.000 |
1,894.9 |
|
1.618 |
1,883.0 |
|
2.618 |
1,863.7 |
|
4.250 |
1,832.2 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,923.9 |
1,929.3 |
| PP |
1,921.0 |
1,924.6 |
| S1 |
1,918.1 |
1,919.9 |
|