| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,939.7 |
1,943.8 |
4.1 |
0.2% |
1,965.0 |
| High |
1,947.4 |
1,952.2 |
4.8 |
0.2% |
1,967.9 |
| Low |
1,933.8 |
1,937.6 |
3.8 |
0.2% |
1,934.4 |
| Close |
1,942.9 |
1,945.9 |
3.0 |
0.2% |
1,936.4 |
| Range |
13.6 |
14.6 |
1.0 |
7.4% |
33.5 |
| ATR |
17.3 |
17.1 |
-0.2 |
-1.1% |
0.0 |
| Volume |
1,366 |
2,969 |
1,603 |
117.3% |
6,532 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,989.0 |
1,982.1 |
1,953.9 |
|
| R3 |
1,974.4 |
1,967.5 |
1,949.9 |
|
| R2 |
1,959.8 |
1,959.8 |
1,948.6 |
|
| R1 |
1,952.9 |
1,952.9 |
1,947.2 |
1,956.4 |
| PP |
1,945.2 |
1,945.2 |
1,945.2 |
1,947.0 |
| S1 |
1,938.3 |
1,938.3 |
1,944.6 |
1,941.8 |
| S2 |
1,930.6 |
1,930.6 |
1,943.2 |
|
| S3 |
1,916.0 |
1,923.7 |
1,941.9 |
|
| S4 |
1,901.4 |
1,909.1 |
1,937.9 |
|
|
| 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 |
1,957.8 |
1,933.8 |
24.0 |
1.2% |
14.3 |
0.7% |
50% |
False |
False |
1,749 |
| 10 |
1,985.5 |
1,933.8 |
51.7 |
2.7% |
14.7 |
0.8% |
23% |
False |
False |
1,707 |
| 20 |
2,042.2 |
1,933.8 |
108.4 |
5.6% |
17.8 |
0.9% |
11% |
False |
False |
1,822 |
| 40 |
2,047.9 |
1,933.8 |
114.1 |
5.9% |
17.6 |
0.9% |
11% |
False |
False |
1,678 |
| 60 |
2,058.0 |
1,933.8 |
124.2 |
6.4% |
19.4 |
1.0% |
10% |
False |
False |
1,343 |
| 80 |
2,140.3 |
1,933.8 |
206.5 |
10.6% |
20.6 |
1.1% |
6% |
False |
False |
1,138 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.6% |
20.1 |
1.0% |
6% |
False |
False |
990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,014.3 |
|
2.618 |
1,990.4 |
|
1.618 |
1,975.8 |
|
1.000 |
1,966.8 |
|
0.618 |
1,961.2 |
|
HIGH |
1,952.2 |
|
0.618 |
1,946.6 |
|
0.500 |
1,944.9 |
|
0.382 |
1,943.2 |
|
LOW |
1,937.6 |
|
0.618 |
1,928.6 |
|
1.000 |
1,923.0 |
|
1.618 |
1,914.0 |
|
2.618 |
1,899.4 |
|
4.250 |
1,875.6 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,945.6 |
1,944.9 |
| PP |
1,945.2 |
1,944.0 |
| S1 |
1,944.9 |
1,943.0 |
|