| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,965.3 |
1,964.8 |
-0.5 |
0.0% |
1,939.7 |
| High |
1,970.9 |
1,969.8 |
-1.1 |
-0.1% |
1,970.9 |
| Low |
1,960.0 |
1,951.6 |
-8.4 |
-0.4% |
1,933.8 |
| Close |
1,967.2 |
1,960.0 |
-7.2 |
-0.4% |
1,960.0 |
| Range |
10.9 |
18.2 |
7.3 |
67.0% |
37.1 |
| ATR |
17.0 |
17.1 |
0.1 |
0.5% |
0.0 |
| Volume |
1,001 |
1,618 |
617 |
61.6% |
7,927 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,015.1 |
2,005.7 |
1,970.0 |
|
| R3 |
1,996.9 |
1,987.5 |
1,965.0 |
|
| R2 |
1,978.7 |
1,978.7 |
1,963.3 |
|
| R1 |
1,969.3 |
1,969.3 |
1,961.7 |
1,964.9 |
| PP |
1,960.5 |
1,960.5 |
1,960.5 |
1,958.3 |
| S1 |
1,951.1 |
1,951.1 |
1,958.3 |
1,946.7 |
| S2 |
1,942.3 |
1,942.3 |
1,956.7 |
|
| S3 |
1,924.1 |
1,932.9 |
1,955.0 |
|
| S4 |
1,905.9 |
1,914.7 |
1,950.0 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,066.2 |
2,050.2 |
1,980.4 |
|
| R3 |
2,029.1 |
2,013.1 |
1,970.2 |
|
| R2 |
1,992.0 |
1,992.0 |
1,966.8 |
|
| R1 |
1,976.0 |
1,976.0 |
1,963.4 |
1,984.0 |
| PP |
1,954.9 |
1,954.9 |
1,954.9 |
1,958.9 |
| S1 |
1,938.9 |
1,938.9 |
1,956.6 |
1,946.9 |
| S2 |
1,917.8 |
1,917.8 |
1,953.2 |
|
| S3 |
1,880.7 |
1,901.8 |
1,949.8 |
|
| S4 |
1,843.6 |
1,864.7 |
1,939.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,970.9 |
1,933.8 |
37.1 |
1.9% |
16.0 |
0.8% |
71% |
False |
False |
1,585 |
| 10 |
1,970.9 |
1,933.8 |
37.1 |
1.9% |
15.2 |
0.8% |
71% |
False |
False |
1,445 |
| 20 |
2,031.2 |
1,933.8 |
97.4 |
5.0% |
16.8 |
0.9% |
27% |
False |
False |
1,674 |
| 40 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
17.6 |
0.9% |
23% |
False |
False |
1,703 |
| 60 |
2,058.0 |
1,933.8 |
124.2 |
6.3% |
19.1 |
1.0% |
21% |
False |
False |
1,380 |
| 80 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
20.4 |
1.0% |
13% |
False |
False |
1,176 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
20.2 |
1.0% |
13% |
False |
False |
1,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,047.2 |
|
2.618 |
2,017.4 |
|
1.618 |
1,999.2 |
|
1.000 |
1,988.0 |
|
0.618 |
1,981.0 |
|
HIGH |
1,969.8 |
|
0.618 |
1,962.8 |
|
0.500 |
1,960.7 |
|
0.382 |
1,958.6 |
|
LOW |
1,951.6 |
|
0.618 |
1,940.4 |
|
1.000 |
1,933.4 |
|
1.618 |
1,922.2 |
|
2.618 |
1,904.0 |
|
4.250 |
1,874.3 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,960.7 |
1,959.6 |
| PP |
1,960.5 |
1,959.2 |
| S1 |
1,960.2 |
1,958.8 |
|