| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
444.70 |
446.27 |
1.57 |
0.4% |
448.71 |
| High |
448.11 |
446.64 |
-1.47 |
-0.3% |
451.70 |
| Low |
444.38 |
442.30 |
-2.08 |
-0.5% |
443.35 |
| Close |
448.11 |
442.89 |
-5.22 |
-1.2% |
445.65 |
| Range |
3.73 |
4.34 |
0.61 |
16.4% |
8.36 |
| ATR |
4.30 |
4.41 |
0.11 |
2.5% |
0.00 |
| Volume |
47,867,400 |
75,707,500 |
27,840,100 |
58.2% |
370,204,600 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
456.96 |
454.27 |
445.28 |
|
| R3 |
452.62 |
449.93 |
444.08 |
|
| R2 |
448.28 |
448.28 |
443.69 |
|
| R1 |
445.59 |
445.59 |
443.29 |
444.77 |
| PP |
443.94 |
443.94 |
443.94 |
443.53 |
| S1 |
441.25 |
441.25 |
442.49 |
440.43 |
| S2 |
439.60 |
439.60 |
442.09 |
|
| S3 |
435.26 |
436.91 |
441.70 |
|
| S4 |
430.92 |
432.57 |
440.50 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
471.96 |
467.16 |
450.25 |
|
| R3 |
463.61 |
458.81 |
447.95 |
|
| R2 |
455.25 |
455.25 |
447.18 |
|
| R1 |
450.45 |
450.45 |
446.42 |
448.68 |
| PP |
446.90 |
446.90 |
446.90 |
446.01 |
| S1 |
442.10 |
442.10 |
444.88 |
440.32 |
| S2 |
438.54 |
438.54 |
444.12 |
|
| S3 |
430.19 |
433.74 |
443.35 |
|
| S4 |
421.83 |
425.39 |
441.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
451.70 |
442.30 |
9.40 |
2.1% |
4.53 |
1.0% |
6% |
False |
True |
72,812,160 |
| 10 |
453.52 |
442.30 |
11.22 |
2.5% |
4.52 |
1.0% |
5% |
False |
True |
75,226,130 |
| 20 |
459.44 |
442.30 |
17.14 |
3.9% |
3.97 |
0.9% |
3% |
False |
True |
71,501,800 |
| 40 |
459.44 |
431.19 |
28.25 |
6.4% |
3.52 |
0.8% |
41% |
False |
False |
72,312,772 |
| 60 |
459.44 |
409.88 |
49.56 |
11.2% |
3.71 |
0.8% |
67% |
False |
False |
77,340,825 |
| 80 |
459.44 |
403.74 |
55.70 |
12.6% |
3.79 |
0.9% |
70% |
False |
False |
77,647,585 |
| 100 |
459.44 |
389.40 |
70.04 |
15.8% |
3.84 |
0.9% |
76% |
False |
False |
77,325,860 |
| 120 |
459.44 |
380.65 |
78.79 |
17.8% |
4.21 |
1.0% |
79% |
False |
False |
83,396,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
465.09 |
|
2.618 |
458.00 |
|
1.618 |
453.66 |
|
1.000 |
450.98 |
|
0.618 |
449.32 |
|
HIGH |
446.64 |
|
0.618 |
444.98 |
|
0.500 |
444.47 |
|
0.382 |
443.96 |
|
LOW |
442.30 |
|
0.618 |
439.62 |
|
1.000 |
437.96 |
|
1.618 |
435.28 |
|
2.618 |
430.94 |
|
4.250 |
423.86 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
444.47 |
445.21 |
| PP |
443.94 |
444.43 |
| S1 |
443.42 |
443.66 |
|