Trading Metrics calculated at close of trading on 24-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
25,856.77 |
26,588.58 |
731.81 |
2.8% |
29,392.22 |
High |
26,794.75 |
26,624.64 |
-170.11 |
-0.6% |
29,667.83 |
Low |
25,544.09 |
25,946.00 |
401.91 |
1.6% |
25,505.81 |
Close |
26,597.27 |
26,013.78 |
-583.49 |
-2.2% |
26,103.02 |
Range |
1,250.66 |
678.64 |
-572.02 |
-45.7% |
4,162.02 |
ATR |
791.90 |
783.81 |
-8.09 |
-1.0% |
0.00 |
Volume |
32,646 |
21,650 |
-10,996 |
-33.7% |
138,341 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,230.73 |
27,800.89 |
26,387.03 |
|
R3 |
27,552.09 |
27,122.25 |
26,200.41 |
|
R2 |
26,873.45 |
26,873.45 |
26,138.20 |
|
R1 |
26,443.61 |
26,443.61 |
26,075.99 |
26,319.21 |
PP |
26,194.81 |
26,194.81 |
26,194.81 |
26,132.61 |
S1 |
25,764.97 |
25,764.97 |
25,951.57 |
25,640.57 |
S2 |
25,516.17 |
25,516.17 |
25,889.36 |
|
S3 |
24,837.53 |
25,086.33 |
25,827.15 |
|
S4 |
24,158.89 |
24,407.69 |
25,640.53 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39,578.28 |
37,002.67 |
28,392.13 |
|
R3 |
35,416.26 |
32,840.65 |
27,247.58 |
|
R2 |
31,254.24 |
31,254.24 |
26,866.06 |
|
R1 |
28,678.63 |
28,678.63 |
26,484.54 |
27,885.43 |
PP |
27,092.22 |
27,092.22 |
27,092.22 |
26,695.62 |
S1 |
24,516.61 |
24,516.61 |
25,721.50 |
23,723.41 |
S2 |
22,930.20 |
22,930.20 |
25,339.98 |
|
S3 |
18,768.18 |
20,354.59 |
24,958.46 |
|
S4 |
14,606.16 |
16,192.57 |
23,813.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,694.18 |
25,505.81 |
2,188.37 |
8.4% |
1,017.10 |
3.9% |
23% |
False |
False |
27,304 |
10 |
29,667.83 |
25,505.81 |
4,162.02 |
16.0% |
798.62 |
3.1% |
12% |
False |
False |
22,412 |
20 |
30,167.38 |
25,505.81 |
4,661.57 |
17.9% |
693.21 |
2.7% |
11% |
False |
False |
18,863 |
40 |
31,765.71 |
25,505.81 |
6,259.90 |
24.1% |
783.56 |
3.0% |
8% |
False |
False |
17,808 |
60 |
31,765.71 |
24,815.78 |
6,949.93 |
26.7% |
890.52 |
3.4% |
17% |
False |
False |
19,310 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
26.7% |
896.35 |
3.4% |
17% |
False |
False |
19,689 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.7% |
961.02 |
3.7% |
17% |
False |
False |
21,176 |
120 |
31,765.71 |
19,593.39 |
12,172.32 |
46.8% |
1,043.33 |
4.0% |
53% |
False |
False |
24,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,508.86 |
2.618 |
28,401.32 |
1.618 |
27,722.68 |
1.000 |
27,303.28 |
0.618 |
27,044.04 |
HIGH |
26,624.64 |
0.618 |
26,365.40 |
0.500 |
26,285.32 |
0.382 |
26,205.24 |
LOW |
25,946.00 |
0.618 |
25,526.60 |
1.000 |
25,267.36 |
1.618 |
24,847.96 |
2.618 |
24,169.32 |
4.250 |
23,061.78 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
26,285.32 |
26,169.42 |
PP |
26,194.81 |
26,117.54 |
S1 |
26,104.29 |
26,065.66 |
|