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 |
15,924.0 |
15,987.0 |
63.0 |
0.4% |
15,940.0 |
High |
15,996.0 |
16,017.0 |
21.0 |
0.1% |
16,123.0 |
Low |
15,807.0 |
15,753.0 |
-54.0 |
-0.3% |
15,769.0 |
Close |
15,950.0 |
15,817.0 |
-133.0 |
-0.8% |
15,887.0 |
Range |
189.0 |
264.0 |
75.0 |
39.7% |
354.0 |
ATR |
202.2 |
206.6 |
4.4 |
2.2% |
0.0 |
Volume |
46,823 |
62,592 |
15,769 |
33.7% |
288,796 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,654.3 |
16,499.7 |
15,962.2 |
|
R3 |
16,390.3 |
16,235.7 |
15,889.6 |
|
R2 |
16,126.3 |
16,126.3 |
15,865.4 |
|
R1 |
15,971.7 |
15,971.7 |
15,841.2 |
15,917.0 |
PP |
15,862.3 |
15,862.3 |
15,862.3 |
15,835.0 |
S1 |
15,707.7 |
15,707.7 |
15,792.8 |
15,653.0 |
S2 |
15,598.3 |
15,598.3 |
15,768.6 |
|
S3 |
15,334.3 |
15,443.7 |
15,744.4 |
|
S4 |
15,070.3 |
15,179.7 |
15,671.8 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,988.3 |
16,791.7 |
16,081.7 |
|
R3 |
16,634.3 |
16,437.7 |
15,984.4 |
|
R2 |
16,280.3 |
16,280.3 |
15,951.9 |
|
R1 |
16,083.7 |
16,083.7 |
15,919.5 |
16,005.0 |
PP |
15,926.3 |
15,926.3 |
15,926.3 |
15,887.0 |
S1 |
15,729.7 |
15,729.7 |
15,854.6 |
15,651.0 |
S2 |
15,572.3 |
15,572.3 |
15,822.1 |
|
S3 |
15,218.3 |
15,375.7 |
15,789.7 |
|
S4 |
14,864.3 |
15,021.7 |
15,692.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,123.0 |
15,753.0 |
370.0 |
2.3% |
195.4 |
1.2% |
17% |
False |
True |
57,451 |
10 |
16,305.0 |
15,753.0 |
552.0 |
3.5% |
215.5 |
1.4% |
12% |
False |
True |
59,342 |
20 |
16,615.0 |
15,753.0 |
862.0 |
5.4% |
196.0 |
1.2% |
7% |
False |
True |
56,531 |
40 |
16,615.0 |
15,559.0 |
1,056.0 |
6.7% |
189.7 |
1.2% |
24% |
False |
False |
56,884 |
60 |
16,615.0 |
15,559.0 |
1,056.0 |
6.7% |
177.3 |
1.1% |
24% |
False |
False |
41,900 |
80 |
16,615.0 |
15,559.0 |
1,056.0 |
6.7% |
158.8 |
1.0% |
24% |
False |
False |
31,436 |
100 |
16,615.0 |
15,111.0 |
1,504.0 |
9.5% |
145.0 |
0.9% |
47% |
False |
False |
25,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,139.0 |
2.618 |
16,708.2 |
1.618 |
16,444.2 |
1.000 |
16,281.0 |
0.618 |
16,180.2 |
HIGH |
16,017.0 |
0.618 |
15,916.2 |
0.500 |
15,885.0 |
0.382 |
15,853.8 |
LOW |
15,753.0 |
0.618 |
15,589.8 |
1.000 |
15,489.0 |
1.618 |
15,325.8 |
2.618 |
15,061.8 |
4.250 |
14,631.0 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,885.0 |
15,893.0 |
PP |
15,862.3 |
15,867.7 |
S1 |
15,839.7 |
15,842.3 |
|