Trading Metrics calculated at close of trading on 21-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,663.0 |
15,640.0 |
-23.0 |
-0.1% |
15,924.0 |
High |
15,708.0 |
15,756.0 |
48.0 |
0.3% |
16,017.0 |
Low |
15,511.0 |
15,605.0 |
94.0 |
0.6% |
15,511.0 |
Close |
15,626.0 |
15,634.0 |
8.0 |
0.1% |
15,626.0 |
Range |
197.0 |
151.0 |
-46.0 |
-23.4% |
506.0 |
ATR |
202.0 |
198.4 |
-3.6 |
-1.8% |
0.0 |
Volume |
64,931 |
48,541 |
-16,390 |
-25.2% |
277,952 |
|
Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,118.0 |
16,027.0 |
15,717.1 |
|
R3 |
15,967.0 |
15,876.0 |
15,675.5 |
|
R2 |
15,816.0 |
15,816.0 |
15,661.7 |
|
R1 |
15,725.0 |
15,725.0 |
15,647.8 |
15,695.0 |
PP |
15,665.0 |
15,665.0 |
15,665.0 |
15,650.0 |
S1 |
15,574.0 |
15,574.0 |
15,620.2 |
15,544.0 |
S2 |
15,514.0 |
15,514.0 |
15,606.3 |
|
S3 |
15,363.0 |
15,423.0 |
15,592.5 |
|
S4 |
15,212.0 |
15,272.0 |
15,551.0 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,236.0 |
16,937.0 |
15,904.3 |
|
R3 |
16,730.0 |
16,431.0 |
15,765.2 |
|
R2 |
16,224.0 |
16,224.0 |
15,718.8 |
|
R1 |
15,925.0 |
15,925.0 |
15,672.4 |
15,821.5 |
PP |
15,718.0 |
15,718.0 |
15,718.0 |
15,666.3 |
S1 |
15,419.0 |
15,419.0 |
15,579.6 |
15,315.5 |
S2 |
15,212.0 |
15,212.0 |
15,533.2 |
|
S3 |
14,706.0 |
14,913.0 |
15,486.9 |
|
S4 |
14,200.0 |
14,407.0 |
15,347.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,017.0 |
15,511.0 |
506.0 |
3.2% |
191.0 |
1.2% |
24% |
False |
False |
55,934 |
10 |
16,123.0 |
15,511.0 |
612.0 |
3.9% |
195.3 |
1.2% |
20% |
False |
False |
56,963 |
20 |
16,615.0 |
15,511.0 |
1,104.0 |
7.1% |
203.1 |
1.3% |
11% |
False |
False |
57,571 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.1% |
187.7 |
1.2% |
11% |
False |
False |
56,207 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.1% |
180.6 |
1.2% |
11% |
False |
False |
45,510 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.1% |
163.4 |
1.0% |
11% |
False |
False |
34,149 |
100 |
16,615.0 |
15,323.0 |
1,292.0 |
8.3% |
148.3 |
0.9% |
24% |
False |
False |
27,322 |
120 |
16,615.0 |
14,978.0 |
1,637.0 |
10.5% |
128.9 |
0.8% |
40% |
False |
False |
22,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,397.8 |
2.618 |
16,151.3 |
1.618 |
16,000.3 |
1.000 |
15,907.0 |
0.618 |
15,849.3 |
HIGH |
15,756.0 |
0.618 |
15,698.3 |
0.500 |
15,680.5 |
0.382 |
15,662.7 |
LOW |
15,605.0 |
0.618 |
15,511.7 |
1.000 |
15,454.0 |
1.618 |
15,360.7 |
2.618 |
15,209.7 |
4.250 |
14,963.3 |
|
|
Fisher Pivots for day following 21-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,680.5 |
15,677.0 |
PP |
15,665.0 |
15,662.7 |
S1 |
15,649.5 |
15,648.3 |
|