Trading Metrics calculated at close of trading on 22-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,640.0 |
15,687.0 |
47.0 |
0.3% |
15,924.0 |
High |
15,756.0 |
15,840.0 |
84.0 |
0.5% |
16,017.0 |
Low |
15,605.0 |
15,672.0 |
67.0 |
0.4% |
15,511.0 |
Close |
15,634.0 |
15,746.0 |
112.0 |
0.7% |
15,626.0 |
Range |
151.0 |
168.0 |
17.0 |
11.3% |
506.0 |
ATR |
198.4 |
198.9 |
0.5 |
0.3% |
0.0 |
Volume |
48,541 |
48,891 |
350 |
0.7% |
277,952 |
|
Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,256.7 |
16,169.3 |
15,838.4 |
|
R3 |
16,088.7 |
16,001.3 |
15,792.2 |
|
R2 |
15,920.7 |
15,920.7 |
15,776.8 |
|
R1 |
15,833.3 |
15,833.3 |
15,761.4 |
15,877.0 |
PP |
15,752.7 |
15,752.7 |
15,752.7 |
15,774.5 |
S1 |
15,665.3 |
15,665.3 |
15,730.6 |
15,709.0 |
S2 |
15,584.7 |
15,584.7 |
15,715.2 |
|
S3 |
15,416.7 |
15,497.3 |
15,699.8 |
|
S4 |
15,248.7 |
15,329.3 |
15,653.6 |
|
|
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 |
15,868.0 |
15,511.0 |
357.0 |
2.3% |
171.8 |
1.1% |
66% |
False |
False |
53,193 |
10 |
16,123.0 |
15,511.0 |
612.0 |
3.9% |
183.6 |
1.2% |
38% |
False |
False |
55,322 |
20 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
206.3 |
1.3% |
21% |
False |
False |
56,367 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
187.6 |
1.2% |
21% |
False |
False |
55,996 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
181.4 |
1.2% |
21% |
False |
False |
46,323 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
163.8 |
1.0% |
21% |
False |
False |
34,760 |
100 |
16,615.0 |
15,379.0 |
1,236.0 |
7.8% |
148.6 |
0.9% |
30% |
False |
False |
27,811 |
120 |
16,615.0 |
14,978.0 |
1,637.0 |
10.4% |
130.3 |
0.8% |
47% |
False |
False |
23,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,554.0 |
2.618 |
16,279.8 |
1.618 |
16,111.8 |
1.000 |
16,008.0 |
0.618 |
15,943.8 |
HIGH |
15,840.0 |
0.618 |
15,775.8 |
0.500 |
15,756.0 |
0.382 |
15,736.2 |
LOW |
15,672.0 |
0.618 |
15,568.2 |
1.000 |
15,504.0 |
1.618 |
15,400.2 |
2.618 |
15,232.2 |
4.250 |
14,958.0 |
|
|
Fisher Pivots for day following 22-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,756.0 |
15,722.5 |
PP |
15,752.7 |
15,699.0 |
S1 |
15,749.3 |
15,675.5 |
|