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 |
15,738.0 |
15,828.0 |
90.0 |
0.6% |
15,924.0 |
High |
15,866.0 |
15,935.0 |
69.0 |
0.4% |
16,017.0 |
Low |
15,711.0 |
15,587.0 |
-124.0 |
-0.8% |
15,511.0 |
Close |
15,772.0 |
15,670.0 |
-102.0 |
-0.6% |
15,626.0 |
Range |
155.0 |
348.0 |
193.0 |
124.5% |
506.0 |
ATR |
195.8 |
206.7 |
10.9 |
5.6% |
0.0 |
Volume |
48,544 |
57,124 |
8,580 |
17.7% |
277,952 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,774.7 |
16,570.3 |
15,861.4 |
|
R3 |
16,426.7 |
16,222.3 |
15,765.7 |
|
R2 |
16,078.7 |
16,078.7 |
15,733.8 |
|
R1 |
15,874.3 |
15,874.3 |
15,701.9 |
15,802.5 |
PP |
15,730.7 |
15,730.7 |
15,730.7 |
15,694.8 |
S1 |
15,526.3 |
15,526.3 |
15,638.1 |
15,454.5 |
S2 |
15,382.7 |
15,382.7 |
15,606.2 |
|
S3 |
15,034.7 |
15,178.3 |
15,574.3 |
|
S4 |
14,686.7 |
14,830.3 |
15,478.6 |
|
|
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 |
15,935.0 |
15,511.0 |
424.0 |
2.7% |
203.8 |
1.3% |
38% |
True |
False |
53,606 |
10 |
16,033.0 |
15,511.0 |
522.0 |
3.3% |
199.2 |
1.3% |
30% |
False |
False |
53,621 |
20 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
203.0 |
1.3% |
14% |
False |
False |
55,183 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
192.7 |
1.2% |
14% |
False |
False |
56,038 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
182.4 |
1.2% |
14% |
False |
False |
48,077 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
165.9 |
1.1% |
14% |
False |
False |
36,080 |
100 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
150.5 |
1.0% |
14% |
False |
False |
28,867 |
120 |
16,615.0 |
14,978.0 |
1,637.0 |
10.4% |
134.4 |
0.9% |
42% |
False |
False |
24,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,414.0 |
2.618 |
16,846.1 |
1.618 |
16,498.1 |
1.000 |
16,283.0 |
0.618 |
16,150.1 |
HIGH |
15,935.0 |
0.618 |
15,802.1 |
0.500 |
15,761.0 |
0.382 |
15,719.9 |
LOW |
15,587.0 |
0.618 |
15,371.9 |
1.000 |
15,239.0 |
1.618 |
15,023.9 |
2.618 |
14,675.9 |
4.250 |
14,108.0 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,761.0 |
15,761.0 |
PP |
15,730.7 |
15,730.7 |
S1 |
15,700.3 |
15,700.3 |
|