Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,219.00 |
15,104.00 |
-115.00 |
-0.8% |
15,370.50 |
High |
15,266.75 |
15,282.00 |
15.25 |
0.1% |
15,497.75 |
Low |
15,037.25 |
15,020.75 |
-16.50 |
-0.1% |
15,037.25 |
Close |
15,095.75 |
15,270.25 |
174.50 |
1.2% |
15,095.75 |
Range |
229.50 |
261.25 |
31.75 |
13.8% |
460.50 |
ATR |
246.60 |
247.65 |
1.05 |
0.4% |
0.00 |
Volume |
613,959 |
554,628 |
-59,331 |
-9.7% |
3,290,907 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,974.75 |
15,883.75 |
15,414.00 |
|
R3 |
15,713.50 |
15,622.50 |
15,342.00 |
|
R2 |
15,452.25 |
15,452.25 |
15,318.25 |
|
R1 |
15,361.25 |
15,361.25 |
15,294.25 |
15,406.75 |
PP |
15,191.00 |
15,191.00 |
15,191.00 |
15,213.75 |
S1 |
15,100.00 |
15,100.00 |
15,246.25 |
15,145.50 |
S2 |
14,929.75 |
14,929.75 |
15,222.25 |
|
S3 |
14,668.50 |
14,838.75 |
15,198.50 |
|
S4 |
14,407.25 |
14,577.50 |
15,126.50 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,591.75 |
16,304.25 |
15,349.00 |
|
R3 |
16,131.25 |
15,843.75 |
15,222.50 |
|
R2 |
15,670.75 |
15,670.75 |
15,180.25 |
|
R1 |
15,383.25 |
15,383.25 |
15,138.00 |
15,296.75 |
PP |
15,210.25 |
15,210.25 |
15,210.25 |
15,167.00 |
S1 |
14,922.75 |
14,922.75 |
15,053.50 |
14,836.25 |
S2 |
14,749.75 |
14,749.75 |
15,011.25 |
|
S3 |
14,289.25 |
14,462.25 |
14,969.00 |
|
S4 |
13,828.75 |
14,001.75 |
14,842.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,497.75 |
15,020.75 |
477.00 |
3.1% |
272.50 |
1.8% |
52% |
False |
True |
653,447 |
10 |
15,889.25 |
15,020.75 |
868.50 |
5.7% |
254.75 |
1.7% |
29% |
False |
True |
658,076 |
20 |
16,062.75 |
15,020.75 |
1,042.00 |
6.8% |
249.25 |
1.6% |
24% |
False |
True |
663,575 |
40 |
16,062.75 |
14,853.50 |
1,209.25 |
7.9% |
235.00 |
1.5% |
34% |
False |
False |
622,032 |
60 |
16,062.75 |
13,726.25 |
2,336.50 |
15.3% |
239.00 |
1.6% |
66% |
False |
False |
465,533 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.4% |
224.50 |
1.5% |
75% |
False |
False |
349,345 |
100 |
16,062.75 |
12,772.50 |
3,290.25 |
21.5% |
220.00 |
1.4% |
76% |
False |
False |
279,582 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
27.1% |
225.25 |
1.5% |
81% |
False |
False |
233,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,392.25 |
2.618 |
15,966.00 |
1.618 |
15,704.75 |
1.000 |
15,543.25 |
0.618 |
15,443.50 |
HIGH |
15,282.00 |
0.618 |
15,182.25 |
0.500 |
15,151.50 |
0.382 |
15,120.50 |
LOW |
15,020.75 |
0.618 |
14,859.25 |
1.000 |
14,759.50 |
1.618 |
14,598.00 |
2.618 |
14,336.75 |
4.250 |
13,910.50 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,230.50 |
15,257.25 |
PP |
15,191.00 |
15,244.50 |
S1 |
15,151.50 |
15,231.50 |
|