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 |
15,104.00 |
15,279.00 |
175.00 |
1.2% |
15,370.50 |
High |
15,282.00 |
15,335.00 |
53.00 |
0.3% |
15,497.75 |
Low |
15,020.75 |
15,074.75 |
54.00 |
0.4% |
15,037.25 |
Close |
15,270.25 |
15,106.50 |
-163.75 |
-1.1% |
15,095.75 |
Range |
261.25 |
260.25 |
-1.00 |
-0.4% |
460.50 |
ATR |
247.65 |
248.55 |
0.90 |
0.4% |
0.00 |
Volume |
554,628 |
593,602 |
38,974 |
7.0% |
3,290,907 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,952.75 |
15,790.00 |
15,249.75 |
|
R3 |
15,692.50 |
15,529.75 |
15,178.00 |
|
R2 |
15,432.25 |
15,432.25 |
15,154.25 |
|
R1 |
15,269.50 |
15,269.50 |
15,130.25 |
15,220.75 |
PP |
15,172.00 |
15,172.00 |
15,172.00 |
15,147.75 |
S1 |
15,009.25 |
15,009.25 |
15,082.75 |
14,960.50 |
S2 |
14,911.75 |
14,911.75 |
15,058.75 |
|
S3 |
14,651.50 |
14,749.00 |
15,035.00 |
|
S4 |
14,391.25 |
14,488.75 |
14,963.25 |
|
|
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 |
15,442.25 |
15,020.75 |
421.50 |
2.8% |
268.75 |
1.8% |
20% |
False |
False |
644,405 |
10 |
15,789.75 |
15,020.75 |
769.00 |
5.1% |
264.50 |
1.8% |
11% |
False |
False |
664,470 |
20 |
16,062.75 |
15,020.75 |
1,042.00 |
6.9% |
247.50 |
1.6% |
8% |
False |
False |
661,591 |
40 |
16,062.75 |
14,853.50 |
1,209.25 |
8.0% |
236.00 |
1.6% |
21% |
False |
False |
620,949 |
60 |
16,062.75 |
13,726.25 |
2,336.50 |
15.5% |
238.50 |
1.6% |
59% |
False |
False |
475,401 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.6% |
225.50 |
1.5% |
69% |
False |
False |
356,759 |
100 |
16,062.75 |
12,772.50 |
3,290.25 |
21.8% |
219.25 |
1.5% |
71% |
False |
False |
285,511 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
27.4% |
225.75 |
1.5% |
77% |
False |
False |
237,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,441.00 |
2.618 |
16,016.25 |
1.618 |
15,756.00 |
1.000 |
15,595.25 |
0.618 |
15,495.75 |
HIGH |
15,335.00 |
0.618 |
15,235.50 |
0.500 |
15,205.00 |
0.382 |
15,174.25 |
LOW |
15,074.75 |
0.618 |
14,914.00 |
1.000 |
14,814.50 |
1.618 |
14,653.75 |
2.618 |
14,393.50 |
4.250 |
13,968.75 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,205.00 |
15,178.00 |
PP |
15,172.00 |
15,154.00 |
S1 |
15,139.25 |
15,130.25 |
|