Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,279.00 |
15,110.75 |
-168.25 |
-1.1% |
15,370.50 |
High |
15,335.00 |
15,166.00 |
-169.00 |
-1.1% |
15,497.75 |
Low |
15,074.75 |
14,921.50 |
-153.25 |
-1.0% |
15,037.25 |
Close |
15,106.50 |
14,942.25 |
-164.25 |
-1.1% |
15,095.75 |
Range |
260.25 |
244.50 |
-15.75 |
-6.1% |
460.50 |
ATR |
248.55 |
248.26 |
-0.29 |
-0.1% |
0.00 |
Volume |
593,602 |
641,607 |
48,005 |
8.1% |
3,290,907 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,743.50 |
15,587.25 |
15,076.75 |
|
R3 |
15,499.00 |
15,342.75 |
15,009.50 |
|
R2 |
15,254.50 |
15,254.50 |
14,987.00 |
|
R1 |
15,098.25 |
15,098.25 |
14,964.75 |
15,054.00 |
PP |
15,010.00 |
15,010.00 |
15,010.00 |
14,987.75 |
S1 |
14,853.75 |
14,853.75 |
14,919.75 |
14,809.50 |
S2 |
14,765.50 |
14,765.50 |
14,897.50 |
|
S3 |
14,521.00 |
14,609.25 |
14,875.00 |
|
S4 |
14,276.50 |
14,364.75 |
14,807.75 |
|
|
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 |
14,921.50 |
520.75 |
3.5% |
260.25 |
1.7% |
4% |
False |
True |
642,180 |
10 |
15,610.25 |
14,921.50 |
688.75 |
4.6% |
251.50 |
1.7% |
3% |
False |
True |
651,281 |
20 |
15,925.75 |
14,921.50 |
1,004.25 |
6.7% |
252.00 |
1.7% |
2% |
False |
True |
659,558 |
40 |
16,062.75 |
14,853.50 |
1,209.25 |
8.1% |
237.25 |
1.6% |
7% |
False |
False |
620,667 |
60 |
16,062.75 |
13,726.25 |
2,336.50 |
15.6% |
240.25 |
1.6% |
52% |
False |
False |
486,075 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.9% |
227.00 |
1.5% |
64% |
False |
False |
364,773 |
100 |
16,062.75 |
12,772.50 |
3,290.25 |
22.0% |
219.75 |
1.5% |
66% |
False |
False |
291,922 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
27.7% |
226.25 |
1.5% |
73% |
False |
False |
243,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,205.00 |
2.618 |
15,806.00 |
1.618 |
15,561.50 |
1.000 |
15,410.50 |
0.618 |
15,317.00 |
HIGH |
15,166.00 |
0.618 |
15,072.50 |
0.500 |
15,043.75 |
0.382 |
15,015.00 |
LOW |
14,921.50 |
0.618 |
14,770.50 |
1.000 |
14,677.00 |
1.618 |
14,526.00 |
2.618 |
14,281.50 |
4.250 |
13,882.50 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,043.75 |
15,128.25 |
PP |
15,010.00 |
15,066.25 |
S1 |
14,976.00 |
15,004.25 |
|