Trading Metrics calculated at close of trading on 17-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,110.75 |
14,940.25 |
-170.50 |
-1.1% |
15,370.50 |
High |
15,166.00 |
15,018.25 |
-147.75 |
-1.0% |
15,497.75 |
Low |
14,921.50 |
14,738.25 |
-183.25 |
-1.2% |
15,037.25 |
Close |
14,942.25 |
14,778.00 |
-164.25 |
-1.1% |
15,095.75 |
Range |
244.50 |
280.00 |
35.50 |
14.5% |
460.50 |
ATR |
248.26 |
250.53 |
2.27 |
0.9% |
0.00 |
Volume |
641,607 |
681,399 |
39,792 |
6.2% |
3,290,907 |
|
Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,684.75 |
15,511.50 |
14,932.00 |
|
R3 |
15,404.75 |
15,231.50 |
14,855.00 |
|
R2 |
15,124.75 |
15,124.75 |
14,829.25 |
|
R1 |
14,951.50 |
14,951.50 |
14,803.75 |
14,898.00 |
PP |
14,844.75 |
14,844.75 |
14,844.75 |
14,818.25 |
S1 |
14,671.50 |
14,671.50 |
14,752.25 |
14,618.00 |
S2 |
14,564.75 |
14,564.75 |
14,726.75 |
|
S3 |
14,284.75 |
14,391.50 |
14,701.00 |
|
S4 |
14,004.75 |
14,111.50 |
14,624.00 |
|
|
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 |
15,335.00 |
14,738.25 |
596.75 |
4.0% |
255.00 |
1.7% |
7% |
False |
True |
617,039 |
10 |
15,610.25 |
14,738.25 |
872.00 |
5.9% |
258.25 |
1.7% |
5% |
False |
True |
653,537 |
20 |
15,917.00 |
14,738.25 |
1,178.75 |
8.0% |
247.25 |
1.7% |
3% |
False |
True |
653,104 |
40 |
16,062.75 |
14,738.25 |
1,324.50 |
9.0% |
237.50 |
1.6% |
3% |
False |
True |
621,685 |
60 |
16,062.75 |
13,726.25 |
2,336.50 |
15.8% |
242.25 |
1.6% |
45% |
False |
False |
497,416 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
21.1% |
228.50 |
1.5% |
59% |
False |
False |
373,284 |
100 |
16,062.75 |
12,772.50 |
3,290.25 |
22.3% |
220.50 |
1.5% |
61% |
False |
False |
298,732 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
28.0% |
227.75 |
1.5% |
69% |
False |
False |
248,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,208.25 |
2.618 |
15,751.25 |
1.618 |
15,471.25 |
1.000 |
15,298.25 |
0.618 |
15,191.25 |
HIGH |
15,018.25 |
0.618 |
14,911.25 |
0.500 |
14,878.25 |
0.382 |
14,845.25 |
LOW |
14,738.25 |
0.618 |
14,565.25 |
1.000 |
14,458.25 |
1.618 |
14,285.25 |
2.618 |
14,005.25 |
4.250 |
13,548.25 |
|
|
Fisher Pivots for day following 17-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
14,878.25 |
15,036.50 |
PP |
14,844.75 |
14,950.50 |
S1 |
14,811.50 |
14,864.25 |
|