Trading Metrics calculated at close of trading on 18-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
14,940.25 |
14,748.00 |
-192.25 |
-1.3% |
15,104.00 |
High |
15,018.25 |
14,802.75 |
-215.50 |
-1.4% |
15,335.00 |
Low |
14,738.25 |
14,609.25 |
-129.00 |
-0.9% |
14,609.25 |
Close |
14,778.00 |
14,744.00 |
-34.00 |
-0.2% |
14,744.00 |
Range |
280.00 |
193.50 |
-86.50 |
-30.9% |
725.75 |
ATR |
250.53 |
246.45 |
-4.07 |
-1.6% |
0.00 |
Volume |
681,399 |
731,241 |
49,842 |
7.3% |
3,202,477 |
|
Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,299.25 |
15,215.00 |
14,850.50 |
|
R3 |
15,105.75 |
15,021.50 |
14,797.25 |
|
R2 |
14,912.25 |
14,912.25 |
14,779.50 |
|
R1 |
14,828.00 |
14,828.00 |
14,761.75 |
14,773.50 |
PP |
14,718.75 |
14,718.75 |
14,718.75 |
14,691.25 |
S1 |
14,634.50 |
14,634.50 |
14,726.25 |
14,580.00 |
S2 |
14,525.25 |
14,525.25 |
14,708.50 |
|
S3 |
14,331.75 |
14,441.00 |
14,690.75 |
|
S4 |
14,138.25 |
14,247.50 |
14,637.50 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,073.25 |
16,634.50 |
15,143.25 |
|
R3 |
16,347.50 |
15,908.75 |
14,943.50 |
|
R2 |
15,621.75 |
15,621.75 |
14,877.00 |
|
R1 |
15,183.00 |
15,183.00 |
14,810.50 |
15,039.50 |
PP |
14,896.00 |
14,896.00 |
14,896.00 |
14,824.50 |
S1 |
14,457.25 |
14,457.25 |
14,677.50 |
14,313.75 |
S2 |
14,170.25 |
14,170.25 |
14,611.00 |
|
S3 |
13,444.50 |
13,731.50 |
14,544.50 |
|
S4 |
12,718.75 |
13,005.75 |
14,344.75 |
|
|
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 |
14,609.25 |
725.75 |
4.9% |
248.00 |
1.7% |
19% |
False |
True |
640,495 |
10 |
15,497.75 |
14,609.25 |
888.50 |
6.0% |
250.25 |
1.7% |
15% |
False |
True |
649,338 |
20 |
15,917.00 |
14,609.25 |
1,307.75 |
8.9% |
247.00 |
1.7% |
10% |
False |
True |
654,445 |
40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.9% |
235.50 |
1.6% |
9% |
False |
True |
624,690 |
60 |
16,062.75 |
13,726.25 |
2,336.50 |
15.8% |
241.25 |
1.6% |
44% |
False |
False |
509,570 |
80 |
16,062.75 |
13,006.75 |
3,056.00 |
20.7% |
227.75 |
1.5% |
57% |
False |
False |
382,417 |
100 |
16,062.75 |
12,880.00 |
3,182.75 |
21.6% |
220.50 |
1.5% |
59% |
False |
False |
306,041 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
28.0% |
228.50 |
1.5% |
68% |
False |
False |
255,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,625.00 |
2.618 |
15,309.25 |
1.618 |
15,115.75 |
1.000 |
14,996.25 |
0.618 |
14,922.25 |
HIGH |
14,802.75 |
0.618 |
14,728.75 |
0.500 |
14,706.00 |
0.382 |
14,683.25 |
LOW |
14,609.25 |
0.618 |
14,489.75 |
1.000 |
14,415.75 |
1.618 |
14,296.25 |
2.618 |
14,102.75 |
4.250 |
13,787.00 |
|
|
Fisher Pivots for day following 18-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
14,731.25 |
14,887.50 |
PP |
14,718.75 |
14,839.75 |
S1 |
14,706.00 |
14,792.00 |
|