Trading Metrics calculated at close of trading on 21-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
14,748.00 |
14,762.50 |
14.50 |
0.1% |
15,104.00 |
High |
14,802.75 |
15,013.75 |
211.00 |
1.4% |
15,335.00 |
Low |
14,609.25 |
14,720.50 |
111.25 |
0.8% |
14,609.25 |
Close |
14,744.00 |
14,985.75 |
241.75 |
1.6% |
14,744.00 |
Range |
193.50 |
293.25 |
99.75 |
51.6% |
725.75 |
ATR |
246.45 |
249.79 |
3.34 |
1.4% |
0.00 |
Volume |
731,241 |
641,685 |
-89,556 |
-12.2% |
3,202,477 |
|
Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,786.50 |
15,679.25 |
15,147.00 |
|
R3 |
15,493.25 |
15,386.00 |
15,066.50 |
|
R2 |
15,200.00 |
15,200.00 |
15,039.50 |
|
R1 |
15,092.75 |
15,092.75 |
15,012.75 |
15,146.50 |
PP |
14,906.75 |
14,906.75 |
14,906.75 |
14,933.50 |
S1 |
14,799.50 |
14,799.50 |
14,958.75 |
14,853.00 |
S2 |
14,613.50 |
14,613.50 |
14,932.00 |
|
S3 |
14,320.25 |
14,506.25 |
14,905.00 |
|
S4 |
14,027.00 |
14,213.00 |
14,824.50 |
|
|
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 |
4.8% |
254.25 |
1.7% |
52% |
False |
False |
657,906 |
10 |
15,497.75 |
14,609.25 |
888.50 |
5.9% |
263.50 |
1.8% |
42% |
False |
False |
655,677 |
20 |
15,917.00 |
14,609.25 |
1,307.75 |
8.7% |
255.00 |
1.7% |
29% |
False |
False |
658,436 |
40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.7% |
236.50 |
1.6% |
26% |
False |
False |
625,217 |
60 |
16,062.75 |
13,965.50 |
2,097.25 |
14.0% |
241.50 |
1.6% |
49% |
False |
False |
520,217 |
80 |
16,062.75 |
13,078.00 |
2,984.75 |
19.9% |
229.50 |
1.5% |
64% |
False |
False |
390,429 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.8% |
221.00 |
1.5% |
65% |
False |
False |
312,449 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
27.6% |
229.25 |
1.5% |
74% |
False |
False |
260,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,260.00 |
2.618 |
15,781.50 |
1.618 |
15,488.25 |
1.000 |
15,307.00 |
0.618 |
15,195.00 |
HIGH |
15,013.75 |
0.618 |
14,901.75 |
0.500 |
14,867.00 |
0.382 |
14,832.50 |
LOW |
14,720.50 |
0.618 |
14,539.25 |
1.000 |
14,427.25 |
1.618 |
14,246.00 |
2.618 |
13,952.75 |
4.250 |
13,474.25 |
|
|
Fisher Pivots for day following 21-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
14,946.25 |
14,928.50 |
PP |
14,906.75 |
14,871.00 |
S1 |
14,867.00 |
14,813.75 |
|