Trading Metrics calculated at close of trading on 23-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
14,974.50 |
14,959.75 |
-14.75 |
-0.1% |
15,104.00 |
High |
15,118.25 |
15,356.75 |
238.50 |
1.6% |
15,335.00 |
Low |
14,932.00 |
14,957.25 |
25.25 |
0.2% |
14,609.25 |
Close |
14,958.50 |
15,195.50 |
237.00 |
1.6% |
14,744.00 |
Range |
186.25 |
399.50 |
213.25 |
114.5% |
725.75 |
ATR |
245.26 |
256.27 |
11.02 |
4.5% |
0.00 |
Volume |
623,728 |
606,168 |
-17,560 |
-2.8% |
3,202,477 |
|
Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,368.25 |
16,181.50 |
15,415.25 |
|
R3 |
15,968.75 |
15,782.00 |
15,305.25 |
|
R2 |
15,569.25 |
15,569.25 |
15,268.75 |
|
R1 |
15,382.50 |
15,382.50 |
15,232.00 |
15,476.00 |
PP |
15,169.75 |
15,169.75 |
15,169.75 |
15,216.50 |
S1 |
14,983.00 |
14,983.00 |
15,159.00 |
15,076.50 |
S2 |
14,770.25 |
14,770.25 |
15,122.25 |
|
S3 |
14,370.75 |
14,583.50 |
15,085.75 |
|
S4 |
13,971.25 |
14,184.00 |
14,975.75 |
|
|
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 |
15,356.75 |
14,609.25 |
747.50 |
4.9% |
270.50 |
1.8% |
78% |
True |
False |
656,844 |
10 |
15,442.25 |
14,609.25 |
833.00 |
5.5% |
265.50 |
1.7% |
70% |
False |
False |
649,512 |
20 |
15,917.00 |
14,609.25 |
1,307.75 |
8.6% |
263.50 |
1.7% |
45% |
False |
False |
657,995 |
40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.6% |
236.75 |
1.6% |
40% |
False |
False |
625,485 |
60 |
16,062.75 |
14,420.00 |
1,642.75 |
10.8% |
240.00 |
1.6% |
47% |
False |
False |
540,581 |
80 |
16,062.75 |
13,146.50 |
2,916.25 |
19.2% |
230.00 |
1.5% |
70% |
False |
False |
405,785 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.5% |
222.50 |
1.5% |
72% |
False |
False |
324,731 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
27.2% |
229.50 |
1.5% |
79% |
False |
False |
270,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,054.50 |
2.618 |
16,402.75 |
1.618 |
16,003.25 |
1.000 |
15,756.25 |
0.618 |
15,603.75 |
HIGH |
15,356.75 |
0.618 |
15,204.25 |
0.500 |
15,157.00 |
0.382 |
15,109.75 |
LOW |
14,957.25 |
0.618 |
14,710.25 |
1.000 |
14,557.75 |
1.618 |
14,310.75 |
2.618 |
13,911.25 |
4.250 |
13,259.50 |
|
|
Fisher Pivots for day following 23-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,182.75 |
15,143.25 |
PP |
15,169.75 |
15,091.00 |
S1 |
15,157.00 |
15,038.50 |
|