Trading Metrics calculated at close of trading on 24-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
14,959.75 |
15,333.00 |
373.25 |
2.5% |
15,104.00 |
High |
15,356.75 |
15,418.00 |
61.25 |
0.4% |
15,335.00 |
Low |
14,957.25 |
14,817.00 |
-140.25 |
-0.9% |
14,609.25 |
Close |
15,195.50 |
14,862.00 |
-333.50 |
-2.2% |
14,744.00 |
Range |
399.50 |
601.00 |
201.50 |
50.4% |
725.75 |
ATR |
256.27 |
280.90 |
24.62 |
9.6% |
0.00 |
Volume |
606,168 |
847,308 |
241,140 |
39.8% |
3,202,477 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,835.25 |
16,449.75 |
15,192.50 |
|
R3 |
16,234.25 |
15,848.75 |
15,027.25 |
|
R2 |
15,633.25 |
15,633.25 |
14,972.25 |
|
R1 |
15,247.75 |
15,247.75 |
14,917.00 |
15,140.00 |
PP |
15,032.25 |
15,032.25 |
15,032.25 |
14,978.50 |
S1 |
14,646.75 |
14,646.75 |
14,807.00 |
14,539.00 |
S2 |
14,431.25 |
14,431.25 |
14,751.75 |
|
S3 |
13,830.25 |
14,045.75 |
14,696.75 |
|
S4 |
13,229.25 |
13,444.75 |
14,531.50 |
|
|
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 |
15,418.00 |
14,609.25 |
808.75 |
5.4% |
334.75 |
2.3% |
31% |
True |
False |
690,026 |
10 |
15,418.00 |
14,609.25 |
808.75 |
5.4% |
295.00 |
2.0% |
31% |
True |
False |
653,532 |
20 |
15,917.00 |
14,609.25 |
1,307.75 |
8.8% |
274.00 |
1.8% |
19% |
False |
False |
658,039 |
40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.8% |
247.00 |
1.7% |
17% |
False |
False |
630,114 |
60 |
16,062.75 |
14,420.00 |
1,642.75 |
11.1% |
246.25 |
1.7% |
27% |
False |
False |
554,594 |
80 |
16,062.75 |
13,146.50 |
2,916.25 |
19.6% |
236.25 |
1.6% |
59% |
False |
False |
416,372 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
21.0% |
227.50 |
1.5% |
61% |
False |
False |
333,200 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
27.8% |
233.00 |
1.6% |
71% |
False |
False |
277,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,972.25 |
2.618 |
16,991.50 |
1.618 |
16,390.50 |
1.000 |
16,019.00 |
0.618 |
15,789.50 |
HIGH |
15,418.00 |
0.618 |
15,188.50 |
0.500 |
15,117.50 |
0.382 |
15,046.50 |
LOW |
14,817.00 |
0.618 |
14,445.50 |
1.000 |
14,216.00 |
1.618 |
13,844.50 |
2.618 |
13,243.50 |
4.250 |
12,262.75 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,117.50 |
15,117.50 |
PP |
15,032.25 |
15,032.25 |
S1 |
14,947.25 |
14,947.25 |
|