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 |
34,349 |
34,576 |
227 |
0.7% |
35,391 |
High |
34,593 |
34,737 |
144 |
0.4% |
35,456 |
Low |
34,340 |
34,099 |
-241 |
-0.7% |
34,328 |
Close |
34,522 |
34,140 |
-382 |
-1.1% |
34,565 |
Range |
253 |
638 |
385 |
152.2% |
1,128 |
ATR |
355 |
375 |
20 |
5.7% |
0 |
Volume |
132,077 |
173,274 |
41,197 |
31.2% |
786,609 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,239 |
35,828 |
34,491 |
|
R3 |
35,601 |
35,190 |
34,316 |
|
R2 |
34,963 |
34,963 |
34,257 |
|
R1 |
34,552 |
34,552 |
34,199 |
34,439 |
PP |
34,325 |
34,325 |
34,325 |
34,269 |
S1 |
33,914 |
33,914 |
34,082 |
33,801 |
S2 |
33,687 |
33,687 |
34,023 |
|
S3 |
33,049 |
33,276 |
33,965 |
|
S4 |
32,411 |
32,638 |
33,789 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,167 |
37,494 |
35,186 |
|
R3 |
37,039 |
36,366 |
34,875 |
|
R2 |
35,911 |
35,911 |
34,772 |
|
R1 |
35,238 |
35,238 |
34,669 |
35,011 |
PP |
34,783 |
34,783 |
34,783 |
34,669 |
S1 |
34,110 |
34,110 |
34,462 |
33,883 |
S2 |
33,655 |
33,655 |
34,358 |
|
S3 |
32,527 |
32,982 |
34,255 |
|
S4 |
31,399 |
31,854 |
33,945 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,737 |
34,099 |
638 |
1.9% |
394 |
1.2% |
6% |
True |
True |
149,416 |
10 |
35,456 |
34,099 |
1,357 |
4.0% |
381 |
1.1% |
3% |
False |
True |
151,566 |
20 |
35,810 |
34,099 |
1,711 |
5.0% |
377 |
1.1% |
2% |
False |
True |
152,192 |
40 |
35,843 |
33,803 |
2,040 |
6.0% |
350 |
1.0% |
17% |
False |
False |
147,001 |
60 |
35,843 |
33,026 |
2,817 |
8.3% |
344 |
1.0% |
40% |
False |
False |
130,993 |
80 |
35,843 |
32,900 |
2,943 |
8.6% |
360 |
1.1% |
42% |
False |
False |
98,369 |
100 |
35,843 |
32,900 |
2,943 |
8.6% |
347 |
1.0% |
42% |
False |
False |
78,720 |
120 |
35,843 |
31,862 |
3,981 |
11.7% |
377 |
1.1% |
57% |
False |
False |
65,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,449 |
2.618 |
36,407 |
1.618 |
35,769 |
1.000 |
35,375 |
0.618 |
35,131 |
HIGH |
34,737 |
0.618 |
34,493 |
0.500 |
34,418 |
0.382 |
34,343 |
LOW |
34,099 |
0.618 |
33,705 |
1.000 |
33,461 |
1.618 |
33,067 |
2.618 |
32,429 |
4.250 |
31,388 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
34,418 |
34,418 |
PP |
34,325 |
34,325 |
S1 |
34,233 |
34,233 |
|