Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
7,552.0 |
7,531.0 |
-21.0 |
-0.3% |
7,517.0 |
High |
7,560.0 |
7,535.5 |
-24.5 |
-0.3% |
7,638.0 |
Low |
7,485.5 |
7,377.5 |
-108.0 |
-1.4% |
7,470.5 |
Close |
7,510.5 |
7,394.5 |
-116.0 |
-1.5% |
7,534.5 |
Range |
74.5 |
158.0 |
83.5 |
112.1% |
167.5 |
ATR |
81.7 |
87.1 |
5.5 |
6.7% |
0.0 |
Volume |
78,276 |
122,170 |
43,894 |
56.1% |
444,951 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,910.0 |
7,810.0 |
7,481.5 |
|
R3 |
7,752.0 |
7,652.0 |
7,438.0 |
|
R2 |
7,594.0 |
7,594.0 |
7,423.5 |
|
R1 |
7,494.0 |
7,494.0 |
7,409.0 |
7,465.0 |
PP |
7,436.0 |
7,436.0 |
7,436.0 |
7,421.0 |
S1 |
7,336.0 |
7,336.0 |
7,380.0 |
7,307.0 |
S2 |
7,278.0 |
7,278.0 |
7,365.5 |
|
S3 |
7,120.0 |
7,178.0 |
7,351.0 |
|
S4 |
6,962.0 |
7,020.0 |
7,307.5 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,050.0 |
7,960.0 |
7,626.5 |
|
R3 |
7,882.5 |
7,792.5 |
7,580.5 |
|
R2 |
7,715.0 |
7,715.0 |
7,565.0 |
|
R1 |
7,625.0 |
7,625.0 |
7,550.0 |
7,670.0 |
PP |
7,547.5 |
7,547.5 |
7,547.5 |
7,570.0 |
S1 |
7,457.5 |
7,457.5 |
7,519.0 |
7,502.5 |
S2 |
7,380.0 |
7,380.0 |
7,504.0 |
|
S3 |
7,212.5 |
7,290.0 |
7,488.5 |
|
S4 |
7,045.0 |
7,122.5 |
7,442.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,638.0 |
7,377.5 |
260.5 |
3.5% |
90.5 |
1.2% |
7% |
False |
True |
97,757 |
10 |
7,644.0 |
7,377.5 |
266.5 |
3.6% |
95.5 |
1.3% |
6% |
False |
True |
98,403 |
20 |
7,710.0 |
7,377.5 |
332.5 |
4.5% |
84.5 |
1.1% |
5% |
False |
True |
94,344 |
40 |
7,710.0 |
7,223.0 |
487.0 |
6.6% |
79.5 |
1.1% |
35% |
False |
False |
89,701 |
60 |
7,814.0 |
7,223.0 |
591.0 |
8.0% |
74.0 |
1.0% |
29% |
False |
False |
82,182 |
80 |
7,903.0 |
7,223.0 |
680.0 |
9.2% |
64.5 |
0.9% |
25% |
False |
False |
61,670 |
100 |
7,944.0 |
7,223.0 |
721.0 |
9.8% |
54.0 |
0.7% |
24% |
False |
False |
49,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,207.0 |
2.618 |
7,949.0 |
1.618 |
7,791.0 |
1.000 |
7,693.5 |
0.618 |
7,633.0 |
HIGH |
7,535.5 |
0.618 |
7,475.0 |
0.500 |
7,456.5 |
0.382 |
7,438.0 |
LOW |
7,377.5 |
0.618 |
7,280.0 |
1.000 |
7,219.5 |
1.618 |
7,122.0 |
2.618 |
6,964.0 |
4.250 |
6,706.0 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
7,456.5 |
7,495.0 |
PP |
7,436.0 |
7,461.5 |
S1 |
7,415.0 |
7,428.0 |
|