Trading Metrics calculated at close of trading on 25-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,520.75 |
15,032.25 |
-488.50 |
-3.1% |
14,945.00 |
High |
15,607.50 |
15,232.75 |
-374.75 |
-2.4% |
15,607.50 |
Low |
15,005.00 |
14,939.75 |
-65.25 |
-0.4% |
14,905.00 |
Close |
15,048.25 |
15,167.00 |
118.75 |
0.8% |
15,167.00 |
Range |
602.50 |
293.00 |
-309.50 |
-51.4% |
702.50 |
ATR |
279.36 |
280.33 |
0.97 |
0.3% |
0.00 |
Volume |
3,860 |
3,008 |
-852 |
-22.1% |
13,050 |
|
Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,992.25 |
15,872.50 |
15,328.25 |
|
R3 |
15,699.25 |
15,579.50 |
15,247.50 |
|
R2 |
15,406.25 |
15,406.25 |
15,220.75 |
|
R1 |
15,286.50 |
15,286.50 |
15,193.75 |
15,346.50 |
PP |
15,113.25 |
15,113.25 |
15,113.25 |
15,143.00 |
S1 |
14,993.50 |
14,993.50 |
15,140.25 |
15,053.50 |
S2 |
14,820.25 |
14,820.25 |
15,113.25 |
|
S3 |
14,527.25 |
14,700.50 |
15,086.50 |
|
S4 |
14,234.25 |
14,407.50 |
15,005.75 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,334.00 |
16,953.00 |
15,553.50 |
|
R3 |
16,631.50 |
16,250.50 |
15,360.25 |
|
R2 |
15,929.00 |
15,929.00 |
15,295.75 |
|
R1 |
15,548.00 |
15,548.00 |
15,231.50 |
15,738.50 |
PP |
15,226.50 |
15,226.50 |
15,226.50 |
15,321.75 |
S1 |
14,845.50 |
14,845.50 |
15,102.50 |
15,036.00 |
S2 |
14,524.00 |
14,524.00 |
15,038.25 |
|
S3 |
13,821.50 |
14,143.00 |
14,973.75 |
|
S4 |
13,119.00 |
13,440.50 |
14,780.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,607.50 |
14,905.00 |
702.50 |
4.6% |
355.00 |
2.3% |
37% |
False |
False |
2,610 |
10 |
15,607.50 |
14,792.00 |
815.50 |
5.4% |
300.50 |
2.0% |
46% |
False |
False |
2,564 |
20 |
16,117.00 |
14,792.00 |
1,325.00 |
8.7% |
269.50 |
1.8% |
28% |
False |
False |
2,299 |
40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.7% |
248.25 |
1.6% |
25% |
False |
False |
1,994 |
60 |
16,264.25 |
14,596.75 |
1,667.50 |
11.0% |
244.50 |
1.6% |
34% |
False |
False |
1,578 |
80 |
16,264.25 |
13,303.00 |
2,961.25 |
19.5% |
227.50 |
1.5% |
63% |
False |
False |
1,198 |
100 |
16,264.25 |
13,083.00 |
3,181.25 |
21.0% |
204.25 |
1.3% |
66% |
False |
False |
959 |
120 |
16,264.25 |
12,150.00 |
4,114.25 |
27.1% |
190.00 |
1.3% |
73% |
False |
False |
799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,478.00 |
2.618 |
15,999.75 |
1.618 |
15,706.75 |
1.000 |
15,525.75 |
0.618 |
15,413.75 |
HIGH |
15,232.75 |
0.618 |
15,120.75 |
0.500 |
15,086.25 |
0.382 |
15,051.75 |
LOW |
14,939.75 |
0.618 |
14,758.75 |
1.000 |
14,646.75 |
1.618 |
14,465.75 |
2.618 |
14,172.75 |
4.250 |
13,694.50 |
|
|
Fisher Pivots for day following 25-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,140.00 |
15,273.50 |
PP |
15,113.25 |
15,238.00 |
S1 |
15,086.25 |
15,202.50 |
|