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 |
35,720 |
35,670 |
-50 |
-0.1% |
35,507 |
High |
35,772 |
35,731 |
-41 |
-0.1% |
35,978 |
Low |
35,565 |
35,290 |
-275 |
-0.8% |
35,410 |
Close |
35,700 |
35,337 |
-363 |
-1.0% |
35,680 |
Range |
207 |
441 |
234 |
113.0% |
568 |
ATR |
326 |
335 |
8 |
2.5% |
0 |
Volume |
340 |
412 |
72 |
21.2% |
1,090 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,776 |
36,497 |
35,580 |
|
R3 |
36,335 |
36,056 |
35,458 |
|
R2 |
35,894 |
35,894 |
35,418 |
|
R1 |
35,615 |
35,615 |
35,378 |
35,534 |
PP |
35,453 |
35,453 |
35,453 |
35,412 |
S1 |
35,174 |
35,174 |
35,297 |
35,093 |
S2 |
35,012 |
35,012 |
35,256 |
|
S3 |
34,571 |
34,733 |
35,216 |
|
S4 |
34,130 |
34,292 |
35,095 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,393 |
37,105 |
35,993 |
|
R3 |
36,825 |
36,537 |
35,836 |
|
R2 |
36,257 |
36,257 |
35,784 |
|
R1 |
35,969 |
35,969 |
35,732 |
36,113 |
PP |
35,689 |
35,689 |
35,689 |
35,762 |
S1 |
35,401 |
35,401 |
35,628 |
35,545 |
S2 |
35,121 |
35,121 |
35,576 |
|
S3 |
34,553 |
34,833 |
35,524 |
|
S4 |
33,985 |
34,265 |
35,368 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,978 |
35,290 |
688 |
1.9% |
352 |
1.0% |
7% |
False |
True |
292 |
10 |
36,060 |
35,290 |
770 |
2.2% |
374 |
1.1% |
6% |
False |
True |
275 |
20 |
36,164 |
35,290 |
874 |
2.5% |
324 |
0.9% |
5% |
False |
True |
213 |
40 |
36,164 |
34,116 |
2,048 |
5.8% |
311 |
0.9% |
60% |
False |
False |
144 |
60 |
36,164 |
33,194 |
2,970 |
8.4% |
291 |
0.8% |
72% |
False |
False |
102 |
80 |
36,164 |
33,194 |
2,970 |
8.4% |
285 |
0.8% |
72% |
False |
False |
77 |
100 |
36,164 |
32,385 |
3,779 |
10.7% |
254 |
0.7% |
78% |
False |
False |
61 |
120 |
36,164 |
32,030 |
4,134 |
11.7% |
239 |
0.7% |
80% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,605 |
2.618 |
36,886 |
1.618 |
36,445 |
1.000 |
36,172 |
0.618 |
36,004 |
HIGH |
35,731 |
0.618 |
35,563 |
0.500 |
35,511 |
0.382 |
35,459 |
LOW |
35,290 |
0.618 |
35,018 |
1.000 |
34,849 |
1.618 |
34,577 |
2.618 |
34,136 |
4.250 |
33,416 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
35,511 |
35,531 |
PP |
35,453 |
35,466 |
S1 |
35,395 |
35,402 |
|