Trading Metrics calculated at close of trading on 21-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,750.0 |
15,827.0 |
77.0 |
0.5% |
16,095.0 |
High |
15,778.0 |
15,880.0 |
102.0 |
0.6% |
16,103.0 |
Low |
15,692.0 |
15,787.0 |
95.0 |
0.6% |
15,692.0 |
Close |
15,778.0 |
15,787.0 |
9.0 |
0.1% |
15,778.0 |
Range |
86.0 |
93.0 |
7.0 |
8.1% |
411.0 |
ATR |
142.2 |
139.4 |
-2.9 |
-2.0% |
0.0 |
Volume |
34 |
119 |
85 |
250.0% |
262 |
|
Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,097.0 |
16,035.0 |
15,838.2 |
|
R3 |
16,004.0 |
15,942.0 |
15,812.6 |
|
R2 |
15,911.0 |
15,911.0 |
15,804.1 |
|
R1 |
15,849.0 |
15,849.0 |
15,795.5 |
15,833.5 |
PP |
15,818.0 |
15,818.0 |
15,818.0 |
15,810.3 |
S1 |
15,756.0 |
15,756.0 |
15,778.5 |
15,740.5 |
S2 |
15,725.0 |
15,725.0 |
15,770.0 |
|
S3 |
15,632.0 |
15,663.0 |
15,761.4 |
|
S4 |
15,539.0 |
15,570.0 |
15,735.9 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,090.7 |
16,845.3 |
16,004.1 |
|
R3 |
16,679.7 |
16,434.3 |
15,891.0 |
|
R2 |
16,268.7 |
16,268.7 |
15,853.4 |
|
R1 |
16,023.3 |
16,023.3 |
15,815.7 |
15,940.5 |
PP |
15,857.7 |
15,857.7 |
15,857.7 |
15,816.3 |
S1 |
15,612.3 |
15,612.3 |
15,740.3 |
15,529.5 |
S2 |
15,446.7 |
15,446.7 |
15,702.7 |
|
S3 |
15,035.7 |
15,201.3 |
15,665.0 |
|
S4 |
14,624.7 |
14,790.3 |
15,552.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,007.0 |
15,692.0 |
315.0 |
2.0% |
95.4 |
0.6% |
30% |
False |
False |
73 |
10 |
16,250.0 |
15,692.0 |
558.0 |
3.5% |
88.7 |
0.6% |
17% |
False |
False |
40 |
20 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
83.8 |
0.5% |
9% |
False |
False |
28 |
40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
83.8 |
0.5% |
9% |
False |
False |
24 |
60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
70.8 |
0.4% |
9% |
False |
False |
18 |
80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
64.2 |
0.4% |
9% |
False |
False |
14 |
100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
53.5 |
0.3% |
9% |
False |
False |
11 |
120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.4% |
44.9 |
0.3% |
43% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,275.3 |
2.618 |
16,123.5 |
1.618 |
16,030.5 |
1.000 |
15,973.0 |
0.618 |
15,937.5 |
HIGH |
15,880.0 |
0.618 |
15,844.5 |
0.500 |
15,833.5 |
0.382 |
15,822.5 |
LOW |
15,787.0 |
0.618 |
15,729.5 |
1.000 |
15,694.0 |
1.618 |
15,636.5 |
2.618 |
15,543.5 |
4.250 |
15,391.8 |
|
|
Fisher Pivots for day following 21-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,833.5 |
15,814.0 |
PP |
15,818.0 |
15,805.0 |
S1 |
15,802.5 |
15,796.0 |
|