Trading Metrics calculated at close of trading on 23-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,947.0 |
15,946.0 |
-1.0 |
0.0% |
16,095.0 |
High |
15,953.0 |
15,989.0 |
36.0 |
0.2% |
16,103.0 |
Low |
15,893.0 |
15,891.0 |
-2.0 |
0.0% |
15,692.0 |
Close |
15,899.0 |
15,923.0 |
24.0 |
0.2% |
15,778.0 |
Range |
60.0 |
98.0 |
38.0 |
63.3% |
411.0 |
ATR |
141.3 |
138.2 |
-3.1 |
-2.2% |
0.0 |
Volume |
22 |
20 |
-2 |
-9.1% |
262 |
|
Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,228.3 |
16,173.7 |
15,976.9 |
|
R3 |
16,130.3 |
16,075.7 |
15,950.0 |
|
R2 |
16,032.3 |
16,032.3 |
15,941.0 |
|
R1 |
15,977.7 |
15,977.7 |
15,932.0 |
15,956.0 |
PP |
15,934.3 |
15,934.3 |
15,934.3 |
15,923.5 |
S1 |
15,879.7 |
15,879.7 |
15,914.0 |
15,858.0 |
S2 |
15,836.3 |
15,836.3 |
15,905.0 |
|
S3 |
15,738.3 |
15,781.7 |
15,896.1 |
|
S4 |
15,640.3 |
15,683.7 |
15,869.1 |
|
|
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 |
15,989.0 |
15,692.0 |
297.0 |
1.9% |
91.2 |
0.6% |
78% |
True |
False |
72 |
10 |
16,250.0 |
15,692.0 |
558.0 |
3.5% |
83.7 |
0.5% |
41% |
False |
False |
43 |
20 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
85.6 |
0.5% |
23% |
False |
False |
29 |
40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
83.3 |
0.5% |
23% |
False |
False |
24 |
60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
72.5 |
0.5% |
23% |
False |
False |
19 |
80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
63.5 |
0.4% |
23% |
False |
False |
15 |
100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
55.1 |
0.3% |
23% |
False |
False |
12 |
120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.3% |
46.2 |
0.3% |
52% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,405.5 |
2.618 |
16,245.6 |
1.618 |
16,147.6 |
1.000 |
16,087.0 |
0.618 |
16,049.6 |
HIGH |
15,989.0 |
0.618 |
15,951.6 |
0.500 |
15,940.0 |
0.382 |
15,928.4 |
LOW |
15,891.0 |
0.618 |
15,830.4 |
1.000 |
15,793.0 |
1.618 |
15,732.4 |
2.618 |
15,634.4 |
4.250 |
15,474.5 |
|
|
Fisher Pivots for day following 23-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,940.0 |
15,911.3 |
PP |
15,934.3 |
15,899.7 |
S1 |
15,928.7 |
15,888.0 |
|