Trading Metrics calculated at close of trading on 24-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,946.0 |
16,023.0 |
77.0 |
0.5% |
16,095.0 |
High |
15,989.0 |
16,040.0 |
51.0 |
0.3% |
16,103.0 |
Low |
15,891.0 |
15,822.0 |
-69.0 |
-0.4% |
15,692.0 |
Close |
15,923.0 |
15,822.0 |
-101.0 |
-0.6% |
15,778.0 |
Range |
98.0 |
218.0 |
120.0 |
122.4% |
411.0 |
ATR |
138.2 |
143.9 |
5.7 |
4.1% |
0.0 |
Volume |
20 |
45 |
25 |
125.0% |
262 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,548.7 |
16,403.3 |
15,941.9 |
|
R3 |
16,330.7 |
16,185.3 |
15,882.0 |
|
R2 |
16,112.7 |
16,112.7 |
15,862.0 |
|
R1 |
15,967.3 |
15,967.3 |
15,842.0 |
15,931.0 |
PP |
15,894.7 |
15,894.7 |
15,894.7 |
15,876.5 |
S1 |
15,749.3 |
15,749.3 |
15,802.0 |
15,713.0 |
S2 |
15,676.7 |
15,676.7 |
15,782.0 |
|
S3 |
15,458.7 |
15,531.3 |
15,762.1 |
|
S4 |
15,240.7 |
15,313.3 |
15,702.1 |
|
|
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 |
16,040.0 |
15,692.0 |
348.0 |
2.2% |
111.0 |
0.7% |
37% |
True |
False |
48 |
10 |
16,103.0 |
15,692.0 |
411.0 |
2.6% |
94.0 |
0.6% |
32% |
False |
False |
47 |
20 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
84.4 |
0.5% |
13% |
False |
False |
30 |
40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
87.0 |
0.5% |
13% |
False |
False |
24 |
60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
76.1 |
0.5% |
13% |
False |
False |
20 |
80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
66.2 |
0.4% |
13% |
False |
False |
15 |
100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
57.3 |
0.4% |
13% |
False |
False |
12 |
120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.4% |
48.0 |
0.3% |
45% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,966.5 |
2.618 |
16,610.7 |
1.618 |
16,392.7 |
1.000 |
16,258.0 |
0.618 |
16,174.7 |
HIGH |
16,040.0 |
0.618 |
15,956.7 |
0.500 |
15,931.0 |
0.382 |
15,905.3 |
LOW |
15,822.0 |
0.618 |
15,687.3 |
1.000 |
15,604.0 |
1.618 |
15,469.3 |
2.618 |
15,251.3 |
4.250 |
14,895.5 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,931.0 |
15,931.0 |
PP |
15,894.7 |
15,894.7 |
S1 |
15,858.3 |
15,858.3 |
|