Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,166.81 |
15,021.63 |
-145.18 |
-1.0% |
15,355.62 |
High |
15,192.88 |
15,077.05 |
-115.83 |
-0.8% |
15,410.85 |
Low |
15,014.36 |
14,874.02 |
-140.34 |
-0.9% |
14,973.67 |
Close |
15,037.65 |
14,876.47 |
-161.18 |
-1.1% |
15,028.07 |
Range |
178.52 |
203.03 |
24.51 |
13.7% |
437.18 |
ATR |
217.60 |
216.56 |
-1.04 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,551.60 |
15,417.07 |
14,988.14 |
|
R3 |
15,348.57 |
15,214.04 |
14,932.30 |
|
R2 |
15,145.54 |
15,145.54 |
14,913.69 |
|
R1 |
15,011.01 |
15,011.01 |
14,895.08 |
14,976.76 |
PP |
14,942.51 |
14,942.51 |
14,942.51 |
14,925.39 |
S1 |
14,807.98 |
14,807.98 |
14,857.86 |
14,773.73 |
S2 |
14,739.48 |
14,739.48 |
14,839.25 |
|
S3 |
14,536.45 |
14,604.95 |
14,820.64 |
|
S4 |
14,333.42 |
14,401.92 |
14,764.80 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,449.07 |
16,175.75 |
15,268.52 |
|
R3 |
16,011.89 |
15,738.57 |
15,148.29 |
|
R2 |
15,574.71 |
15,574.71 |
15,108.22 |
|
R1 |
15,301.39 |
15,301.39 |
15,068.14 |
15,219.46 |
PP |
15,137.53 |
15,137.53 |
15,137.53 |
15,096.57 |
S1 |
14,864.21 |
14,864.21 |
14,988.00 |
14,782.28 |
S2 |
14,700.35 |
14,700.35 |
14,947.92 |
|
S3 |
14,263.17 |
14,427.03 |
14,907.85 |
|
S4 |
13,825.99 |
13,989.85 |
14,787.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,366.13 |
14,874.02 |
492.11 |
3.3% |
205.73 |
1.4% |
0% |
False |
True |
|
10 |
15,523.31 |
14,874.02 |
649.29 |
4.4% |
196.47 |
1.3% |
0% |
False |
True |
|
20 |
15,801.83 |
14,874.02 |
927.81 |
6.2% |
195.62 |
1.3% |
0% |
False |
True |
|
40 |
15,932.05 |
14,687.02 |
1,245.03 |
8.4% |
185.77 |
1.2% |
15% |
False |
False |
|
60 |
15,932.05 |
13,520.92 |
2,411.13 |
16.2% |
190.79 |
1.3% |
56% |
False |
False |
|
80 |
15,932.05 |
12,724.62 |
3,207.43 |
21.6% |
182.46 |
1.2% |
67% |
False |
False |
|
100 |
15,932.05 |
12,517.87 |
3,414.18 |
23.0% |
178.41 |
1.2% |
69% |
False |
False |
|
120 |
15,932.05 |
11,695.41 |
4,236.64 |
28.5% |
186.73 |
1.3% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,939.93 |
2.618 |
15,608.58 |
1.618 |
15,405.55 |
1.000 |
15,280.08 |
0.618 |
15,202.52 |
HIGH |
15,077.05 |
0.618 |
14,999.49 |
0.500 |
14,975.54 |
0.382 |
14,951.58 |
LOW |
14,874.02 |
0.618 |
14,748.55 |
1.000 |
14,670.99 |
1.618 |
14,545.52 |
2.618 |
14,342.49 |
4.250 |
14,011.14 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
14,975.54 |
15,040.14 |
PP |
14,942.51 |
14,985.58 |
S1 |
14,909.49 |
14,931.03 |
|