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 |
35,273.89 |
35,219.37 |
-54.52 |
-0.2% |
35,125.60 |
High |
35,335.45 |
35,219.37 |
-116.08 |
-0.3% |
35,578.58 |
Low |
35,169.97 |
34,908.50 |
-261.47 |
-0.7% |
35,007.41 |
Close |
35,307.63 |
34,946.39 |
-361.24 |
-1.0% |
35,281.40 |
Range |
165.48 |
310.87 |
145.39 |
87.9% |
571.17 |
ATR |
308.90 |
315.34 |
6.45 |
2.1% |
0.00 |
Volume |
303,580,976 |
325,690,851 |
22,109,875 |
7.3% |
1,548,370,581 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,957.36 |
35,762.75 |
35,117.37 |
|
R3 |
35,646.49 |
35,451.88 |
35,031.88 |
|
R2 |
35,335.62 |
35,335.62 |
35,003.38 |
|
R1 |
35,141.01 |
35,141.01 |
34,974.89 |
35,082.88 |
PP |
35,024.75 |
35,024.75 |
35,024.75 |
34,995.69 |
S1 |
34,830.14 |
34,830.14 |
34,917.89 |
34,772.01 |
S2 |
34,713.88 |
34,713.88 |
34,889.40 |
|
S3 |
34,403.01 |
34,519.27 |
34,860.90 |
|
S4 |
34,092.14 |
34,208.40 |
34,775.41 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,002.64 |
36,713.19 |
35,595.54 |
|
R3 |
36,431.47 |
36,142.02 |
35,438.47 |
|
R2 |
35,860.30 |
35,860.30 |
35,386.11 |
|
R1 |
35,570.85 |
35,570.85 |
35,333.76 |
35,715.58 |
PP |
35,289.13 |
35,289.13 |
35,289.13 |
35,361.49 |
S1 |
34,999.68 |
34,999.68 |
35,229.04 |
35,144.41 |
S2 |
34,717.96 |
34,717.96 |
35,176.69 |
|
S3 |
34,146.79 |
34,428.51 |
35,124.33 |
|
S4 |
33,575.62 |
33,857.34 |
34,967.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,578.58 |
34,908.50 |
670.08 |
1.9% |
310.82 |
0.9% |
6% |
False |
True |
313,479,857 |
10 |
35,578.58 |
34,908.50 |
670.08 |
1.9% |
328.98 |
0.9% |
6% |
False |
True |
308,586,089 |
20 |
35,679.13 |
34,908.50 |
770.63 |
2.2% |
280.96 |
0.8% |
5% |
False |
True |
326,632,961 |
40 |
35,679.13 |
33,610.32 |
2,068.81 |
5.9% |
261.71 |
0.7% |
65% |
False |
False |
314,510,253 |
60 |
35,679.13 |
32,586.56 |
3,092.57 |
8.8% |
276.22 |
0.8% |
76% |
False |
False |
328,041,080 |
80 |
35,679.13 |
32,586.56 |
3,092.57 |
8.8% |
293.25 |
0.8% |
76% |
False |
False |
317,694,128 |
100 |
35,679.13 |
31,805.18 |
3,873.95 |
11.1% |
293.24 |
0.8% |
81% |
False |
False |
310,643,669 |
120 |
35,679.13 |
31,429.82 |
4,249.31 |
12.2% |
321.25 |
0.9% |
83% |
False |
False |
318,153,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,540.57 |
2.618 |
36,033.23 |
1.618 |
35,722.36 |
1.000 |
35,530.24 |
0.618 |
35,411.49 |
HIGH |
35,219.37 |
0.618 |
35,100.62 |
0.500 |
35,063.94 |
0.382 |
35,027.25 |
LOW |
34,908.50 |
0.618 |
34,716.38 |
1.000 |
34,597.63 |
1.618 |
34,405.51 |
2.618 |
34,094.64 |
4.250 |
33,587.30 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
35,063.94 |
35,131.55 |
PP |
35,024.75 |
35,069.83 |
S1 |
34,985.57 |
35,008.11 |
|