| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,940.0 |
16,045.0 |
105.0 |
0.7% |
16,558.0 |
| High |
16,057.0 |
16,054.0 |
-3.0 |
0.0% |
16,615.0 |
| Low |
15,888.0 |
15,769.0 |
-119.0 |
-0.7% |
15,850.0 |
| Close |
16,011.0 |
15,831.0 |
-180.0 |
-1.1% |
16,025.0 |
| Range |
169.0 |
285.0 |
116.0 |
68.6% |
765.0 |
| ATR |
194.5 |
200.9 |
6.5 |
3.3% |
0.0 |
| Volume |
45,656 |
65,296 |
19,640 |
43.0% |
291,972 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,739.7 |
16,570.3 |
15,987.8 |
|
| R3 |
16,454.7 |
16,285.3 |
15,909.4 |
|
| R2 |
16,169.7 |
16,169.7 |
15,883.3 |
|
| R1 |
16,000.3 |
16,000.3 |
15,857.1 |
15,942.5 |
| PP |
15,884.7 |
15,884.7 |
15,884.7 |
15,855.8 |
| S1 |
15,715.3 |
15,715.3 |
15,804.9 |
15,657.5 |
| S2 |
15,599.7 |
15,599.7 |
15,778.8 |
|
| S3 |
15,314.7 |
15,430.3 |
15,752.6 |
|
| S4 |
15,029.7 |
15,145.3 |
15,674.3 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,458.3 |
18,006.7 |
16,445.8 |
|
| R3 |
17,693.3 |
17,241.7 |
16,235.4 |
|
| R2 |
16,928.3 |
16,928.3 |
16,165.3 |
|
| R1 |
16,476.7 |
16,476.7 |
16,095.1 |
16,320.0 |
| PP |
16,163.3 |
16,163.3 |
16,163.3 |
16,085.0 |
| S1 |
15,711.7 |
15,711.7 |
15,954.9 |
15,555.0 |
| S2 |
15,398.3 |
15,398.3 |
15,884.8 |
|
| S3 |
14,633.3 |
14,946.7 |
15,814.6 |
|
| S4 |
13,868.3 |
14,181.7 |
15,604.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,305.0 |
15,769.0 |
536.0 |
3.4% |
235.6 |
1.5% |
12% |
False |
True |
61,232 |
| 10 |
16,615.0 |
15,769.0 |
846.0 |
5.3% |
229.0 |
1.4% |
7% |
False |
True |
57,412 |
| 20 |
16,615.0 |
15,769.0 |
846.0 |
5.3% |
185.8 |
1.2% |
7% |
False |
True |
55,179 |
| 40 |
16,615.0 |
15,559.0 |
1,056.0 |
6.7% |
186.2 |
1.2% |
26% |
False |
False |
55,371 |
| 60 |
16,615.0 |
15,559.0 |
1,056.0 |
6.7% |
168.2 |
1.1% |
26% |
False |
False |
37,123 |
| 80 |
16,615.0 |
15,559.0 |
1,056.0 |
6.7% |
149.4 |
0.9% |
26% |
False |
False |
27,846 |
| 100 |
16,615.0 |
14,978.0 |
1,637.0 |
10.3% |
135.4 |
0.9% |
52% |
False |
False |
22,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,265.3 |
|
2.618 |
16,800.1 |
|
1.618 |
16,515.1 |
|
1.000 |
16,339.0 |
|
0.618 |
16,230.1 |
|
HIGH |
16,054.0 |
|
0.618 |
15,945.1 |
|
0.500 |
15,911.5 |
|
0.382 |
15,877.9 |
|
LOW |
15,769.0 |
|
0.618 |
15,592.9 |
|
1.000 |
15,484.0 |
|
1.618 |
15,307.9 |
|
2.618 |
15,022.9 |
|
4.250 |
14,557.8 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,911.5 |
15,913.0 |
| PP |
15,884.7 |
15,885.7 |
| S1 |
15,857.8 |
15,858.3 |
|