| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,903.0 |
15,957.0 |
54.0 |
0.3% |
16,558.0 |
| High |
16,048.0 |
16,123.0 |
75.0 |
0.5% |
16,615.0 |
| Low |
15,891.0 |
15,933.0 |
42.0 |
0.3% |
15,850.0 |
| Close |
15,898.0 |
16,052.0 |
154.0 |
1.0% |
16,025.0 |
| Range |
157.0 |
190.0 |
33.0 |
21.0% |
765.0 |
| ATR |
202.1 |
203.7 |
1.6 |
0.8% |
0.0 |
| Volume |
56,369 |
66,315 |
9,946 |
17.6% |
291,972 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,606.0 |
16,519.0 |
16,156.5 |
|
| R3 |
16,416.0 |
16,329.0 |
16,104.3 |
|
| R2 |
16,226.0 |
16,226.0 |
16,086.8 |
|
| R1 |
16,139.0 |
16,139.0 |
16,069.4 |
16,182.5 |
| PP |
16,036.0 |
16,036.0 |
16,036.0 |
16,057.8 |
| S1 |
15,949.0 |
15,949.0 |
16,034.6 |
15,992.5 |
| S2 |
15,846.0 |
15,846.0 |
16,017.2 |
|
| S3 |
15,656.0 |
15,759.0 |
15,999.8 |
|
| S4 |
15,466.0 |
15,569.0 |
15,947.5 |
|
|
| 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 |
16,123.0 |
15,769.0 |
354.0 |
2.2% |
200.6 |
1.2% |
80% |
True |
False |
59,152 |
| 10 |
16,615.0 |
15,769.0 |
846.0 |
5.3% |
206.8 |
1.3% |
33% |
False |
False |
56,746 |
| 20 |
16,615.0 |
15,769.0 |
846.0 |
5.3% |
181.4 |
1.1% |
33% |
False |
False |
54,845 |
| 40 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
187.1 |
1.2% |
47% |
False |
False |
56,603 |
| 60 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
173.2 |
1.1% |
47% |
False |
False |
39,167 |
| 80 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
153.1 |
1.0% |
47% |
False |
False |
29,379 |
| 100 |
16,615.0 |
15,004.0 |
1,611.0 |
10.0% |
138.9 |
0.9% |
65% |
False |
False |
23,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,930.5 |
|
2.618 |
16,620.4 |
|
1.618 |
16,430.4 |
|
1.000 |
16,313.0 |
|
0.618 |
16,240.4 |
|
HIGH |
16,123.0 |
|
0.618 |
16,050.4 |
|
0.500 |
16,028.0 |
|
0.382 |
16,005.6 |
|
LOW |
15,933.0 |
|
0.618 |
15,815.6 |
|
1.000 |
15,743.0 |
|
1.618 |
15,625.6 |
|
2.618 |
15,435.6 |
|
4.250 |
15,125.5 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,044.0 |
16,016.7 |
| PP |
16,036.0 |
15,981.3 |
| S1 |
16,028.0 |
15,946.0 |
|