| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,026.0 |
15,924.0 |
-102.0 |
-0.6% |
15,940.0 |
| High |
16,033.0 |
15,996.0 |
-37.0 |
-0.2% |
16,123.0 |
| Low |
15,856.0 |
15,807.0 |
-49.0 |
-0.3% |
15,769.0 |
| Close |
15,887.0 |
15,950.0 |
63.0 |
0.4% |
15,887.0 |
| Range |
177.0 |
189.0 |
12.0 |
6.8% |
354.0 |
| ATR |
203.2 |
202.2 |
-1.0 |
-0.5% |
0.0 |
| Volume |
55,160 |
46,823 |
-8,337 |
-15.1% |
288,796 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,484.7 |
16,406.3 |
16,054.0 |
|
| R3 |
16,295.7 |
16,217.3 |
16,002.0 |
|
| R2 |
16,106.7 |
16,106.7 |
15,984.7 |
|
| R1 |
16,028.3 |
16,028.3 |
15,967.3 |
16,067.5 |
| PP |
15,917.7 |
15,917.7 |
15,917.7 |
15,937.3 |
| S1 |
15,839.3 |
15,839.3 |
15,932.7 |
15,878.5 |
| S2 |
15,728.7 |
15,728.7 |
15,915.4 |
|
| S3 |
15,539.7 |
15,650.3 |
15,898.0 |
|
| S4 |
15,350.7 |
15,461.3 |
15,846.1 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,988.3 |
16,791.7 |
16,081.7 |
|
| R3 |
16,634.3 |
16,437.7 |
15,984.4 |
|
| R2 |
16,280.3 |
16,280.3 |
15,951.9 |
|
| R1 |
16,083.7 |
16,083.7 |
15,919.5 |
16,005.0 |
| PP |
15,926.3 |
15,926.3 |
15,926.3 |
15,887.0 |
| S1 |
15,729.7 |
15,729.7 |
15,854.6 |
15,651.0 |
| S2 |
15,572.3 |
15,572.3 |
15,822.1 |
|
| S3 |
15,218.3 |
15,375.7 |
15,789.7 |
|
| S4 |
14,864.3 |
15,021.7 |
15,692.3 |
|
|
| 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% |
199.6 |
1.3% |
51% |
False |
False |
57,992 |
| 10 |
16,561.0 |
15,769.0 |
792.0 |
5.0% |
214.7 |
1.3% |
23% |
False |
False |
58,573 |
| 20 |
16,615.0 |
15,769.0 |
846.0 |
5.3% |
189.2 |
1.2% |
21% |
False |
False |
55,483 |
| 40 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
188.6 |
1.2% |
37% |
False |
False |
57,065 |
| 60 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
175.9 |
1.1% |
37% |
False |
False |
40,862 |
| 80 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
155.5 |
1.0% |
37% |
False |
False |
30,653 |
| 100 |
16,615.0 |
15,111.0 |
1,504.0 |
9.4% |
142.4 |
0.9% |
56% |
False |
False |
24,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,799.3 |
|
2.618 |
16,490.8 |
|
1.618 |
16,301.8 |
|
1.000 |
16,185.0 |
|
0.618 |
16,112.8 |
|
HIGH |
15,996.0 |
|
0.618 |
15,923.8 |
|
0.500 |
15,901.5 |
|
0.382 |
15,879.2 |
|
LOW |
15,807.0 |
|
0.618 |
15,690.2 |
|
1.000 |
15,618.0 |
|
1.618 |
15,501.2 |
|
2.618 |
15,312.2 |
|
4.250 |
15,003.8 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,933.8 |
15,965.0 |
| PP |
15,917.7 |
15,960.0 |
| S1 |
15,901.5 |
15,955.0 |
|