| 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 |
15,351.75 |
15,202.50 |
-149.25 |
-1.0% |
15,850.00 |
| High |
15,432.50 |
15,442.25 |
9.75 |
0.1% |
15,917.00 |
| Low |
15,146.50 |
15,136.00 |
-10.50 |
-0.1% |
15,336.50 |
| Close |
15,178.25 |
15,201.25 |
23.00 |
0.2% |
15,354.00 |
| Range |
286.00 |
306.25 |
20.25 |
7.1% |
580.50 |
| ATR |
243.43 |
247.92 |
4.49 |
1.8% |
0.00 |
| Volume |
652,732 |
807,104 |
154,372 |
23.7% |
3,259,125 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,178.50 |
15,996.25 |
15,369.75 |
|
| R3 |
15,872.25 |
15,690.00 |
15,285.50 |
|
| R2 |
15,566.00 |
15,566.00 |
15,257.50 |
|
| R1 |
15,383.75 |
15,383.75 |
15,229.25 |
15,321.75 |
| PP |
15,259.75 |
15,259.75 |
15,259.75 |
15,229.00 |
| S1 |
15,077.50 |
15,077.50 |
15,173.25 |
15,015.50 |
| S2 |
14,953.50 |
14,953.50 |
15,145.00 |
|
| S3 |
14,647.25 |
14,771.25 |
15,117.00 |
|
| S4 |
14,341.00 |
14,465.00 |
15,032.75 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,277.25 |
16,896.25 |
15,673.25 |
|
| R3 |
16,696.75 |
16,315.75 |
15,513.75 |
|
| R2 |
16,116.25 |
16,116.25 |
15,460.50 |
|
| R1 |
15,735.25 |
15,735.25 |
15,407.25 |
15,635.50 |
| PP |
15,535.75 |
15,535.75 |
15,535.75 |
15,486.00 |
| S1 |
15,154.75 |
15,154.75 |
15,300.75 |
15,055.00 |
| S2 |
14,955.25 |
14,955.25 |
15,247.50 |
|
| S3 |
14,374.75 |
14,574.25 |
15,194.25 |
|
| S4 |
13,794.25 |
13,993.75 |
15,034.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,610.25 |
15,136.00 |
474.25 |
3.1% |
261.50 |
1.7% |
14% |
False |
True |
690,035 |
| 10 |
15,917.00 |
15,136.00 |
781.00 |
5.1% |
253.25 |
1.7% |
8% |
False |
True |
662,545 |
| 20 |
16,062.75 |
15,136.00 |
926.75 |
6.1% |
245.50 |
1.6% |
7% |
False |
True |
662,749 |
| 40 |
16,062.75 |
14,853.50 |
1,209.25 |
8.0% |
238.75 |
1.6% |
29% |
False |
False |
629,484 |
| 60 |
16,062.75 |
13,580.25 |
2,482.50 |
16.3% |
236.00 |
1.6% |
65% |
False |
False |
446,098 |
| 80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.5% |
222.25 |
1.5% |
72% |
False |
False |
334,751 |
| 100 |
16,062.75 |
12,772.50 |
3,290.25 |
21.6% |
221.25 |
1.5% |
74% |
False |
False |
267,907 |
| 120 |
16,062.75 |
11,929.25 |
4,133.50 |
27.2% |
225.00 |
1.5% |
79% |
False |
False |
223,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,743.75 |
|
2.618 |
16,244.00 |
|
1.618 |
15,937.75 |
|
1.000 |
15,748.50 |
|
0.618 |
15,631.50 |
|
HIGH |
15,442.25 |
|
0.618 |
15,325.25 |
|
0.500 |
15,289.00 |
|
0.382 |
15,253.00 |
|
LOW |
15,136.00 |
|
0.618 |
14,946.75 |
|
1.000 |
14,829.75 |
|
1.618 |
14,640.50 |
|
2.618 |
14,334.25 |
|
4.250 |
13,834.50 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,289.00 |
15,317.00 |
| PP |
15,259.75 |
15,278.25 |
| S1 |
15,230.50 |
15,239.75 |
|