| 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 |
15,561.75 |
15,696.00 |
134.25 |
0.9% |
16,042.75 |
| High |
15,690.00 |
15,696.00 |
6.00 |
0.0% |
16,117.00 |
| Low |
15,532.50 |
15,414.00 |
-118.50 |
-0.8% |
15,534.75 |
| Close |
15,682.25 |
15,548.25 |
-134.00 |
-0.9% |
15,551.25 |
| Range |
157.50 |
282.00 |
124.50 |
79.0% |
582.25 |
| ATR |
234.08 |
237.51 |
3.42 |
1.5% |
0.00 |
| Volume |
1,763 |
2,605 |
842 |
47.8% |
9,614 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,398.75 |
16,255.50 |
15,703.25 |
|
| R3 |
16,116.75 |
15,973.50 |
15,625.75 |
|
| R2 |
15,834.75 |
15,834.75 |
15,600.00 |
|
| R1 |
15,691.50 |
15,691.50 |
15,574.00 |
15,622.00 |
| PP |
15,552.75 |
15,552.75 |
15,552.75 |
15,518.00 |
| S1 |
15,409.50 |
15,409.50 |
15,522.50 |
15,340.00 |
| S2 |
15,270.75 |
15,270.75 |
15,496.50 |
|
| S3 |
14,988.75 |
15,127.50 |
15,470.75 |
|
| S4 |
14,706.75 |
14,845.50 |
15,393.25 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,481.00 |
17,098.50 |
15,871.50 |
|
| R3 |
16,898.75 |
16,516.25 |
15,711.25 |
|
| R2 |
16,316.50 |
16,316.50 |
15,658.00 |
|
| R1 |
15,934.00 |
15,934.00 |
15,604.50 |
15,834.00 |
| PP |
15,734.25 |
15,734.25 |
15,734.25 |
15,684.50 |
| S1 |
15,351.75 |
15,351.75 |
15,498.00 |
15,252.00 |
| S2 |
15,152.00 |
15,152.00 |
15,444.50 |
|
| S3 |
14,569.75 |
14,769.50 |
15,391.25 |
|
| S4 |
13,987.50 |
14,187.25 |
15,231.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,989.50 |
15,414.00 |
575.50 |
3.7% |
258.50 |
1.7% |
23% |
False |
True |
2,391 |
| 10 |
16,117.00 |
15,414.00 |
703.00 |
4.5% |
253.75 |
1.6% |
19% |
False |
True |
2,188 |
| 20 |
16,264.25 |
15,414.00 |
850.25 |
5.5% |
241.50 |
1.6% |
16% |
False |
True |
1,859 |
| 40 |
16,264.25 |
14,922.75 |
1,341.50 |
8.6% |
233.25 |
1.5% |
47% |
False |
False |
1,540 |
| 60 |
16,264.25 |
13,609.00 |
2,655.25 |
17.1% |
223.50 |
1.4% |
73% |
False |
False |
1,062 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.5% |
199.75 |
1.3% |
77% |
False |
False |
799 |
| 100 |
16,264.25 |
12,777.00 |
3,487.25 |
22.4% |
182.00 |
1.2% |
79% |
False |
False |
639 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.5% |
162.00 |
1.0% |
83% |
False |
False |
533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,894.50 |
|
2.618 |
16,434.25 |
|
1.618 |
16,152.25 |
|
1.000 |
15,978.00 |
|
0.618 |
15,870.25 |
|
HIGH |
15,696.00 |
|
0.618 |
15,588.25 |
|
0.500 |
15,555.00 |
|
0.382 |
15,521.75 |
|
LOW |
15,414.00 |
|
0.618 |
15,239.75 |
|
1.000 |
15,132.00 |
|
1.618 |
14,957.75 |
|
2.618 |
14,675.75 |
|
4.250 |
14,215.50 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,555.00 |
15,611.00 |
| PP |
15,552.75 |
15,590.25 |
| S1 |
15,550.50 |
15,569.25 |
|