| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,696.00 |
15,543.50 |
-152.50 |
-1.0% |
16,042.75 |
| High |
15,696.00 |
15,623.00 |
-73.00 |
-0.5% |
16,117.00 |
| Low |
15,414.00 |
15,341.25 |
-72.75 |
-0.5% |
15,534.75 |
| Close |
15,548.25 |
15,371.50 |
-176.75 |
-1.1% |
15,551.25 |
| Range |
282.00 |
281.75 |
-0.25 |
-0.1% |
582.25 |
| ATR |
237.51 |
240.67 |
3.16 |
1.3% |
0.00 |
| Volume |
2,605 |
2,820 |
215 |
8.3% |
9,614 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,290.50 |
16,112.75 |
15,526.50 |
|
| R3 |
16,008.75 |
15,831.00 |
15,449.00 |
|
| R2 |
15,727.00 |
15,727.00 |
15,423.25 |
|
| R1 |
15,549.25 |
15,549.25 |
15,397.25 |
15,497.25 |
| PP |
15,445.25 |
15,445.25 |
15,445.25 |
15,419.25 |
| S1 |
15,267.50 |
15,267.50 |
15,345.75 |
15,215.50 |
| S2 |
15,163.50 |
15,163.50 |
15,319.75 |
|
| S3 |
14,881.75 |
14,985.75 |
15,294.00 |
|
| S4 |
14,600.00 |
14,704.00 |
15,216.50 |
|
|
| 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 |
15,808.25 |
15,341.25 |
467.00 |
3.0% |
239.25 |
1.6% |
6% |
False |
True |
2,497 |
| 10 |
16,117.00 |
15,341.25 |
775.75 |
5.0% |
259.75 |
1.7% |
4% |
False |
True |
2,362 |
| 20 |
16,264.25 |
15,341.25 |
923.00 |
6.0% |
242.75 |
1.6% |
3% |
False |
True |
1,912 |
| 40 |
16,264.25 |
15,041.50 |
1,222.75 |
8.0% |
233.50 |
1.5% |
27% |
False |
False |
1,600 |
| 60 |
16,264.25 |
13,650.50 |
2,613.75 |
17.0% |
225.75 |
1.5% |
66% |
False |
False |
1,108 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.7% |
202.00 |
1.3% |
72% |
False |
False |
834 |
| 100 |
16,264.25 |
12,777.00 |
3,487.25 |
22.7% |
183.25 |
1.2% |
74% |
False |
False |
667 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.8% |
164.50 |
1.1% |
78% |
False |
False |
557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,820.50 |
|
2.618 |
16,360.50 |
|
1.618 |
16,078.75 |
|
1.000 |
15,904.75 |
|
0.618 |
15,797.00 |
|
HIGH |
15,623.00 |
|
0.618 |
15,515.25 |
|
0.500 |
15,482.00 |
|
0.382 |
15,449.00 |
|
LOW |
15,341.25 |
|
0.618 |
15,167.25 |
|
1.000 |
15,059.50 |
|
1.618 |
14,885.50 |
|
2.618 |
14,603.75 |
|
4.250 |
14,143.75 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,482.00 |
15,518.50 |
| PP |
15,445.25 |
15,469.50 |
| S1 |
15,408.50 |
15,420.50 |
|