| 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 |
15,543.50 |
15,401.00 |
-142.50 |
-0.9% |
16,042.75 |
| High |
15,623.00 |
15,635.00 |
12.00 |
0.1% |
16,117.00 |
| Low |
15,341.25 |
15,330.25 |
-11.00 |
-0.1% |
15,534.75 |
| Close |
15,371.50 |
15,393.00 |
21.50 |
0.1% |
15,551.25 |
| Range |
281.75 |
304.75 |
23.00 |
8.2% |
582.25 |
| ATR |
240.67 |
245.24 |
4.58 |
1.9% |
0.00 |
| Volume |
2,820 |
2,117 |
-703 |
-24.9% |
9,614 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,367.00 |
16,184.75 |
15,560.50 |
|
| R3 |
16,062.25 |
15,880.00 |
15,476.75 |
|
| R2 |
15,757.50 |
15,757.50 |
15,448.75 |
|
| R1 |
15,575.25 |
15,575.25 |
15,421.00 |
15,514.00 |
| PP |
15,452.75 |
15,452.75 |
15,452.75 |
15,422.00 |
| S1 |
15,270.50 |
15,270.50 |
15,365.00 |
15,209.25 |
| S2 |
15,148.00 |
15,148.00 |
15,337.25 |
|
| S3 |
14,843.25 |
14,965.75 |
15,309.25 |
|
| S4 |
14,538.50 |
14,661.00 |
15,225.50 |
|
|
| 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 |
15,330.25 |
478.00 |
3.1% |
260.00 |
1.7% |
13% |
False |
True |
2,358 |
| 10 |
16,117.00 |
15,330.25 |
786.75 |
5.1% |
251.00 |
1.6% |
8% |
False |
True |
2,167 |
| 20 |
16,264.25 |
15,330.25 |
934.00 |
6.1% |
243.25 |
1.6% |
7% |
False |
True |
1,924 |
| 40 |
16,264.25 |
15,041.50 |
1,222.75 |
7.9% |
236.50 |
1.5% |
29% |
False |
False |
1,644 |
| 60 |
16,264.25 |
13,730.50 |
2,533.75 |
16.5% |
229.00 |
1.5% |
66% |
False |
False |
1,143 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.7% |
204.75 |
1.3% |
73% |
False |
False |
860 |
| 100 |
16,264.25 |
12,885.00 |
3,379.25 |
22.0% |
184.75 |
1.2% |
74% |
False |
False |
688 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.7% |
167.00 |
1.1% |
79% |
False |
False |
574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,930.25 |
|
2.618 |
16,432.75 |
|
1.618 |
16,128.00 |
|
1.000 |
15,939.75 |
|
0.618 |
15,823.25 |
|
HIGH |
15,635.00 |
|
0.618 |
15,518.50 |
|
0.500 |
15,482.50 |
|
0.382 |
15,446.75 |
|
LOW |
15,330.25 |
|
0.618 |
15,142.00 |
|
1.000 |
15,025.50 |
|
1.618 |
14,837.25 |
|
2.618 |
14,532.50 |
|
4.250 |
14,035.00 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,482.50 |
15,513.00 |
| PP |
15,452.75 |
15,473.00 |
| S1 |
15,423.00 |
15,433.00 |
|