| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,401.00 |
15,418.00 |
17.00 |
0.1% |
15,561.75 |
| High |
15,635.00 |
15,456.50 |
-178.50 |
-1.1% |
15,696.00 |
| Low |
15,330.25 |
15,229.25 |
-101.00 |
-0.7% |
15,229.25 |
| Close |
15,393.00 |
15,287.50 |
-105.50 |
-0.7% |
15,287.50 |
| Range |
304.75 |
227.25 |
-77.50 |
-25.4% |
466.75 |
| ATR |
245.24 |
243.96 |
-1.29 |
-0.5% |
0.00 |
| Volume |
2,117 |
1,419 |
-698 |
-33.0% |
10,724 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,006.25 |
15,874.00 |
15,412.50 |
|
| R3 |
15,779.00 |
15,646.75 |
15,350.00 |
|
| R2 |
15,551.75 |
15,551.75 |
15,329.25 |
|
| R1 |
15,419.50 |
15,419.50 |
15,308.25 |
15,372.00 |
| PP |
15,324.50 |
15,324.50 |
15,324.50 |
15,300.50 |
| S1 |
15,192.25 |
15,192.25 |
15,266.75 |
15,144.75 |
| S2 |
15,097.25 |
15,097.25 |
15,245.75 |
|
| S3 |
14,870.00 |
14,965.00 |
15,225.00 |
|
| S4 |
14,642.75 |
14,737.75 |
15,162.50 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,804.50 |
16,512.75 |
15,544.25 |
|
| R3 |
16,337.75 |
16,046.00 |
15,415.75 |
|
| R2 |
15,871.00 |
15,871.00 |
15,373.00 |
|
| R1 |
15,579.25 |
15,579.25 |
15,330.25 |
15,491.75 |
| PP |
15,404.25 |
15,404.25 |
15,404.25 |
15,360.50 |
| S1 |
15,112.50 |
15,112.50 |
15,244.75 |
15,025.00 |
| S2 |
14,937.50 |
14,937.50 |
15,202.00 |
|
| S3 |
14,470.75 |
14,645.75 |
15,159.25 |
|
| S4 |
14,004.00 |
14,179.00 |
15,030.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,696.00 |
15,229.25 |
466.75 |
3.1% |
250.75 |
1.6% |
12% |
False |
True |
2,144 |
| 10 |
16,117.00 |
15,229.25 |
887.75 |
5.8% |
238.75 |
1.6% |
7% |
False |
True |
2,033 |
| 20 |
16,264.25 |
15,229.25 |
1,035.00 |
6.8% |
245.25 |
1.6% |
6% |
False |
True |
1,929 |
| 40 |
16,264.25 |
15,041.50 |
1,222.75 |
8.0% |
235.75 |
1.5% |
20% |
False |
False |
1,671 |
| 60 |
16,264.25 |
13,779.00 |
2,485.25 |
16.3% |
231.25 |
1.5% |
61% |
False |
False |
1,167 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.8% |
206.00 |
1.3% |
69% |
False |
False |
878 |
| 100 |
16,264.25 |
12,885.00 |
3,379.25 |
22.1% |
185.75 |
1.2% |
71% |
False |
False |
703 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.9% |
167.00 |
1.1% |
76% |
False |
False |
586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,422.25 |
|
2.618 |
16,051.50 |
|
1.618 |
15,824.25 |
|
1.000 |
15,683.75 |
|
0.618 |
15,597.00 |
|
HIGH |
15,456.50 |
|
0.618 |
15,369.75 |
|
0.500 |
15,343.00 |
|
0.382 |
15,316.00 |
|
LOW |
15,229.25 |
|
0.618 |
15,088.75 |
|
1.000 |
15,002.00 |
|
1.618 |
14,861.50 |
|
2.618 |
14,634.25 |
|
4.250 |
14,263.50 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,343.00 |
15,432.00 |
| PP |
15,324.50 |
15,384.00 |
| S1 |
15,306.00 |
15,335.75 |
|