| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,418.00 |
15,291.25 |
-126.75 |
-0.8% |
15,561.75 |
| High |
15,456.50 |
15,471.25 |
14.75 |
0.1% |
15,696.00 |
| Low |
15,229.25 |
15,215.25 |
-14.00 |
-0.1% |
15,229.25 |
| Close |
15,287.50 |
15,462.25 |
174.75 |
1.1% |
15,287.50 |
| Range |
227.25 |
256.00 |
28.75 |
12.7% |
466.75 |
| ATR |
243.96 |
244.82 |
0.86 |
0.4% |
0.00 |
| Volume |
1,419 |
2,736 |
1,317 |
92.8% |
10,724 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,151.00 |
16,062.50 |
15,603.00 |
|
| R3 |
15,895.00 |
15,806.50 |
15,532.75 |
|
| R2 |
15,639.00 |
15,639.00 |
15,509.25 |
|
| R1 |
15,550.50 |
15,550.50 |
15,485.75 |
15,594.75 |
| PP |
15,383.00 |
15,383.00 |
15,383.00 |
15,405.00 |
| S1 |
15,294.50 |
15,294.50 |
15,438.75 |
15,338.75 |
| S2 |
15,127.00 |
15,127.00 |
15,415.25 |
|
| S3 |
14,871.00 |
15,038.50 |
15,391.75 |
|
| S4 |
14,615.00 |
14,782.50 |
15,321.50 |
|
|
| 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 |
15,215.25 |
480.75 |
3.1% |
270.25 |
1.7% |
51% |
False |
True |
2,339 |
| 10 |
16,088.75 |
15,215.25 |
873.50 |
5.6% |
252.25 |
1.6% |
28% |
False |
True |
2,171 |
| 20 |
16,264.25 |
15,215.25 |
1,049.00 |
6.8% |
247.25 |
1.6% |
24% |
False |
True |
2,009 |
| 40 |
16,264.25 |
15,041.50 |
1,222.75 |
7.9% |
232.75 |
1.5% |
34% |
False |
False |
1,711 |
| 60 |
16,264.25 |
13,888.50 |
2,375.75 |
15.4% |
232.50 |
1.5% |
66% |
False |
False |
1,212 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.6% |
207.75 |
1.3% |
75% |
False |
False |
912 |
| 100 |
16,264.25 |
12,885.00 |
3,379.25 |
21.9% |
185.25 |
1.2% |
76% |
False |
False |
730 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.6% |
169.00 |
1.1% |
81% |
False |
False |
609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,559.25 |
|
2.618 |
16,141.50 |
|
1.618 |
15,885.50 |
|
1.000 |
15,727.25 |
|
0.618 |
15,629.50 |
|
HIGH |
15,471.25 |
|
0.618 |
15,373.50 |
|
0.500 |
15,343.25 |
|
0.382 |
15,313.00 |
|
LOW |
15,215.25 |
|
0.618 |
15,057.00 |
|
1.000 |
14,959.25 |
|
1.618 |
14,801.00 |
|
2.618 |
14,545.00 |
|
4.250 |
14,127.25 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,422.50 |
15,450.00 |
| PP |
15,383.00 |
15,437.50 |
| S1 |
15,343.25 |
15,425.00 |
|