| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,291.25 |
15,461.00 |
169.75 |
1.1% |
15,561.75 |
| High |
15,471.25 |
15,525.75 |
54.50 |
0.4% |
15,696.00 |
| Low |
15,215.25 |
15,268.25 |
53.00 |
0.3% |
15,229.25 |
| Close |
15,462.25 |
15,296.50 |
-165.75 |
-1.1% |
15,287.50 |
| Range |
256.00 |
257.50 |
1.50 |
0.6% |
466.75 |
| ATR |
244.82 |
245.72 |
0.91 |
0.4% |
0.00 |
| Volume |
2,736 |
1,898 |
-838 |
-30.6% |
10,724 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,136.00 |
15,973.75 |
15,438.00 |
|
| R3 |
15,878.50 |
15,716.25 |
15,367.25 |
|
| R2 |
15,621.00 |
15,621.00 |
15,343.75 |
|
| R1 |
15,458.75 |
15,458.75 |
15,320.00 |
15,411.00 |
| PP |
15,363.50 |
15,363.50 |
15,363.50 |
15,339.75 |
| S1 |
15,201.25 |
15,201.25 |
15,273.00 |
15,153.50 |
| S2 |
15,106.00 |
15,106.00 |
15,249.25 |
|
| S3 |
14,848.50 |
14,943.75 |
15,225.75 |
|
| S4 |
14,591.00 |
14,686.25 |
15,155.00 |
|
|
| 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 |
15,635.00 |
15,215.25 |
419.75 |
2.7% |
265.50 |
1.7% |
19% |
False |
False |
2,198 |
| 10 |
15,989.50 |
15,215.25 |
774.25 |
5.1% |
262.00 |
1.7% |
10% |
False |
False |
2,294 |
| 20 |
16,264.25 |
15,215.25 |
1,049.00 |
6.9% |
245.25 |
1.6% |
8% |
False |
False |
2,025 |
| 40 |
16,264.25 |
15,041.50 |
1,222.75 |
8.0% |
234.00 |
1.5% |
21% |
False |
False |
1,741 |
| 60 |
16,264.25 |
13,888.50 |
2,375.75 |
15.5% |
232.25 |
1.5% |
59% |
False |
False |
1,243 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.8% |
209.25 |
1.4% |
70% |
False |
False |
936 |
| 100 |
16,264.25 |
12,885.00 |
3,379.25 |
22.1% |
186.25 |
1.2% |
71% |
False |
False |
749 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.9% |
171.25 |
1.1% |
76% |
False |
False |
625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,620.00 |
|
2.618 |
16,200.00 |
|
1.618 |
15,942.50 |
|
1.000 |
15,783.25 |
|
0.618 |
15,685.00 |
|
HIGH |
15,525.75 |
|
0.618 |
15,427.50 |
|
0.500 |
15,397.00 |
|
0.382 |
15,366.50 |
|
LOW |
15,268.25 |
|
0.618 |
15,109.00 |
|
1.000 |
15,010.75 |
|
1.618 |
14,851.50 |
|
2.618 |
14,594.00 |
|
4.250 |
14,174.00 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,397.00 |
15,370.50 |
| PP |
15,363.50 |
15,345.75 |
| S1 |
15,330.00 |
15,321.25 |
|