| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,461.00 |
15,307.25 |
-153.75 |
-1.0% |
15,561.75 |
| High |
15,525.75 |
15,354.25 |
-171.50 |
-1.1% |
15,696.00 |
| Low |
15,268.25 |
15,110.75 |
-157.50 |
-1.0% |
15,229.25 |
| Close |
15,296.50 |
15,131.75 |
-164.75 |
-1.1% |
15,287.50 |
| Range |
257.50 |
243.50 |
-14.00 |
-5.4% |
466.75 |
| ATR |
245.72 |
245.57 |
-0.16 |
-0.1% |
0.00 |
| Volume |
1,898 |
2,133 |
235 |
12.4% |
10,724 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,929.50 |
15,774.00 |
15,265.75 |
|
| R3 |
15,686.00 |
15,530.50 |
15,198.75 |
|
| R2 |
15,442.50 |
15,442.50 |
15,176.50 |
|
| R1 |
15,287.00 |
15,287.00 |
15,154.00 |
15,243.00 |
| PP |
15,199.00 |
15,199.00 |
15,199.00 |
15,177.00 |
| S1 |
15,043.50 |
15,043.50 |
15,109.50 |
14,999.50 |
| S2 |
14,955.50 |
14,955.50 |
15,087.00 |
|
| S3 |
14,712.00 |
14,800.00 |
15,064.75 |
|
| S4 |
14,468.50 |
14,556.50 |
14,997.75 |
|
|
| 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 |
15,110.75 |
524.25 |
3.5% |
257.75 |
1.7% |
4% |
False |
True |
2,060 |
| 10 |
15,808.25 |
15,110.75 |
697.50 |
4.6% |
248.50 |
1.6% |
3% |
False |
True |
2,279 |
| 20 |
16,123.25 |
15,110.75 |
1,012.50 |
6.7% |
249.75 |
1.7% |
2% |
False |
True |
2,068 |
| 40 |
16,264.25 |
15,041.50 |
1,222.75 |
8.1% |
235.25 |
1.6% |
7% |
False |
False |
1,769 |
| 60 |
16,264.25 |
13,888.50 |
2,375.75 |
15.7% |
234.25 |
1.5% |
52% |
False |
False |
1,277 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
21.0% |
211.00 |
1.4% |
64% |
False |
False |
963 |
| 100 |
16,264.25 |
12,885.00 |
3,379.25 |
22.3% |
187.75 |
1.2% |
66% |
False |
False |
770 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
27.2% |
173.25 |
1.1% |
72% |
False |
False |
642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,389.00 |
|
2.618 |
15,991.75 |
|
1.618 |
15,748.25 |
|
1.000 |
15,597.75 |
|
0.618 |
15,504.75 |
|
HIGH |
15,354.25 |
|
0.618 |
15,261.25 |
|
0.500 |
15,232.50 |
|
0.382 |
15,203.75 |
|
LOW |
15,110.75 |
|
0.618 |
14,960.25 |
|
1.000 |
14,867.25 |
|
1.618 |
14,716.75 |
|
2.618 |
14,473.25 |
|
4.250 |
14,076.00 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,232.50 |
15,318.25 |
| PP |
15,199.00 |
15,256.00 |
| S1 |
15,165.25 |
15,194.00 |
|