| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,307.25 |
15,126.00 |
-181.25 |
-1.2% |
15,561.75 |
| High |
15,354.25 |
15,205.75 |
-148.50 |
-1.0% |
15,696.00 |
| Low |
15,110.75 |
14,925.25 |
-185.50 |
-1.2% |
15,229.25 |
| Close |
15,131.75 |
14,964.75 |
-167.00 |
-1.1% |
15,287.50 |
| Range |
243.50 |
280.50 |
37.00 |
15.2% |
466.75 |
| ATR |
245.57 |
248.06 |
2.50 |
1.0% |
0.00 |
| Volume |
2,133 |
2,399 |
266 |
12.5% |
10,724 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,873.50 |
15,699.50 |
15,119.00 |
|
| R3 |
15,593.00 |
15,419.00 |
15,042.00 |
|
| R2 |
15,312.50 |
15,312.50 |
15,016.25 |
|
| R1 |
15,138.50 |
15,138.50 |
14,990.50 |
15,085.25 |
| PP |
15,032.00 |
15,032.00 |
15,032.00 |
15,005.25 |
| S1 |
14,858.00 |
14,858.00 |
14,939.00 |
14,804.75 |
| S2 |
14,751.50 |
14,751.50 |
14,913.25 |
|
| S3 |
14,471.00 |
14,577.50 |
14,887.50 |
|
| S4 |
14,190.50 |
14,297.00 |
14,810.50 |
|
|
| 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 |
15,525.75 |
14,925.25 |
600.50 |
4.0% |
253.00 |
1.7% |
7% |
False |
True |
2,117 |
| 10 |
15,808.25 |
14,925.25 |
883.00 |
5.9% |
256.50 |
1.7% |
4% |
False |
True |
2,237 |
| 20 |
16,117.00 |
14,925.25 |
1,191.75 |
8.0% |
245.00 |
1.6% |
3% |
False |
True |
2,110 |
| 40 |
16,264.25 |
14,925.25 |
1,339.00 |
8.9% |
235.50 |
1.6% |
3% |
False |
True |
1,780 |
| 60 |
16,264.25 |
13,888.50 |
2,375.75 |
15.9% |
237.00 |
1.6% |
45% |
False |
False |
1,315 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
21.3% |
213.00 |
1.4% |
59% |
False |
False |
993 |
| 100 |
16,264.25 |
12,885.00 |
3,379.25 |
22.6% |
189.50 |
1.3% |
62% |
False |
False |
794 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
27.5% |
175.50 |
1.2% |
68% |
False |
False |
662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,398.00 |
|
2.618 |
15,940.00 |
|
1.618 |
15,659.50 |
|
1.000 |
15,486.25 |
|
0.618 |
15,379.00 |
|
HIGH |
15,205.75 |
|
0.618 |
15,098.50 |
|
0.500 |
15,065.50 |
|
0.382 |
15,032.50 |
|
LOW |
14,925.25 |
|
0.618 |
14,752.00 |
|
1.000 |
14,644.75 |
|
1.618 |
14,471.50 |
|
2.618 |
14,191.00 |
|
4.250 |
13,733.00 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,065.50 |
15,225.50 |
| PP |
15,032.00 |
15,138.50 |
| S1 |
14,998.25 |
15,051.75 |
|