| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
14,937.00 |
14,945.00 |
8.00 |
0.1% |
15,291.25 |
| High |
14,984.00 |
15,199.00 |
215.00 |
1.4% |
15,525.75 |
| Low |
14,792.00 |
14,905.00 |
113.00 |
0.8% |
14,792.00 |
| Close |
14,926.50 |
15,172.50 |
246.00 |
1.6% |
14,926.50 |
| Range |
192.00 |
294.00 |
102.00 |
53.1% |
733.75 |
| ATR |
244.06 |
247.62 |
3.57 |
1.5% |
0.00 |
| Volume |
3,430 |
2,110 |
-1,320 |
-38.5% |
12,596 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,974.25 |
15,867.25 |
15,334.25 |
|
| R3 |
15,680.25 |
15,573.25 |
15,253.25 |
|
| R2 |
15,386.25 |
15,386.25 |
15,226.50 |
|
| R1 |
15,279.25 |
15,279.25 |
15,199.50 |
15,332.75 |
| PP |
15,092.25 |
15,092.25 |
15,092.25 |
15,119.00 |
| S1 |
14,985.25 |
14,985.25 |
15,145.50 |
15,038.75 |
| S2 |
14,798.25 |
14,798.25 |
15,118.50 |
|
| S3 |
14,504.25 |
14,691.25 |
15,091.75 |
|
| S4 |
14,210.25 |
14,397.25 |
15,010.75 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,282.75 |
16,838.25 |
15,330.00 |
|
| R3 |
16,549.00 |
16,104.50 |
15,128.25 |
|
| R2 |
15,815.25 |
15,815.25 |
15,061.00 |
|
| R1 |
15,370.75 |
15,370.75 |
14,993.75 |
15,226.00 |
| PP |
15,081.50 |
15,081.50 |
15,081.50 |
15,009.00 |
| S1 |
14,637.00 |
14,637.00 |
14,859.25 |
14,492.50 |
| S2 |
14,347.75 |
14,347.75 |
14,792.00 |
|
| S3 |
13,614.00 |
13,903.25 |
14,724.75 |
|
| S4 |
12,880.25 |
13,169.50 |
14,523.00 |
|
|
| 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 |
14,792.00 |
733.75 |
4.8% |
253.50 |
1.7% |
52% |
False |
False |
2,394 |
| 10 |
15,696.00 |
14,792.00 |
904.00 |
6.0% |
262.00 |
1.7% |
42% |
False |
False |
2,366 |
| 20 |
16,117.00 |
14,792.00 |
1,325.00 |
8.7% |
253.00 |
1.7% |
29% |
False |
False |
2,233 |
| 40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.7% |
234.75 |
1.5% |
26% |
False |
False |
1,825 |
| 60 |
16,264.25 |
14,144.00 |
2,120.25 |
14.0% |
237.00 |
1.6% |
49% |
False |
False |
1,403 |
| 80 |
16,264.25 |
13,303.00 |
2,961.25 |
19.5% |
215.50 |
1.4% |
63% |
False |
False |
1,062 |
| 100 |
16,264.25 |
13,083.00 |
3,181.25 |
21.0% |
193.25 |
1.3% |
66% |
False |
False |
850 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
27.1% |
179.50 |
1.2% |
73% |
False |
False |
708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,448.50 |
|
2.618 |
15,968.75 |
|
1.618 |
15,674.75 |
|
1.000 |
15,493.00 |
|
0.618 |
15,380.75 |
|
HIGH |
15,199.00 |
|
0.618 |
15,086.75 |
|
0.500 |
15,052.00 |
|
0.382 |
15,017.25 |
|
LOW |
14,905.00 |
|
0.618 |
14,723.25 |
|
1.000 |
14,611.00 |
|
1.618 |
14,429.25 |
|
2.618 |
14,135.25 |
|
4.250 |
13,655.50 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,132.25 |
15,114.50 |
| PP |
15,092.25 |
15,056.75 |
| S1 |
15,052.00 |
14,999.00 |
|