| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,152.25 |
15,520.75 |
368.50 |
2.4% |
15,291.25 |
| High |
15,543.00 |
15,607.50 |
64.50 |
0.4% |
15,525.75 |
| Low |
15,146.00 |
15,005.00 |
-141.00 |
-0.9% |
14,792.00 |
| Close |
15,384.50 |
15,048.25 |
-336.25 |
-2.2% |
14,926.50 |
| Range |
397.00 |
602.50 |
205.50 |
51.8% |
733.75 |
| ATR |
254.50 |
279.36 |
24.86 |
9.8% |
0.00 |
| Volume |
2,214 |
3,860 |
1,646 |
74.3% |
12,596 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,027.75 |
16,640.50 |
15,379.50 |
|
| R3 |
16,425.25 |
16,038.00 |
15,214.00 |
|
| R2 |
15,822.75 |
15,822.75 |
15,158.75 |
|
| R1 |
15,435.50 |
15,435.50 |
15,103.50 |
15,328.00 |
| PP |
15,220.25 |
15,220.25 |
15,220.25 |
15,166.50 |
| S1 |
14,833.00 |
14,833.00 |
14,993.00 |
14,725.50 |
| S2 |
14,617.75 |
14,617.75 |
14,937.75 |
|
| S3 |
14,015.25 |
14,230.50 |
14,882.50 |
|
| S4 |
13,412.75 |
13,628.00 |
14,717.00 |
|
|
| 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 |
15,607.50 |
14,792.00 |
815.50 |
5.4% |
334.75 |
2.2% |
31% |
True |
False |
2,694 |
| 10 |
15,607.50 |
14,792.00 |
815.50 |
5.4% |
293.75 |
2.0% |
31% |
True |
False |
2,405 |
| 20 |
16,117.00 |
14,792.00 |
1,325.00 |
8.8% |
272.50 |
1.8% |
19% |
False |
False |
2,286 |
| 40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.8% |
245.00 |
1.6% |
17% |
False |
False |
1,938 |
| 60 |
16,264.25 |
14,596.75 |
1,667.50 |
11.1% |
242.50 |
1.6% |
27% |
False |
False |
1,531 |
| 80 |
16,264.25 |
13,303.00 |
2,961.25 |
19.7% |
224.75 |
1.5% |
59% |
False |
False |
1,161 |
| 100 |
16,264.25 |
13,083.00 |
3,181.25 |
21.1% |
202.75 |
1.3% |
62% |
False |
False |
929 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
27.3% |
187.50 |
1.2% |
70% |
False |
False |
774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,168.00 |
|
2.618 |
17,184.75 |
|
1.618 |
16,582.25 |
|
1.000 |
16,210.00 |
|
0.618 |
15,979.75 |
|
HIGH |
15,607.50 |
|
0.618 |
15,377.25 |
|
0.500 |
15,306.25 |
|
0.382 |
15,235.25 |
|
LOW |
15,005.00 |
|
0.618 |
14,632.75 |
|
1.000 |
14,402.50 |
|
1.618 |
14,030.25 |
|
2.618 |
13,427.75 |
|
4.250 |
12,444.50 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,306.25 |
15,306.25 |
| PP |
15,220.25 |
15,220.25 |
| S1 |
15,134.25 |
15,134.25 |
|