| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,150.0 |
16,100.0 |
-50.0 |
-0.3% |
16,713.0 |
| High |
16,177.0 |
16,163.0 |
-14.0 |
-0.1% |
16,713.0 |
| Low |
16,150.0 |
16,060.0 |
-90.0 |
-0.6% |
16,110.0 |
| Close |
16,177.0 |
16,163.0 |
-14.0 |
-0.1% |
16,177.0 |
| Range |
27.0 |
103.0 |
76.0 |
281.5% |
603.0 |
| ATR |
124.5 |
124.0 |
-0.5 |
-0.4% |
0.0 |
| Volume |
7 |
12 |
5 |
71.4% |
88 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,437.7 |
16,403.3 |
16,219.7 |
|
| R3 |
16,334.7 |
16,300.3 |
16,191.3 |
|
| R2 |
16,231.7 |
16,231.7 |
16,181.9 |
|
| R1 |
16,197.3 |
16,197.3 |
16,172.4 |
16,214.5 |
| PP |
16,128.7 |
16,128.7 |
16,128.7 |
16,137.3 |
| S1 |
16,094.3 |
16,094.3 |
16,153.6 |
16,111.5 |
| S2 |
16,025.7 |
16,025.7 |
16,144.1 |
|
| S3 |
15,922.7 |
15,991.3 |
16,134.7 |
|
| S4 |
15,819.7 |
15,888.3 |
16,106.4 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,142.3 |
17,762.7 |
16,508.7 |
|
| R3 |
17,539.3 |
17,159.7 |
16,342.8 |
|
| R2 |
16,936.3 |
16,936.3 |
16,287.6 |
|
| R1 |
16,556.7 |
16,556.7 |
16,232.3 |
16,445.0 |
| PP |
16,333.3 |
16,333.3 |
16,333.3 |
16,277.5 |
| S1 |
15,953.7 |
15,953.7 |
16,121.7 |
15,842.0 |
| S2 |
15,730.3 |
15,730.3 |
16,066.5 |
|
| S3 |
15,127.3 |
15,350.7 |
16,011.2 |
|
| S4 |
14,524.3 |
14,747.7 |
15,845.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,621.0 |
16,060.0 |
561.0 |
3.5% |
74.6 |
0.5% |
18% |
False |
True |
16 |
| 10 |
16,716.0 |
16,060.0 |
656.0 |
4.1% |
78.9 |
0.5% |
16% |
False |
True |
17 |
| 20 |
16,716.0 |
15,915.0 |
801.0 |
5.0% |
64.7 |
0.4% |
31% |
False |
False |
13 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
78.5 |
0.5% |
42% |
False |
False |
17 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
62.1 |
0.4% |
42% |
False |
False |
12 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
53.1 |
0.3% |
42% |
False |
False |
9 |
| 100 |
16,716.0 |
15,130.0 |
1,586.0 |
9.8% |
45.0 |
0.3% |
65% |
False |
False |
7 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.1% |
37.5 |
0.2% |
66% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,600.8 |
|
2.618 |
16,432.7 |
|
1.618 |
16,329.7 |
|
1.000 |
16,266.0 |
|
0.618 |
16,226.7 |
|
HIGH |
16,163.0 |
|
0.618 |
16,123.7 |
|
0.500 |
16,111.5 |
|
0.382 |
16,099.3 |
|
LOW |
16,060.0 |
|
0.618 |
15,996.3 |
|
1.000 |
15,957.0 |
|
1.618 |
15,893.3 |
|
2.618 |
15,790.3 |
|
4.250 |
15,622.3 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,145.8 |
16,148.2 |
| PP |
16,128.7 |
16,133.3 |
| S1 |
16,111.5 |
16,118.5 |
|