| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,930.0 |
16,160.0 |
230.0 |
1.4% |
16,713.0 |
| High |
15,996.0 |
16,191.0 |
195.0 |
1.2% |
16,713.0 |
| Low |
15,930.0 |
16,049.0 |
119.0 |
0.7% |
16,110.0 |
| Close |
15,982.0 |
16,049.0 |
67.0 |
0.4% |
16,177.0 |
| Range |
66.0 |
142.0 |
76.0 |
115.2% |
603.0 |
| ATR |
131.7 |
137.3 |
5.5 |
4.2% |
0.0 |
| Volume |
5 |
6 |
1 |
20.0% |
88 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,522.3 |
16,427.7 |
16,127.1 |
|
| R3 |
16,380.3 |
16,285.7 |
16,088.1 |
|
| R2 |
16,238.3 |
16,238.3 |
16,075.0 |
|
| R1 |
16,143.7 |
16,143.7 |
16,062.0 |
16,120.0 |
| PP |
16,096.3 |
16,096.3 |
16,096.3 |
16,084.5 |
| S1 |
16,001.7 |
16,001.7 |
16,036.0 |
15,978.0 |
| S2 |
15,954.3 |
15,954.3 |
16,023.0 |
|
| S3 |
15,812.3 |
15,859.7 |
16,010.0 |
|
| S4 |
15,670.3 |
15,717.7 |
15,970.9 |
|
|
| 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 |
16,191.0 |
15,930.0 |
261.0 |
1.6% |
77.8 |
0.5% |
46% |
True |
False |
7 |
| 10 |
16,716.0 |
15,930.0 |
786.0 |
4.9% |
87.5 |
0.5% |
15% |
False |
False |
14 |
| 20 |
16,716.0 |
15,930.0 |
786.0 |
4.9% |
63.1 |
0.4% |
15% |
False |
False |
11 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
80.4 |
0.5% |
30% |
False |
False |
17 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
64.7 |
0.4% |
30% |
False |
False |
12 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
55.7 |
0.3% |
30% |
False |
False |
9 |
| 100 |
16,716.0 |
15,298.0 |
1,418.0 |
8.8% |
47.1 |
0.3% |
53% |
False |
False |
7 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.2% |
39.2 |
0.2% |
59% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,794.5 |
|
2.618 |
16,562.8 |
|
1.618 |
16,420.8 |
|
1.000 |
16,333.0 |
|
0.618 |
16,278.8 |
|
HIGH |
16,191.0 |
|
0.618 |
16,136.8 |
|
0.500 |
16,120.0 |
|
0.382 |
16,103.2 |
|
LOW |
16,049.0 |
|
0.618 |
15,961.2 |
|
1.000 |
15,907.0 |
|
1.618 |
15,819.2 |
|
2.618 |
15,677.2 |
|
4.250 |
15,445.5 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,120.0 |
16,060.5 |
| PP |
16,096.3 |
16,056.7 |
| S1 |
16,072.7 |
16,052.8 |
|