| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,198.0 |
16,070.0 |
-128.0 |
-0.8% |
16,100.0 |
| High |
16,250.0 |
16,070.0 |
-180.0 |
-1.1% |
16,250.0 |
| Low |
16,135.0 |
16,038.0 |
-97.0 |
-0.6% |
15,930.0 |
| Close |
16,205.0 |
16,038.0 |
-167.0 |
-1.0% |
16,038.0 |
| Range |
115.0 |
32.0 |
-83.0 |
-72.2% |
320.0 |
| ATR |
141.8 |
143.6 |
1.8 |
1.3% |
0.0 |
| Volume |
10 |
2 |
-8 |
-80.0% |
35 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,144.7 |
16,123.3 |
16,055.6 |
|
| R3 |
16,112.7 |
16,091.3 |
16,046.8 |
|
| R2 |
16,080.7 |
16,080.7 |
16,043.9 |
|
| R1 |
16,059.3 |
16,059.3 |
16,040.9 |
16,054.0 |
| PP |
16,048.7 |
16,048.7 |
16,048.7 |
16,046.0 |
| S1 |
16,027.3 |
16,027.3 |
16,035.1 |
16,022.0 |
| S2 |
16,016.7 |
16,016.7 |
16,032.1 |
|
| S3 |
15,984.7 |
15,995.3 |
16,029.2 |
|
| S4 |
15,952.7 |
15,963.3 |
16,020.4 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,032.7 |
16,855.3 |
16,214.0 |
|
| R3 |
16,712.7 |
16,535.3 |
16,126.0 |
|
| R2 |
16,392.7 |
16,392.7 |
16,096.7 |
|
| R1 |
16,215.3 |
16,215.3 |
16,067.3 |
16,144.0 |
| PP |
16,072.7 |
16,072.7 |
16,072.7 |
16,037.0 |
| S1 |
15,895.3 |
15,895.3 |
16,008.7 |
15,824.0 |
| S2 |
15,752.7 |
15,752.7 |
15,979.3 |
|
| S3 |
15,432.7 |
15,575.3 |
15,950.0 |
|
| S4 |
15,112.7 |
15,255.3 |
15,862.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,250.0 |
15,930.0 |
320.0 |
2.0% |
91.6 |
0.6% |
34% |
False |
False |
7 |
| 10 |
16,713.0 |
15,930.0 |
783.0 |
4.9% |
73.6 |
0.5% |
14% |
False |
False |
12 |
| 20 |
16,716.0 |
15,930.0 |
786.0 |
4.9% |
68.4 |
0.4% |
14% |
False |
False |
11 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
80.8 |
0.5% |
29% |
False |
False |
17 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
66.9 |
0.4% |
29% |
False |
False |
12 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
57.5 |
0.4% |
29% |
False |
False |
10 |
| 100 |
16,716.0 |
15,337.0 |
1,379.0 |
8.6% |
48.2 |
0.3% |
51% |
False |
False |
8 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.2% |
40.5 |
0.3% |
59% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,206.0 |
|
2.618 |
16,153.8 |
|
1.618 |
16,121.8 |
|
1.000 |
16,102.0 |
|
0.618 |
16,089.8 |
|
HIGH |
16,070.0 |
|
0.618 |
16,057.8 |
|
0.500 |
16,054.0 |
|
0.382 |
16,050.2 |
|
LOW |
16,038.0 |
|
0.618 |
16,018.2 |
|
1.000 |
16,006.0 |
|
1.618 |
15,986.2 |
|
2.618 |
15,954.2 |
|
4.250 |
15,902.0 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,054.0 |
16,144.0 |
| PP |
16,048.7 |
16,108.7 |
| S1 |
16,043.3 |
16,073.3 |
|