| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,070.0 |
16,095.0 |
25.0 |
0.2% |
16,100.0 |
| High |
16,070.0 |
16,103.0 |
33.0 |
0.2% |
16,250.0 |
| Low |
16,038.0 |
16,048.0 |
10.0 |
0.1% |
15,930.0 |
| Close |
16,038.0 |
16,103.0 |
65.0 |
0.4% |
16,038.0 |
| Range |
32.0 |
55.0 |
23.0 |
71.9% |
320.0 |
| ATR |
143.6 |
138.0 |
-5.6 |
-3.9% |
0.0 |
| Volume |
2 |
13 |
11 |
550.0% |
35 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,249.7 |
16,231.3 |
16,133.3 |
|
| R3 |
16,194.7 |
16,176.3 |
16,118.1 |
|
| R2 |
16,139.7 |
16,139.7 |
16,113.1 |
|
| R1 |
16,121.3 |
16,121.3 |
16,108.0 |
16,130.5 |
| PP |
16,084.7 |
16,084.7 |
16,084.7 |
16,089.3 |
| S1 |
16,066.3 |
16,066.3 |
16,098.0 |
16,075.5 |
| S2 |
16,029.7 |
16,029.7 |
16,092.9 |
|
| S3 |
15,974.7 |
16,011.3 |
16,087.9 |
|
| S4 |
15,919.7 |
15,956.3 |
16,072.8 |
|
|
| 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% |
82.0 |
0.5% |
54% |
False |
False |
7 |
| 10 |
16,621.0 |
15,930.0 |
691.0 |
4.3% |
78.3 |
0.5% |
25% |
False |
False |
11 |
| 20 |
16,716.0 |
15,930.0 |
786.0 |
4.9% |
71.2 |
0.4% |
22% |
False |
False |
12 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
82.2 |
0.5% |
35% |
False |
False |
17 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
67.8 |
0.4% |
35% |
False |
False |
12 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
58.2 |
0.4% |
35% |
False |
False |
10 |
| 100 |
16,716.0 |
15,337.0 |
1,379.0 |
8.6% |
48.7 |
0.3% |
56% |
False |
False |
8 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.2% |
40.9 |
0.3% |
63% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,336.8 |
|
2.618 |
16,247.0 |
|
1.618 |
16,192.0 |
|
1.000 |
16,158.0 |
|
0.618 |
16,137.0 |
|
HIGH |
16,103.0 |
|
0.618 |
16,082.0 |
|
0.500 |
16,075.5 |
|
0.382 |
16,069.0 |
|
LOW |
16,048.0 |
|
0.618 |
16,014.0 |
|
1.000 |
15,993.0 |
|
1.618 |
15,959.0 |
|
2.618 |
15,904.0 |
|
4.250 |
15,814.3 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,093.8 |
16,144.0 |
| PP |
16,084.7 |
16,130.3 |
| S1 |
16,075.5 |
16,116.7 |
|