| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,095.0 |
16,007.0 |
-88.0 |
-0.5% |
16,100.0 |
| High |
16,103.0 |
16,007.0 |
-96.0 |
-0.6% |
16,250.0 |
| Low |
16,048.0 |
15,923.0 |
-125.0 |
-0.8% |
15,930.0 |
| Close |
16,103.0 |
15,968.0 |
-135.0 |
-0.8% |
16,038.0 |
| Range |
55.0 |
84.0 |
29.0 |
52.7% |
320.0 |
| ATR |
138.0 |
141.0 |
3.0 |
2.2% |
0.0 |
| Volume |
13 |
38 |
25 |
192.3% |
35 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,218.0 |
16,177.0 |
16,014.2 |
|
| R3 |
16,134.0 |
16,093.0 |
15,991.1 |
|
| R2 |
16,050.0 |
16,050.0 |
15,983.4 |
|
| R1 |
16,009.0 |
16,009.0 |
15,975.7 |
15,987.5 |
| PP |
15,966.0 |
15,966.0 |
15,966.0 |
15,955.3 |
| S1 |
15,925.0 |
15,925.0 |
15,960.3 |
15,903.5 |
| S2 |
15,882.0 |
15,882.0 |
15,952.6 |
|
| S3 |
15,798.0 |
15,841.0 |
15,944.9 |
|
| S4 |
15,714.0 |
15,757.0 |
15,921.8 |
|
|
| 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 |
15,923.0 |
327.0 |
2.0% |
85.6 |
0.5% |
14% |
False |
True |
13 |
| 10 |
16,263.0 |
15,923.0 |
340.0 |
2.1% |
74.6 |
0.5% |
13% |
False |
True |
13 |
| 20 |
16,716.0 |
15,923.0 |
793.0 |
5.0% |
71.7 |
0.4% |
6% |
False |
True |
13 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
83.6 |
0.5% |
21% |
False |
False |
17 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
69.2 |
0.4% |
21% |
False |
False |
13 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
59.3 |
0.4% |
21% |
False |
False |
10 |
| 100 |
16,716.0 |
15,337.0 |
1,379.0 |
8.6% |
49.6 |
0.3% |
46% |
False |
False |
8 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.3% |
41.6 |
0.3% |
54% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,364.0 |
|
2.618 |
16,226.9 |
|
1.618 |
16,142.9 |
|
1.000 |
16,091.0 |
|
0.618 |
16,058.9 |
|
HIGH |
16,007.0 |
|
0.618 |
15,974.9 |
|
0.500 |
15,965.0 |
|
0.382 |
15,955.1 |
|
LOW |
15,923.0 |
|
0.618 |
15,871.1 |
|
1.000 |
15,839.0 |
|
1.618 |
15,787.1 |
|
2.618 |
15,703.1 |
|
4.250 |
15,566.0 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,967.0 |
16,013.0 |
| PP |
15,966.0 |
15,998.0 |
| S1 |
15,965.0 |
15,983.0 |
|