| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,007.0 |
15,890.0 |
-117.0 |
-0.7% |
16,100.0 |
| High |
16,007.0 |
15,985.0 |
-22.0 |
-0.1% |
16,250.0 |
| Low |
15,923.0 |
15,890.0 |
-33.0 |
-0.2% |
15,930.0 |
| Close |
15,968.0 |
15,985.0 |
17.0 |
0.1% |
16,038.0 |
| Range |
84.0 |
95.0 |
11.0 |
13.1% |
320.0 |
| ATR |
141.0 |
137.7 |
-3.3 |
-2.3% |
0.0 |
| Volume |
38 |
11 |
-27 |
-71.1% |
35 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,238.3 |
16,206.7 |
16,037.3 |
|
| R3 |
16,143.3 |
16,111.7 |
16,011.1 |
|
| R2 |
16,048.3 |
16,048.3 |
16,002.4 |
|
| R1 |
16,016.7 |
16,016.7 |
15,993.7 |
16,032.5 |
| PP |
15,953.3 |
15,953.3 |
15,953.3 |
15,961.3 |
| S1 |
15,921.7 |
15,921.7 |
15,976.3 |
15,937.5 |
| S2 |
15,858.3 |
15,858.3 |
15,967.6 |
|
| S3 |
15,763.3 |
15,826.7 |
15,958.9 |
|
| S4 |
15,668.3 |
15,731.7 |
15,932.8 |
|
|
| 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 |
15,890.0 |
360.0 |
2.3% |
76.2 |
0.5% |
26% |
False |
True |
14 |
| 10 |
16,250.0 |
15,890.0 |
360.0 |
2.3% |
77.0 |
0.5% |
26% |
False |
True |
11 |
| 20 |
16,716.0 |
15,890.0 |
826.0 |
5.2% |
73.3 |
0.5% |
12% |
False |
True |
13 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
86.0 |
0.5% |
23% |
False |
False |
18 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
67.5 |
0.4% |
23% |
False |
False |
13 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
60.5 |
0.4% |
23% |
False |
False |
10 |
| 100 |
16,716.0 |
15,549.0 |
1,167.0 |
7.3% |
50.5 |
0.3% |
37% |
False |
False |
8 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.3% |
42.4 |
0.3% |
55% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,388.8 |
|
2.618 |
16,233.7 |
|
1.618 |
16,138.7 |
|
1.000 |
16,080.0 |
|
0.618 |
16,043.7 |
|
HIGH |
15,985.0 |
|
0.618 |
15,948.7 |
|
0.500 |
15,937.5 |
|
0.382 |
15,926.3 |
|
LOW |
15,890.0 |
|
0.618 |
15,831.3 |
|
1.000 |
15,795.0 |
|
1.618 |
15,736.3 |
|
2.618 |
15,641.3 |
|
4.250 |
15,486.3 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,969.2 |
15,996.5 |
| PP |
15,953.3 |
15,992.7 |
| S1 |
15,937.5 |
15,988.8 |
|