| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,890.0 |
15,936.0 |
46.0 |
0.3% |
16,100.0 |
| High |
15,985.0 |
15,936.0 |
-49.0 |
-0.3% |
16,250.0 |
| Low |
15,890.0 |
15,817.0 |
-73.0 |
-0.5% |
15,930.0 |
| Close |
15,985.0 |
15,865.0 |
-120.0 |
-0.8% |
16,038.0 |
| Range |
95.0 |
119.0 |
24.0 |
25.3% |
320.0 |
| ATR |
137.7 |
139.9 |
2.2 |
1.6% |
0.0 |
| Volume |
11 |
166 |
155 |
1,409.1% |
35 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,229.7 |
16,166.3 |
15,930.5 |
|
| R3 |
16,110.7 |
16,047.3 |
15,897.7 |
|
| R2 |
15,991.7 |
15,991.7 |
15,886.8 |
|
| R1 |
15,928.3 |
15,928.3 |
15,875.9 |
15,900.5 |
| PP |
15,872.7 |
15,872.7 |
15,872.7 |
15,858.8 |
| S1 |
15,809.3 |
15,809.3 |
15,854.1 |
15,781.5 |
| S2 |
15,753.7 |
15,753.7 |
15,843.2 |
|
| S3 |
15,634.7 |
15,690.3 |
15,832.3 |
|
| S4 |
15,515.7 |
15,571.3 |
15,799.6 |
|
|
| 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 |
16,103.0 |
15,817.0 |
286.0 |
1.8% |
77.0 |
0.5% |
17% |
False |
True |
46 |
| 10 |
16,250.0 |
15,817.0 |
433.0 |
2.7% |
83.8 |
0.5% |
11% |
False |
True |
27 |
| 20 |
16,716.0 |
15,817.0 |
899.0 |
5.7% |
79.2 |
0.5% |
5% |
False |
True |
21 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
6.0% |
85.3 |
0.5% |
10% |
False |
False |
21 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
6.0% |
69.5 |
0.4% |
10% |
False |
False |
16 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
6.0% |
62.0 |
0.4% |
10% |
False |
False |
12 |
| 100 |
16,716.0 |
15,560.0 |
1,156.0 |
7.3% |
51.7 |
0.3% |
26% |
False |
False |
10 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.3% |
43.4 |
0.3% |
48% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,441.8 |
|
2.618 |
16,247.5 |
|
1.618 |
16,128.5 |
|
1.000 |
16,055.0 |
|
0.618 |
16,009.5 |
|
HIGH |
15,936.0 |
|
0.618 |
15,890.5 |
|
0.500 |
15,876.5 |
|
0.382 |
15,862.5 |
|
LOW |
15,817.0 |
|
0.618 |
15,743.5 |
|
1.000 |
15,698.0 |
|
1.618 |
15,624.5 |
|
2.618 |
15,505.5 |
|
4.250 |
15,311.3 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,876.5 |
15,912.0 |
| PP |
15,872.7 |
15,896.3 |
| S1 |
15,868.8 |
15,880.7 |
|