| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,827.0 |
15,947.0 |
120.0 |
0.8% |
16,095.0 |
| High |
15,880.0 |
15,953.0 |
73.0 |
0.5% |
16,103.0 |
| Low |
15,787.0 |
15,893.0 |
106.0 |
0.7% |
15,692.0 |
| Close |
15,787.0 |
15,899.0 |
112.0 |
0.7% |
15,778.0 |
| Range |
93.0 |
60.0 |
-33.0 |
-35.5% |
411.0 |
| ATR |
139.4 |
141.3 |
1.9 |
1.4% |
0.0 |
| Volume |
119 |
22 |
-97 |
-81.5% |
262 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,095.0 |
16,057.0 |
15,932.0 |
|
| R3 |
16,035.0 |
15,997.0 |
15,915.5 |
|
| R2 |
15,975.0 |
15,975.0 |
15,910.0 |
|
| R1 |
15,937.0 |
15,937.0 |
15,904.5 |
15,926.0 |
| PP |
15,915.0 |
15,915.0 |
15,915.0 |
15,909.5 |
| S1 |
15,877.0 |
15,877.0 |
15,893.5 |
15,866.0 |
| S2 |
15,855.0 |
15,855.0 |
15,888.0 |
|
| S3 |
15,795.0 |
15,817.0 |
15,882.5 |
|
| S4 |
15,735.0 |
15,757.0 |
15,866.0 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,090.7 |
16,845.3 |
16,004.1 |
|
| R3 |
16,679.7 |
16,434.3 |
15,891.0 |
|
| R2 |
16,268.7 |
16,268.7 |
15,853.4 |
|
| R1 |
16,023.3 |
16,023.3 |
15,815.7 |
15,940.5 |
| PP |
15,857.7 |
15,857.7 |
15,857.7 |
15,816.3 |
| S1 |
15,612.3 |
15,612.3 |
15,740.3 |
15,529.5 |
| S2 |
15,446.7 |
15,446.7 |
15,702.7 |
|
| S3 |
15,035.7 |
15,201.3 |
15,665.0 |
|
| S4 |
14,624.7 |
14,790.3 |
15,552.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,985.0 |
15,692.0 |
293.0 |
1.8% |
90.6 |
0.6% |
71% |
False |
False |
70 |
| 10 |
16,250.0 |
15,692.0 |
558.0 |
3.5% |
88.1 |
0.6% |
37% |
False |
False |
42 |
| 20 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
85.9 |
0.5% |
20% |
False |
False |
29 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
82.6 |
0.5% |
20% |
False |
False |
24 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
70.8 |
0.4% |
20% |
False |
False |
19 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
62.8 |
0.4% |
20% |
False |
False |
15 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
54.1 |
0.3% |
20% |
False |
False |
12 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.3% |
45.4 |
0.3% |
50% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,208.0 |
|
2.618 |
16,110.1 |
|
1.618 |
16,050.1 |
|
1.000 |
16,013.0 |
|
0.618 |
15,990.1 |
|
HIGH |
15,953.0 |
|
0.618 |
15,930.1 |
|
0.500 |
15,923.0 |
|
0.382 |
15,915.9 |
|
LOW |
15,893.0 |
|
0.618 |
15,855.9 |
|
1.000 |
15,833.0 |
|
1.618 |
15,795.9 |
|
2.618 |
15,735.9 |
|
4.250 |
15,638.0 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,923.0 |
15,873.5 |
| PP |
15,915.0 |
15,848.0 |
| S1 |
15,907.0 |
15,822.5 |
|