| 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 |
29,367.82 |
29,186.20 |
-181.62 |
-0.6% |
28,933.75 |
| High |
29,452.64 |
29,229.42 |
-223.22 |
-0.8% |
30,167.38 |
| Low |
29,095.67 |
28,861.96 |
-233.71 |
-0.8% |
28,726.93 |
| Close |
29,186.20 |
28,945.16 |
-241.04 |
-0.8% |
29,401.10 |
| Range |
356.97 |
367.46 |
10.49 |
2.9% |
1,440.45 |
| ATR |
662.99 |
641.88 |
-21.11 |
-3.2% |
0.00 |
| Volume |
13,614 |
19,036 |
5,422 |
39.8% |
79,426 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,114.56 |
29,897.32 |
29,147.26 |
|
| R3 |
29,747.10 |
29,529.86 |
29,046.21 |
|
| R2 |
29,379.64 |
29,379.64 |
29,012.53 |
|
| R1 |
29,162.40 |
29,162.40 |
28,978.84 |
29,087.29 |
| PP |
29,012.18 |
29,012.18 |
29,012.18 |
28,974.63 |
| S1 |
28,794.94 |
28,794.94 |
28,911.48 |
28,719.83 |
| S2 |
28,644.72 |
28,644.72 |
28,877.79 |
|
| S3 |
28,277.26 |
28,427.48 |
28,844.11 |
|
| S4 |
27,909.80 |
28,060.02 |
28,743.06 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,753.15 |
33,017.58 |
30,193.35 |
|
| R3 |
32,312.70 |
31,577.13 |
29,797.22 |
|
| R2 |
30,872.25 |
30,872.25 |
29,665.18 |
|
| R1 |
30,136.68 |
30,136.68 |
29,533.14 |
30,504.47 |
| PP |
29,431.80 |
29,431.80 |
29,431.80 |
29,615.70 |
| S1 |
28,696.23 |
28,696.23 |
29,269.06 |
29,064.02 |
| S2 |
27,991.35 |
27,991.35 |
29,137.02 |
|
| S3 |
26,550.90 |
27,255.78 |
29,004.98 |
|
| S4 |
25,110.45 |
25,815.33 |
28,608.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
29,708.57 |
28,861.96 |
846.61 |
2.9% |
377.00 |
1.3% |
10% |
False |
True |
12,529 |
| 10 |
30,167.38 |
28,726.93 |
1,440.45 |
5.0% |
489.72 |
1.7% |
15% |
False |
False |
14,239 |
| 20 |
30,427.35 |
28,726.93 |
1,700.42 |
5.9% |
574.02 |
2.0% |
13% |
False |
False |
13,448 |
| 40 |
31,765.71 |
28,103.93 |
3,661.78 |
12.7% |
815.74 |
2.8% |
23% |
False |
False |
18,691 |
| 60 |
31,765.71 |
24,815.78 |
6,949.93 |
24.0% |
852.93 |
2.9% |
59% |
False |
False |
17,515 |
| 80 |
31,765.71 |
24,815.78 |
6,949.93 |
24.0% |
930.78 |
3.2% |
59% |
False |
False |
19,591 |
| 100 |
31,765.71 |
24,815.78 |
6,949.93 |
24.0% |
968.57 |
3.3% |
59% |
False |
False |
21,030 |
| 120 |
31,765.71 |
19,593.39 |
12,172.32 |
42.1% |
1,036.55 |
3.6% |
77% |
False |
False |
24,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30,791.13 |
|
2.618 |
30,191.43 |
|
1.618 |
29,823.97 |
|
1.000 |
29,596.88 |
|
0.618 |
29,456.51 |
|
HIGH |
29,229.42 |
|
0.618 |
29,089.05 |
|
0.500 |
29,045.69 |
|
0.382 |
29,002.33 |
|
LOW |
28,861.96 |
|
0.618 |
28,634.87 |
|
1.000 |
28,494.50 |
|
1.618 |
28,267.41 |
|
2.618 |
27,899.95 |
|
4.250 |
27,300.26 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
29,045.69 |
29,264.90 |
| PP |
29,012.18 |
29,158.32 |
| S1 |
28,978.67 |
29,051.74 |
|