| 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 |
29,720 |
29,775 |
55 |
0.2% |
29,400 |
| High |
30,055 |
29,835 |
-220 |
-0.7% |
30,535 |
| Low |
29,380 |
29,360 |
-20 |
-0.1% |
29,000 |
| Close |
29,660 |
29,495 |
-165 |
-0.6% |
29,730 |
| Range |
675 |
475 |
-200 |
-29.6% |
1,535 |
| ATR |
774 |
753 |
-21 |
-2.8% |
0 |
| Volume |
484 |
576 |
92 |
19.0% |
2,367 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,988 |
30,717 |
29,756 |
|
| R3 |
30,513 |
30,242 |
29,626 |
|
| R2 |
30,038 |
30,038 |
29,582 |
|
| R1 |
29,767 |
29,767 |
29,539 |
29,665 |
| PP |
29,563 |
29,563 |
29,563 |
29,513 |
| S1 |
29,292 |
29,292 |
29,451 |
29,190 |
| S2 |
29,088 |
29,088 |
29,408 |
|
| S3 |
28,613 |
28,817 |
29,364 |
|
| S4 |
28,138 |
28,342 |
29,234 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,360 |
33,580 |
30,574 |
|
| R3 |
32,825 |
32,045 |
30,152 |
|
| R2 |
31,290 |
31,290 |
30,011 |
|
| R1 |
30,510 |
30,510 |
29,871 |
30,900 |
| PP |
29,755 |
29,755 |
29,755 |
29,950 |
| S1 |
28,975 |
28,975 |
29,589 |
29,365 |
| S2 |
28,220 |
28,220 |
29,449 |
|
| S3 |
26,685 |
27,440 |
29,308 |
|
| S4 |
25,150 |
25,905 |
28,886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
30,535 |
29,360 |
1,175 |
4.0% |
551 |
1.9% |
11% |
False |
True |
434 |
| 10 |
30,535 |
29,000 |
1,535 |
5.2% |
669 |
2.3% |
32% |
False |
False |
484 |
| 20 |
31,060 |
28,930 |
2,130 |
7.2% |
646 |
2.2% |
27% |
False |
False |
770 |
| 40 |
32,705 |
26,795 |
5,910 |
20.0% |
880 |
3.0% |
46% |
False |
False |
408 |
| 60 |
32,705 |
25,250 |
7,455 |
25.3% |
846 |
2.9% |
57% |
False |
False |
273 |
| 80 |
32,705 |
25,250 |
7,455 |
25.3% |
837 |
2.8% |
57% |
False |
False |
205 |
| 100 |
32,705 |
25,250 |
7,455 |
25.3% |
815 |
2.8% |
57% |
False |
False |
164 |
| 120 |
32,705 |
19,935 |
12,770 |
43.3% |
847 |
2.9% |
75% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,854 |
|
2.618 |
31,079 |
|
1.618 |
30,604 |
|
1.000 |
30,310 |
|
0.618 |
30,129 |
|
HIGH |
29,835 |
|
0.618 |
29,654 |
|
0.500 |
29,598 |
|
0.382 |
29,541 |
|
LOW |
29,360 |
|
0.618 |
29,066 |
|
1.000 |
28,885 |
|
1.618 |
28,591 |
|
2.618 |
28,116 |
|
4.250 |
27,341 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
29,598 |
29,708 |
| PP |
29,563 |
29,637 |
| S1 |
29,529 |
29,566 |
|