| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,687.0 |
15,738.0 |
51.0 |
0.3% |
15,924.0 |
| High |
15,840.0 |
15,866.0 |
26.0 |
0.2% |
16,017.0 |
| Low |
15,672.0 |
15,711.0 |
39.0 |
0.2% |
15,511.0 |
| Close |
15,746.0 |
15,772.0 |
26.0 |
0.2% |
15,626.0 |
| Range |
168.0 |
155.0 |
-13.0 |
-7.7% |
506.0 |
| ATR |
198.9 |
195.8 |
-3.1 |
-1.6% |
0.0 |
| Volume |
48,891 |
48,544 |
-347 |
-0.7% |
277,952 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,248.0 |
16,165.0 |
15,857.3 |
|
| R3 |
16,093.0 |
16,010.0 |
15,814.6 |
|
| R2 |
15,938.0 |
15,938.0 |
15,800.4 |
|
| R1 |
15,855.0 |
15,855.0 |
15,786.2 |
15,896.5 |
| PP |
15,783.0 |
15,783.0 |
15,783.0 |
15,803.8 |
| S1 |
15,700.0 |
15,700.0 |
15,757.8 |
15,741.5 |
| S2 |
15,628.0 |
15,628.0 |
15,743.6 |
|
| S3 |
15,473.0 |
15,545.0 |
15,729.4 |
|
| S4 |
15,318.0 |
15,390.0 |
15,686.8 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,236.0 |
16,937.0 |
15,904.3 |
|
| R3 |
16,730.0 |
16,431.0 |
15,765.2 |
|
| R2 |
16,224.0 |
16,224.0 |
15,718.8 |
|
| R1 |
15,925.0 |
15,925.0 |
15,672.4 |
15,821.5 |
| PP |
15,718.0 |
15,718.0 |
15,718.0 |
15,666.3 |
| S1 |
15,419.0 |
15,419.0 |
15,579.6 |
15,315.5 |
| S2 |
15,212.0 |
15,212.0 |
15,533.2 |
|
| S3 |
14,706.0 |
14,913.0 |
15,486.9 |
|
| S4 |
14,200.0 |
14,407.0 |
15,347.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,866.0 |
15,511.0 |
355.0 |
2.3% |
173.4 |
1.1% |
74% |
True |
False |
53,261 |
| 10 |
16,123.0 |
15,511.0 |
612.0 |
3.9% |
183.4 |
1.2% |
43% |
False |
False |
54,540 |
| 20 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
201.6 |
1.3% |
24% |
False |
False |
55,005 |
| 40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
187.2 |
1.2% |
24% |
False |
False |
55,910 |
| 60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
179.4 |
1.1% |
24% |
False |
False |
47,128 |
| 80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
164.5 |
1.0% |
24% |
False |
False |
35,366 |
| 100 |
16,615.0 |
15,440.0 |
1,175.0 |
7.4% |
148.8 |
0.9% |
28% |
False |
False |
28,296 |
| 120 |
16,615.0 |
14,978.0 |
1,637.0 |
10.4% |
131.6 |
0.8% |
49% |
False |
False |
23,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,524.8 |
|
2.618 |
16,271.8 |
|
1.618 |
16,116.8 |
|
1.000 |
16,021.0 |
|
0.618 |
15,961.8 |
|
HIGH |
15,866.0 |
|
0.618 |
15,806.8 |
|
0.500 |
15,788.5 |
|
0.382 |
15,770.2 |
|
LOW |
15,711.0 |
|
0.618 |
15,615.2 |
|
1.000 |
15,556.0 |
|
1.618 |
15,460.2 |
|
2.618 |
15,305.2 |
|
4.250 |
15,052.3 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,788.5 |
15,759.8 |
| PP |
15,783.0 |
15,747.7 |
| S1 |
15,777.5 |
15,735.5 |
|