| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,100.0 |
15,930.0 |
-170.0 |
-1.1% |
16,713.0 |
| High |
16,163.0 |
15,996.0 |
-167.0 |
-1.0% |
16,713.0 |
| Low |
16,060.0 |
15,930.0 |
-130.0 |
-0.8% |
16,110.0 |
| Close |
16,163.0 |
15,982.0 |
-181.0 |
-1.1% |
16,177.0 |
| Range |
103.0 |
66.0 |
-37.0 |
-35.9% |
603.0 |
| ATR |
124.0 |
131.7 |
7.8 |
6.3% |
0.0 |
| Volume |
12 |
5 |
-7 |
-58.3% |
88 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,167.3 |
16,140.7 |
16,018.3 |
|
| R3 |
16,101.3 |
16,074.7 |
16,000.2 |
|
| R2 |
16,035.3 |
16,035.3 |
15,994.1 |
|
| R1 |
16,008.7 |
16,008.7 |
15,988.1 |
16,022.0 |
| PP |
15,969.3 |
15,969.3 |
15,969.3 |
15,976.0 |
| S1 |
15,942.7 |
15,942.7 |
15,976.0 |
15,956.0 |
| S2 |
15,903.3 |
15,903.3 |
15,969.9 |
|
| S3 |
15,837.3 |
15,876.7 |
15,963.9 |
|
| S4 |
15,771.3 |
15,810.7 |
15,945.7 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,142.3 |
17,762.7 |
16,508.7 |
|
| R3 |
17,539.3 |
17,159.7 |
16,342.8 |
|
| R2 |
16,936.3 |
16,936.3 |
16,287.6 |
|
| R1 |
16,556.7 |
16,556.7 |
16,232.3 |
16,445.0 |
| PP |
16,333.3 |
16,333.3 |
16,333.3 |
16,277.5 |
| S1 |
15,953.7 |
15,953.7 |
16,121.7 |
15,842.0 |
| S2 |
15,730.3 |
15,730.3 |
16,066.5 |
|
| S3 |
15,127.3 |
15,350.7 |
16,011.2 |
|
| S4 |
14,524.3 |
14,747.7 |
15,845.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,263.0 |
15,930.0 |
333.0 |
2.1% |
63.6 |
0.4% |
16% |
False |
True |
12 |
| 10 |
16,716.0 |
15,930.0 |
786.0 |
4.9% |
83.6 |
0.5% |
7% |
False |
True |
16 |
| 20 |
16,716.0 |
15,930.0 |
786.0 |
4.9% |
61.2 |
0.4% |
7% |
False |
True |
12 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
78.6 |
0.5% |
23% |
False |
False |
17 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
63.2 |
0.4% |
23% |
False |
False |
12 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
53.9 |
0.3% |
23% |
False |
False |
9 |
| 100 |
16,716.0 |
15,130.0 |
1,586.0 |
9.9% |
45.7 |
0.3% |
54% |
False |
False |
7 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.3% |
38.0 |
0.2% |
55% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,276.5 |
|
2.618 |
16,168.8 |
|
1.618 |
16,102.8 |
|
1.000 |
16,062.0 |
|
0.618 |
16,036.8 |
|
HIGH |
15,996.0 |
|
0.618 |
15,970.8 |
|
0.500 |
15,963.0 |
|
0.382 |
15,955.2 |
|
LOW |
15,930.0 |
|
0.618 |
15,889.2 |
|
1.000 |
15,864.0 |
|
1.618 |
15,823.2 |
|
2.618 |
15,757.2 |
|
4.250 |
15,649.5 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,975.7 |
16,053.5 |
| PP |
15,969.3 |
16,029.7 |
| S1 |
15,963.0 |
16,005.8 |
|