| 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 |
30,310 |
30,145 |
-165 |
-0.5% |
29,800 |
| High |
30,675 |
30,455 |
-220 |
-0.7% |
31,115 |
| Low |
30,175 |
30,145 |
-30 |
-0.1% |
29,775 |
| Close |
30,310 |
30,145 |
-165 |
-0.5% |
30,375 |
| Range |
500 |
310 |
-190 |
-38.0% |
1,340 |
| ATR |
632 |
609 |
-23 |
-3.6% |
0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,178 |
30,972 |
30,316 |
|
| R3 |
30,868 |
30,662 |
30,230 |
|
| R2 |
30,558 |
30,558 |
30,202 |
|
| R1 |
30,352 |
30,352 |
30,173 |
30,300 |
| PP |
30,248 |
30,248 |
30,248 |
30,223 |
| S1 |
30,042 |
30,042 |
30,117 |
29,990 |
| S2 |
29,938 |
29,938 |
30,088 |
|
| S3 |
29,628 |
29,732 |
30,060 |
|
| S4 |
29,318 |
29,422 |
29,975 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,442 |
33,748 |
31,112 |
|
| R3 |
33,102 |
32,408 |
30,744 |
|
| R2 |
31,762 |
31,762 |
30,621 |
|
| R1 |
31,068 |
31,068 |
30,498 |
31,415 |
| PP |
30,422 |
30,422 |
30,422 |
30,595 |
| S1 |
29,728 |
29,728 |
30,252 |
30,075 |
| S2 |
29,082 |
29,082 |
30,129 |
|
| S3 |
27,742 |
28,388 |
30,007 |
|
| S4 |
26,402 |
27,048 |
29,638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
31,115 |
30,145 |
970 |
3.2% |
396 |
1.3% |
0% |
False |
True |
|
| 10 |
31,130 |
29,775 |
1,355 |
4.5% |
434 |
1.4% |
27% |
False |
False |
|
| 20 |
31,625 |
29,775 |
1,850 |
6.1% |
452 |
1.5% |
20% |
False |
False |
2 |
| 40 |
33,240 |
28,935 |
4,305 |
14.3% |
575 |
1.9% |
28% |
False |
False |
3 |
| 60 |
33,240 |
25,610 |
7,630 |
25.3% |
587 |
1.9% |
59% |
False |
False |
2 |
| 80 |
33,240 |
25,610 |
7,630 |
25.3% |
538 |
1.8% |
59% |
False |
False |
2 |
| 100 |
33,240 |
25,610 |
7,630 |
25.3% |
481 |
1.6% |
59% |
False |
False |
1 |
| 120 |
33,240 |
20,265 |
12,975 |
43.0% |
445 |
1.5% |
76% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,773 |
|
2.618 |
31,267 |
|
1.618 |
30,957 |
|
1.000 |
30,765 |
|
0.618 |
30,647 |
|
HIGH |
30,455 |
|
0.618 |
30,337 |
|
0.500 |
30,300 |
|
0.382 |
30,263 |
|
LOW |
30,145 |
|
0.618 |
29,953 |
|
1.000 |
29,835 |
|
1.618 |
29,643 |
|
2.618 |
29,333 |
|
4.250 |
28,828 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
30,300 |
30,410 |
| PP |
30,248 |
30,322 |
| S1 |
30,197 |
30,233 |
|