| 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 |
15,355.62 |
15,278.29 |
-77.33 |
-0.5% |
15,777.78 |
| High |
15,410.85 |
15,295.80 |
-115.05 |
-0.7% |
15,801.83 |
| Low |
15,258.92 |
15,148.25 |
-110.67 |
-0.7% |
15,258.69 |
| Close |
15,407.85 |
15,273.05 |
-134.80 |
-0.9% |
15,274.92 |
| Range |
151.93 |
147.55 |
-4.38 |
-2.9% |
543.14 |
| ATR |
215.78 |
218.91 |
3.13 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,681.68 |
15,624.92 |
15,354.20 |
|
| R3 |
15,534.13 |
15,477.37 |
15,313.63 |
|
| R2 |
15,386.58 |
15,386.58 |
15,300.10 |
|
| R1 |
15,329.82 |
15,329.82 |
15,286.58 |
15,284.43 |
| PP |
15,239.03 |
15,239.03 |
15,239.03 |
15,216.34 |
| S1 |
15,182.27 |
15,182.27 |
15,259.52 |
15,136.88 |
| S2 |
15,091.48 |
15,091.48 |
15,246.00 |
|
| S3 |
14,943.93 |
15,034.72 |
15,232.47 |
|
| S4 |
14,796.38 |
14,887.17 |
15,191.90 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,074.57 |
16,717.88 |
15,573.65 |
|
| R3 |
16,531.43 |
16,174.74 |
15,424.28 |
|
| R2 |
15,988.29 |
15,988.29 |
15,374.50 |
|
| R1 |
15,631.60 |
15,631.60 |
15,324.71 |
15,538.38 |
| PP |
15,445.15 |
15,445.15 |
15,445.15 |
15,398.53 |
| S1 |
15,088.46 |
15,088.46 |
15,225.13 |
14,995.24 |
| S2 |
14,902.01 |
14,902.01 |
15,175.34 |
|
| S3 |
14,358.87 |
14,545.32 |
15,125.56 |
|
| S4 |
13,815.73 |
14,002.18 |
14,976.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,561.00 |
15,148.25 |
412.75 |
2.7% |
193.41 |
1.3% |
30% |
False |
True |
|
| 10 |
15,801.83 |
15,148.25 |
653.58 |
4.3% |
188.10 |
1.2% |
19% |
False |
True |
|
| 20 |
15,932.05 |
15,148.25 |
783.80 |
5.1% |
190.40 |
1.2% |
16% |
False |
True |
|
| 40 |
15,932.05 |
14,571.36 |
1,360.69 |
8.9% |
187.57 |
1.2% |
52% |
False |
False |
|
| 60 |
15,932.05 |
13,256.56 |
2,675.49 |
17.5% |
185.73 |
1.2% |
75% |
False |
False |
|
| 80 |
15,932.05 |
12,724.62 |
3,207.43 |
21.0% |
178.39 |
1.2% |
79% |
False |
False |
|
| 100 |
15,932.05 |
12,190.65 |
3,741.40 |
24.5% |
182.50 |
1.2% |
82% |
False |
False |
|
| 120 |
15,932.05 |
11,695.41 |
4,236.64 |
27.7% |
185.90 |
1.2% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,922.89 |
|
2.618 |
15,682.09 |
|
1.618 |
15,534.54 |
|
1.000 |
15,443.35 |
|
0.618 |
15,386.99 |
|
HIGH |
15,295.80 |
|
0.618 |
15,239.44 |
|
0.500 |
15,222.03 |
|
0.382 |
15,204.61 |
|
LOW |
15,148.25 |
|
0.618 |
15,057.06 |
|
1.000 |
15,000.70 |
|
1.618 |
14,909.51 |
|
2.618 |
14,761.96 |
|
4.250 |
14,521.16 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,256.04 |
15,335.78 |
| PP |
15,239.03 |
15,314.87 |
| S1 |
15,222.03 |
15,293.96 |
|