| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
14,948.63 |
14,592.78 |
-355.85 |
-2.4% |
14,984.54 |
| High |
14,949.58 |
14,744.57 |
-205.01 |
-1.4% |
15,206.26 |
| Low |
14,698.29 |
14,557.83 |
-140.46 |
-1.0% |
14,557.83 |
| Close |
14,715.81 |
14,694.84 |
-20.97 |
-0.1% |
14,694.84 |
| Range |
251.29 |
186.74 |
-64.55 |
-25.7% |
648.43 |
| ATR |
219.04 |
216.73 |
-2.31 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,225.97 |
15,147.14 |
14,797.55 |
|
| R3 |
15,039.23 |
14,960.40 |
14,746.19 |
|
| R2 |
14,852.49 |
14,852.49 |
14,729.08 |
|
| R1 |
14,773.66 |
14,773.66 |
14,711.96 |
14,813.08 |
| PP |
14,665.75 |
14,665.75 |
14,665.75 |
14,685.45 |
| S1 |
14,586.92 |
14,586.92 |
14,677.72 |
14,626.34 |
| S2 |
14,479.01 |
14,479.01 |
14,660.60 |
|
| S3 |
14,292.27 |
14,400.18 |
14,643.49 |
|
| S4 |
14,105.53 |
14,213.44 |
14,592.13 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,764.93 |
16,378.32 |
15,051.48 |
|
| R3 |
16,116.50 |
15,729.89 |
14,873.16 |
|
| R2 |
15,468.07 |
15,468.07 |
14,813.72 |
|
| R1 |
15,081.46 |
15,081.46 |
14,754.28 |
14,950.55 |
| PP |
14,819.64 |
14,819.64 |
14,819.64 |
14,754.19 |
| S1 |
14,433.03 |
14,433.03 |
14,635.40 |
14,302.12 |
| S2 |
14,171.21 |
14,171.21 |
14,575.96 |
|
| S3 |
13,522.78 |
13,784.60 |
14,516.52 |
|
| S4 |
12,874.35 |
13,136.17 |
14,338.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,206.26 |
14,557.83 |
648.43 |
4.4% |
210.31 |
1.4% |
21% |
False |
True |
|
| 10 |
15,410.85 |
14,557.83 |
853.02 |
5.8% |
197.47 |
1.3% |
16% |
False |
True |
|
| 20 |
15,801.83 |
14,557.83 |
1,244.00 |
8.5% |
191.05 |
1.3% |
11% |
False |
True |
|
| 40 |
15,932.05 |
14,557.83 |
1,374.22 |
9.4% |
185.34 |
1.3% |
10% |
False |
True |
|
| 60 |
15,932.05 |
13,520.92 |
2,411.13 |
16.4% |
193.68 |
1.3% |
49% |
False |
False |
|
| 80 |
15,932.05 |
12,783.42 |
3,148.63 |
21.4% |
183.33 |
1.2% |
61% |
False |
False |
|
| 100 |
15,932.05 |
12,517.87 |
3,414.18 |
23.2% |
179.26 |
1.2% |
64% |
False |
False |
|
| 120 |
15,932.05 |
11,695.41 |
4,236.64 |
28.8% |
188.42 |
1.3% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,538.22 |
|
2.618 |
15,233.46 |
|
1.618 |
15,046.72 |
|
1.000 |
14,931.31 |
|
0.618 |
14,859.98 |
|
HIGH |
14,744.57 |
|
0.618 |
14,673.24 |
|
0.500 |
14,651.20 |
|
0.382 |
14,629.16 |
|
LOW |
14,557.83 |
|
0.618 |
14,442.42 |
|
1.000 |
14,371.09 |
|
1.618 |
14,255.68 |
|
2.618 |
14,068.94 |
|
4.250 |
13,764.19 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,680.29 |
14,817.44 |
| PP |
14,665.75 |
14,776.57 |
| S1 |
14,651.20 |
14,735.71 |
|