Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
27,586.36 |
27,257.00 |
-329.36 |
-1.2% |
26,085.88 |
High |
27,758.77 |
27,464.32 |
-294.45 |
-1.1% |
26,794.75 |
Low |
27,064.70 |
25,987.46 |
-1,077.24 |
-4.0% |
25,544.09 |
Close |
27,259.96 |
26,001.66 |
-1,258.30 |
-4.6% |
26,054.52 |
Range |
694.07 |
1,476.86 |
782.79 |
112.8% |
1,250.66 |
ATR |
819.34 |
866.31 |
46.97 |
5.7% |
0.00 |
Volume |
24,038 |
25,931 |
1,893 |
7.9% |
94,003 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,915.06 |
29,935.22 |
26,813.93 |
|
R3 |
29,438.20 |
28,458.36 |
26,407.80 |
|
R2 |
27,961.34 |
27,961.34 |
26,272.42 |
|
R1 |
26,981.50 |
26,981.50 |
26,137.04 |
26,732.99 |
PP |
26,484.48 |
26,484.48 |
26,484.48 |
26,360.23 |
S1 |
25,504.64 |
25,504.64 |
25,866.28 |
25,256.13 |
S2 |
25,007.62 |
25,007.62 |
25,730.90 |
|
S3 |
23,530.76 |
24,027.78 |
25,595.52 |
|
S4 |
22,053.90 |
22,550.92 |
25,189.39 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,883.10 |
29,219.47 |
26,742.38 |
|
R3 |
28,632.44 |
27,968.81 |
26,398.45 |
|
R2 |
27,381.78 |
27,381.78 |
26,283.81 |
|
R1 |
26,718.15 |
26,718.15 |
26,169.16 |
26,424.64 |
PP |
26,131.12 |
26,131.12 |
26,131.12 |
25,984.36 |
S1 |
25,467.49 |
25,467.49 |
25,939.88 |
25,173.98 |
S2 |
24,880.46 |
24,880.46 |
25,825.23 |
|
S3 |
23,629.80 |
24,216.83 |
25,710.59 |
|
S4 |
22,379.14 |
22,966.17 |
25,366.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,045.13 |
25,785.22 |
2,259.91 |
8.7% |
1,014.96 |
3.9% |
10% |
False |
False |
22,516 |
10 |
28,045.13 |
25,505.81 |
2,539.32 |
9.8% |
1,016.03 |
3.9% |
20% |
False |
False |
24,910 |
20 |
30,167.38 |
25,505.81 |
4,661.57 |
17.9% |
799.89 |
3.1% |
11% |
False |
False |
20,810 |
40 |
31,765.71 |
25,505.81 |
6,259.90 |
24.1% |
773.58 |
3.0% |
8% |
False |
False |
18,158 |
60 |
31,765.71 |
24,815.78 |
6,949.93 |
26.7% |
874.51 |
3.4% |
17% |
False |
False |
20,272 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
26.7% |
883.88 |
3.4% |
17% |
False |
False |
19,631 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.7% |
959.82 |
3.7% |
17% |
False |
False |
21,491 |
120 |
31,765.71 |
19,966.58 |
11,799.13 |
45.4% |
1,051.60 |
4.0% |
51% |
False |
False |
23,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33,740.98 |
2.618 |
31,330.74 |
1.618 |
29,853.88 |
1.000 |
28,941.18 |
0.618 |
28,377.02 |
HIGH |
27,464.32 |
0.618 |
26,900.16 |
0.500 |
26,725.89 |
0.382 |
26,551.62 |
LOW |
25,987.46 |
0.618 |
25,074.76 |
1.000 |
24,510.60 |
1.618 |
23,597.90 |
2.618 |
22,121.04 |
4.250 |
19,710.81 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
26,725.89 |
26,980.36 |
PP |
26,484.48 |
26,654.12 |
S1 |
26,243.07 |
26,327.89 |
|