Trading Metrics calculated at close of trading on 29-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,648.8310 |
1,646.2560 |
-2.5750 |
-0.2% |
1,658.0480 |
High |
1,661.7470 |
1,742.3600 |
80.6130 |
4.9% |
1,696.9780 |
Low |
1,627.4900 |
1,639.7350 |
12.2450 |
0.8% |
1,596.4400 |
Close |
1,646.8670 |
1,727.0430 |
80.1760 |
4.9% |
1,649.6330 |
Range |
34.2570 |
102.6250 |
68.3680 |
199.6% |
100.5380 |
ATR |
52.5044 |
56.0845 |
3.5800 |
6.8% |
0.0000 |
Volume |
1,106 |
605,978 |
604,872 |
54,690.1% |
693,138 |
|
Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.9210 |
1,971.6070 |
1,783.4868 |
|
R3 |
1,908.2960 |
1,868.9820 |
1,755.2649 |
|
R2 |
1,805.6710 |
1,805.6710 |
1,745.8576 |
|
R1 |
1,766.3570 |
1,766.3570 |
1,736.4503 |
1,786.0140 |
PP |
1,703.0460 |
1,703.0460 |
1,703.0460 |
1,712.8745 |
S1 |
1,663.7320 |
1,663.7320 |
1,717.6357 |
1,683.3890 |
S2 |
1,600.4210 |
1,600.4210 |
1,708.2284 |
|
S3 |
1,497.7960 |
1,561.1070 |
1,698.8211 |
|
S4 |
1,395.1710 |
1,458.4820 |
1,670.5993 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.2977 |
1,900.0033 |
1,704.9289 |
|
R3 |
1,848.7597 |
1,799.4653 |
1,677.2810 |
|
R2 |
1,748.2217 |
1,748.2217 |
1,668.0650 |
|
R1 |
1,698.9273 |
1,698.9273 |
1,658.8490 |
1,673.3055 |
PP |
1,647.6837 |
1,647.6837 |
1,647.6837 |
1,634.8728 |
S1 |
1,598.3893 |
1,598.3893 |
1,640.4170 |
1,572.7675 |
S2 |
1,547.1457 |
1,547.1457 |
1,631.2010 |
|
S3 |
1,446.6077 |
1,497.8513 |
1,621.9851 |
|
S4 |
1,346.0697 |
1,397.3133 |
1,594.3371 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,742.3600 |
1,596.4400 |
145.9200 |
8.4% |
63.5700 |
3.7% |
90% |
True |
False |
228,819 |
10 |
1,830.7230 |
1,570.6850 |
260.0380 |
15.1% |
69.8988 |
4.0% |
60% |
False |
False |
211,275 |
20 |
1,878.5800 |
1,570.6850 |
307.8950 |
17.8% |
51.3293 |
3.0% |
51% |
False |
False |
153,384 |
40 |
2,026.3210 |
1,570.6850 |
455.6360 |
26.4% |
52.4629 |
3.0% |
34% |
False |
False |
128,677 |
60 |
2,026.3210 |
1,570.6850 |
455.6360 |
26.4% |
60.5482 |
3.5% |
34% |
False |
False |
129,935 |
80 |
2,026.3210 |
1,570.6850 |
455.6360 |
26.4% |
61.1672 |
3.5% |
34% |
False |
False |
133,124 |
100 |
2,137.7700 |
1,570.6850 |
567.0850 |
32.8% |
65.9426 |
3.8% |
28% |
False |
False |
153,480 |
120 |
2,137.7700 |
1,372.9410 |
764.8290 |
44.3% |
72.0408 |
4.2% |
46% |
False |
False |
171,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,178.5163 |
2.618 |
2,011.0323 |
1.618 |
1,908.4073 |
1.000 |
1,844.9850 |
0.618 |
1,805.7823 |
HIGH |
1,742.3600 |
0.618 |
1,703.1573 |
0.500 |
1,691.0475 |
0.382 |
1,678.9378 |
LOW |
1,639.7350 |
0.618 |
1,576.3128 |
1.000 |
1,537.1100 |
1.618 |
1,473.6878 |
2.618 |
1,371.0628 |
4.250 |
1,203.5788 |
|
|
Fisher Pivots for day following 29-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,715.0445 |
1,713.0037 |
PP |
1,703.0460 |
1,698.9643 |
S1 |
1,691.0475 |
1,684.9250 |
|