| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,646.2560 |
1,726.6450 |
80.3890 |
4.9% |
1,658.0480 |
| High |
1,742.3600 |
1,734.3810 |
-7.9790 |
-0.5% |
1,696.9780 |
| Low |
1,639.7350 |
1,696.8900 |
57.1550 |
3.5% |
1,596.4400 |
| Close |
1,727.0430 |
1,704.7020 |
-22.3410 |
-1.3% |
1,649.6330 |
| Range |
102.6250 |
37.4910 |
-65.1340 |
-63.5% |
100.5380 |
| ATR |
56.0845 |
54.7564 |
-1.3281 |
-2.4% |
0.0000 |
| Volume |
605,978 |
131,959 |
-474,019 |
-78.2% |
693,138 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,824.4640 |
1,802.0740 |
1,725.3221 |
|
| R3 |
1,786.9730 |
1,764.5830 |
1,715.0120 |
|
| R2 |
1,749.4820 |
1,749.4820 |
1,711.5754 |
|
| R1 |
1,727.0920 |
1,727.0920 |
1,708.1387 |
1,719.5415 |
| PP |
1,711.9910 |
1,711.9910 |
1,711.9910 |
1,708.2158 |
| S1 |
1,689.6010 |
1,689.6010 |
1,701.2653 |
1,682.0505 |
| S2 |
1,674.5000 |
1,674.5000 |
1,697.8287 |
|
| S3 |
1,637.0090 |
1,652.1100 |
1,694.3920 |
|
| S4 |
1,599.5180 |
1,614.6190 |
1,684.0820 |
|
|
| 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 |
1,627.4900 |
114.8700 |
6.7% |
50.9606 |
3.0% |
67% |
False |
False |
207,381 |
| 10 |
1,813.5820 |
1,570.6850 |
242.8970 |
14.2% |
70.6177 |
4.1% |
55% |
False |
False |
212,369 |
| 20 |
1,872.9570 |
1,570.6850 |
302.2720 |
17.7% |
50.4023 |
3.0% |
44% |
False |
False |
151,092 |
| 40 |
2,026.3210 |
1,570.6850 |
455.6360 |
26.7% |
52.2221 |
3.1% |
29% |
False |
False |
128,788 |
| 60 |
2,026.3210 |
1,570.6850 |
455.6360 |
26.7% |
59.0100 |
3.5% |
29% |
False |
False |
132,134 |
| 80 |
2,026.3210 |
1,570.6850 |
455.6360 |
26.7% |
60.0552 |
3.5% |
29% |
False |
False |
130,869 |
| 100 |
2,137.7700 |
1,570.6850 |
567.0850 |
33.3% |
65.7501 |
3.9% |
24% |
False |
False |
152,895 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
44.9% |
71.2164 |
4.2% |
43% |
False |
False |
169,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,893.7178 |
|
2.618 |
1,832.5324 |
|
1.618 |
1,795.0414 |
|
1.000 |
1,771.8720 |
|
0.618 |
1,757.5504 |
|
HIGH |
1,734.3810 |
|
0.618 |
1,720.0594 |
|
0.500 |
1,715.6355 |
|
0.382 |
1,711.2116 |
|
LOW |
1,696.8900 |
|
0.618 |
1,673.7206 |
|
1.000 |
1,659.3990 |
|
1.618 |
1,636.2296 |
|
2.618 |
1,598.7386 |
|
4.250 |
1,537.5533 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,715.6355 |
1,698.1097 |
| PP |
1,711.9910 |
1,691.5173 |
| S1 |
1,708.3465 |
1,684.9250 |
|