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 |
1,726.6450 |
1,704.3360 |
-22.3090 |
-1.3% |
1,658.0480 |
High |
1,734.3810 |
1,720.4370 |
-13.9440 |
-0.8% |
1,696.9780 |
Low |
1,696.8900 |
1,646.6690 |
-50.2210 |
-3.0% |
1,596.4400 |
Close |
1,704.7020 |
1,648.3350 |
-56.3670 |
-3.3% |
1,649.6330 |
Range |
37.4910 |
73.7680 |
36.2770 |
96.8% |
100.5380 |
ATR |
54.7564 |
56.1143 |
1.3580 |
2.5% |
0.0000 |
Volume |
131,959 |
169,107 |
37,148 |
28.2% |
693,138 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,893.1177 |
1,844.4943 |
1,688.9074 |
|
R3 |
1,819.3497 |
1,770.7263 |
1,668.6212 |
|
R2 |
1,745.5817 |
1,745.5817 |
1,661.8591 |
|
R1 |
1,696.9583 |
1,696.9583 |
1,655.0971 |
1,684.3860 |
PP |
1,671.8137 |
1,671.8137 |
1,671.8137 |
1,665.5275 |
S1 |
1,623.1903 |
1,623.1903 |
1,641.5729 |
1,610.6180 |
S2 |
1,598.0457 |
1,598.0457 |
1,634.8109 |
|
S3 |
1,524.2777 |
1,549.4223 |
1,628.0488 |
|
S4 |
1,450.5097 |
1,475.6543 |
1,607.7626 |
|
|
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 |
7.0% |
57.0108 |
3.5% |
18% |
False |
False |
211,413 |
10 |
1,742.3600 |
1,570.6850 |
171.6750 |
10.4% |
67.8874 |
4.1% |
45% |
False |
False |
205,263 |
20 |
1,872.9570 |
1,570.6850 |
302.2720 |
18.3% |
52.4998 |
3.2% |
26% |
False |
False |
153,656 |
40 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.6% |
51.8842 |
3.1% |
17% |
False |
False |
132,970 |
60 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.6% |
58.5752 |
3.6% |
17% |
False |
False |
134,908 |
80 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.6% |
58.4849 |
3.5% |
17% |
False |
False |
132,937 |
100 |
2,137.7700 |
1,570.6850 |
567.0850 |
34.4% |
65.7027 |
4.0% |
14% |
False |
False |
154,567 |
120 |
2,137.7700 |
1,421.5580 |
716.2120 |
43.5% |
71.2149 |
4.3% |
32% |
False |
False |
166,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,033.9510 |
2.618 |
1,913.5616 |
1.618 |
1,839.7936 |
1.000 |
1,794.2050 |
0.618 |
1,766.0256 |
HIGH |
1,720.4370 |
0.618 |
1,692.2576 |
0.500 |
1,683.5530 |
0.382 |
1,674.8484 |
LOW |
1,646.6690 |
0.618 |
1,601.0804 |
1.000 |
1,572.9010 |
1.618 |
1,527.3124 |
2.618 |
1,453.5444 |
4.250 |
1,333.1550 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,683.5530 |
1,691.0475 |
PP |
1,671.8137 |
1,676.8100 |
S1 |
1,660.0743 |
1,662.5725 |
|