Trading Metrics calculated at close of trading on 28-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,916.86 |
1,914.84 |
-2.02 |
-0.1% |
1,890.34 |
High |
1,919.91 |
1,925.32 |
5.41 |
0.3% |
1,922.33 |
Low |
1,904.63 |
1,913.91 |
9.28 |
0.5% |
1,890.34 |
Close |
1,914.65 |
1,920.05 |
5.40 |
0.3% |
1,914.65 |
Range |
15.28 |
11.41 |
-3.87 |
-25.3% |
31.99 |
ATR |
15.21 |
14.94 |
-0.27 |
-1.8% |
0.00 |
Volume |
5,852 |
5,899 |
47 |
0.8% |
20,925 |
|
Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.99 |
1,948.43 |
1,926.33 |
|
R3 |
1,942.58 |
1,937.02 |
1,923.19 |
|
R2 |
1,931.17 |
1,931.17 |
1,922.14 |
|
R1 |
1,925.61 |
1,925.61 |
1,921.10 |
1,928.39 |
PP |
1,919.76 |
1,919.76 |
1,919.76 |
1,921.15 |
S1 |
1,914.20 |
1,914.20 |
1,919.00 |
1,916.98 |
S2 |
1,908.35 |
1,908.35 |
1,917.96 |
|
S3 |
1,896.94 |
1,902.79 |
1,916.91 |
|
S4 |
1,885.53 |
1,891.38 |
1,913.77 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,005.08 |
1,991.85 |
1,932.24 |
|
R3 |
1,973.09 |
1,959.86 |
1,923.45 |
|
R2 |
1,941.10 |
1,941.10 |
1,920.51 |
|
R1 |
1,927.87 |
1,927.87 |
1,917.58 |
1,934.49 |
PP |
1,909.11 |
1,909.11 |
1,909.11 |
1,912.41 |
S1 |
1,895.88 |
1,895.88 |
1,911.72 |
1,902.50 |
S2 |
1,877.12 |
1,877.12 |
1,908.79 |
|
S3 |
1,845.13 |
1,863.89 |
1,905.85 |
|
S4 |
1,813.14 |
1,831.90 |
1,897.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,925.32 |
1,890.34 |
34.98 |
1.8% |
14.45 |
0.8% |
85% |
True |
False |
5,364 |
10 |
1,925.32 |
1,885.45 |
39.87 |
2.1% |
13.32 |
0.7% |
87% |
True |
False |
5,585 |
20 |
1,972.15 |
1,885.45 |
86.70 |
4.5% |
14.20 |
0.7% |
40% |
False |
False |
5,652 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.12 |
0.8% |
34% |
False |
False |
5,695 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
17.65 |
0.9% |
34% |
False |
False |
5,689 |
80 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
19.15 |
1.0% |
20% |
False |
False |
5,643 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
20.54 |
1.1% |
20% |
False |
False |
5,599 |
120 |
2,059.31 |
1,809.69 |
249.62 |
13.0% |
22.54 |
1.2% |
44% |
False |
False |
5,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,973.81 |
2.618 |
1,955.19 |
1.618 |
1,943.78 |
1.000 |
1,936.73 |
0.618 |
1,932.37 |
HIGH |
1,925.32 |
0.618 |
1,920.96 |
0.500 |
1,919.62 |
0.382 |
1,918.27 |
LOW |
1,913.91 |
0.618 |
1,906.86 |
1.000 |
1,902.50 |
1.618 |
1,895.45 |
2.618 |
1,884.04 |
4.250 |
1,865.42 |
|
|
Fisher Pivots for day following 28-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,919.91 |
1,918.36 |
PP |
1,919.76 |
1,916.67 |
S1 |
1,919.62 |
1,914.98 |
|