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 |
1,914.84 |
1,920.15 |
5.31 |
0.3% |
1,890.34 |
High |
1,925.32 |
1,938.03 |
12.71 |
0.7% |
1,922.33 |
Low |
1,913.91 |
1,915.23 |
1.32 |
0.1% |
1,890.34 |
Close |
1,920.05 |
1,937.63 |
17.58 |
0.9% |
1,914.65 |
Range |
11.41 |
22.80 |
11.39 |
99.8% |
31.99 |
ATR |
14.94 |
15.50 |
0.56 |
3.8% |
0.00 |
Volume |
5,899 |
5,974 |
75 |
1.3% |
20,925 |
|
Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,998.70 |
1,990.96 |
1,950.17 |
|
R3 |
1,975.90 |
1,968.16 |
1,943.90 |
|
R2 |
1,953.10 |
1,953.10 |
1,941.81 |
|
R1 |
1,945.36 |
1,945.36 |
1,939.72 |
1,949.23 |
PP |
1,930.30 |
1,930.30 |
1,930.30 |
1,932.23 |
S1 |
1,922.56 |
1,922.56 |
1,935.54 |
1,926.43 |
S2 |
1,907.50 |
1,907.50 |
1,933.45 |
|
S3 |
1,884.70 |
1,899.76 |
1,931.36 |
|
S4 |
1,861.90 |
1,876.96 |
1,925.09 |
|
|
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 |
1,938.03 |
1,897.56 |
40.47 |
2.1% |
16.27 |
0.8% |
99% |
True |
False |
5,891 |
10 |
1,938.03 |
1,885.45 |
52.58 |
2.7% |
14.43 |
0.7% |
99% |
True |
False |
5,610 |
20 |
1,965.86 |
1,885.45 |
80.41 |
4.1% |
14.40 |
0.7% |
65% |
False |
False |
5,665 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.16 |
0.8% |
51% |
False |
False |
5,702 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
17.56 |
0.9% |
51% |
False |
False |
5,694 |
80 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
19.10 |
1.0% |
30% |
False |
False |
5,651 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
20.31 |
1.0% |
30% |
False |
False |
5,604 |
120 |
2,059.31 |
1,809.69 |
249.62 |
12.9% |
22.42 |
1.2% |
51% |
False |
False |
5,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,034.93 |
2.618 |
1,997.72 |
1.618 |
1,974.92 |
1.000 |
1,960.83 |
0.618 |
1,952.12 |
HIGH |
1,938.03 |
0.618 |
1,929.32 |
0.500 |
1,926.63 |
0.382 |
1,923.94 |
LOW |
1,915.23 |
0.618 |
1,901.14 |
1.000 |
1,892.43 |
1.618 |
1,878.34 |
2.618 |
1,855.54 |
4.250 |
1,818.33 |
|
|
Fisher Pivots for day following 29-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,933.96 |
1,932.20 |
PP |
1,930.30 |
1,926.76 |
S1 |
1,926.63 |
1,921.33 |
|