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 |
1,919.8 |
1,915.5 |
-4.3 |
-0.2% |
1,893.6 |
High |
1,919.8 |
1,921.5 |
1.7 |
0.1% |
1,920.8 |
Low |
1,911.1 |
1,915.5 |
4.4 |
0.2% |
1,892.8 |
Close |
1,911.1 |
1,917.9 |
6.8 |
0.4% |
1,911.1 |
Range |
8.7 |
6.0 |
-2.7 |
-31.0% |
28.0 |
ATR |
14.2 |
13.9 |
-0.3 |
-1.9% |
0.0 |
Volume |
195 |
99 |
-96 |
-49.2% |
2,001 |
|
Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,936.3 |
1,933.1 |
1,921.2 |
|
R3 |
1,930.3 |
1,927.1 |
1,919.6 |
|
R2 |
1,924.3 |
1,924.3 |
1,919.0 |
|
R1 |
1,921.1 |
1,921.1 |
1,918.5 |
1,922.7 |
PP |
1,918.3 |
1,918.3 |
1,918.3 |
1,919.1 |
S1 |
1,915.1 |
1,915.1 |
1,917.4 |
1,916.7 |
S2 |
1,912.3 |
1,912.3 |
1,916.8 |
|
S3 |
1,906.3 |
1,909.1 |
1,916.3 |
|
S4 |
1,900.3 |
1,903.1 |
1,914.6 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.2 |
1,979.7 |
1,926.5 |
|
R3 |
1,964.2 |
1,951.7 |
1,918.8 |
|
R2 |
1,936.2 |
1,936.2 |
1,916.2 |
|
R1 |
1,923.7 |
1,923.7 |
1,913.7 |
1,930.0 |
PP |
1,908.2 |
1,908.2 |
1,908.2 |
1,911.4 |
S1 |
1,895.7 |
1,895.7 |
1,908.5 |
1,902.0 |
S2 |
1,880.2 |
1,880.2 |
1,906.0 |
|
S3 |
1,852.2 |
1,867.7 |
1,903.4 |
|
S4 |
1,824.2 |
1,839.7 |
1,895.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,921.5 |
1,892.8 |
28.7 |
1.5% |
6.0 |
0.3% |
87% |
True |
False |
244 |
10 |
1,921.5 |
1,884.0 |
37.5 |
2.0% |
8.2 |
0.4% |
90% |
True |
False |
245 |
20 |
1,965.4 |
1,884.0 |
81.4 |
4.2% |
11.4 |
0.6% |
42% |
False |
False |
326 |
40 |
1,989.8 |
1,884.0 |
105.8 |
5.5% |
15.7 |
0.8% |
32% |
False |
False |
92,961 |
60 |
2,000.5 |
1,884.0 |
116.5 |
6.1% |
18.4 |
1.0% |
29% |
False |
False |
122,847 |
80 |
2,102.2 |
1,884.0 |
218.2 |
11.4% |
20.6 |
1.1% |
16% |
False |
False |
111,984 |
100 |
2,102.2 |
1,884.0 |
218.2 |
11.4% |
22.2 |
1.2% |
16% |
False |
False |
91,051 |
120 |
2,102.2 |
1,848.6 |
253.6 |
13.2% |
24.3 |
1.3% |
27% |
False |
False |
76,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.0 |
2.618 |
1,937.2 |
1.618 |
1,931.2 |
1.000 |
1,927.5 |
0.618 |
1,925.2 |
HIGH |
1,921.5 |
0.618 |
1,919.2 |
0.500 |
1,918.5 |
0.382 |
1,917.8 |
LOW |
1,915.5 |
0.618 |
1,911.8 |
1.000 |
1,909.5 |
1.618 |
1,905.8 |
2.618 |
1,899.8 |
4.250 |
1,890.0 |
|
|
Fisher Pivots for day following 28-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,918.5 |
1,917.4 |
PP |
1,918.3 |
1,916.8 |
S1 |
1,918.1 |
1,916.3 |
|