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 |
4,236.0 |
4,266.0 |
30.0 |
0.7% |
4,233.0 |
High |
4,280.0 |
4,314.0 |
34.0 |
0.8% |
4,333.0 |
Low |
4,226.0 |
4,264.0 |
38.0 |
0.9% |
4,222.0 |
Close |
4,246.0 |
4,306.0 |
60.0 |
1.4% |
4,246.0 |
Range |
54.0 |
50.0 |
-4.0 |
-7.4% |
111.0 |
ATR |
64.9 |
65.2 |
0.2 |
0.3% |
0.0 |
Volume |
640,134 |
518,861 |
-121,273 |
-18.9% |
3,272,389 |
|
Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,444.7 |
4,425.3 |
4,333.5 |
|
R3 |
4,394.7 |
4,375.3 |
4,319.8 |
|
R2 |
4,344.7 |
4,344.7 |
4,315.2 |
|
R1 |
4,325.3 |
4,325.3 |
4,310.6 |
4,335.0 |
PP |
4,294.7 |
4,294.7 |
4,294.7 |
4,299.5 |
S1 |
4,275.3 |
4,275.3 |
4,301.4 |
4,285.0 |
S2 |
4,244.7 |
4,244.7 |
4,296.8 |
|
S3 |
4,194.7 |
4,225.3 |
4,292.3 |
|
S4 |
4,144.7 |
4,175.3 |
4,278.5 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,600.0 |
4,534.0 |
4,307.1 |
|
R3 |
4,489.0 |
4,423.0 |
4,276.5 |
|
R2 |
4,378.0 |
4,378.0 |
4,266.4 |
|
R1 |
4,312.0 |
4,312.0 |
4,256.2 |
4,345.0 |
PP |
4,267.0 |
4,267.0 |
4,267.0 |
4,283.5 |
S1 |
4,201.0 |
4,201.0 |
4,235.8 |
4,234.0 |
S2 |
4,156.0 |
4,156.0 |
4,225.7 |
|
S3 |
4,045.0 |
4,090.0 |
4,215.5 |
|
S4 |
3,934.0 |
3,979.0 |
4,185.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,333.0 |
4,225.0 |
108.0 |
2.5% |
63.6 |
1.5% |
75% |
False |
False |
626,861 |
10 |
4,365.0 |
4,187.0 |
178.0 |
4.1% |
63.1 |
1.5% |
67% |
False |
False |
687,886 |
20 |
4,500.0 |
4,187.0 |
313.0 |
7.3% |
64.6 |
1.5% |
38% |
False |
False |
755,101 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
59.4 |
1.4% |
37% |
False |
False |
757,495 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
54.7 |
1.3% |
37% |
False |
False |
728,753 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
51.8 |
1.2% |
37% |
False |
False |
547,545 |
100 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
46.8 |
1.1% |
37% |
False |
False |
438,630 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.6% |
46.9 |
1.1% |
62% |
False |
False |
365,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,526.5 |
2.618 |
4,444.9 |
1.618 |
4,394.9 |
1.000 |
4,364.0 |
0.618 |
4,344.9 |
HIGH |
4,314.0 |
0.618 |
4,294.9 |
0.500 |
4,289.0 |
0.382 |
4,283.1 |
LOW |
4,264.0 |
0.618 |
4,233.1 |
1.000 |
4,214.0 |
1.618 |
4,183.1 |
2.618 |
4,133.1 |
4.250 |
4,051.5 |
|
|
Fisher Pivots for day following 28-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,300.3 |
4,297.0 |
PP |
4,294.7 |
4,288.0 |
S1 |
4,289.0 |
4,279.0 |
|