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 |
4,266.0 |
4,307.0 |
41.0 |
1.0% |
4,233.0 |
High |
4,314.0 |
4,345.0 |
31.0 |
0.7% |
4,333.0 |
Low |
4,264.0 |
4,299.0 |
35.0 |
0.8% |
4,222.0 |
Close |
4,306.0 |
4,337.0 |
31.0 |
0.7% |
4,246.0 |
Range |
50.0 |
46.0 |
-4.0 |
-8.0% |
111.0 |
ATR |
65.2 |
63.8 |
-1.4 |
-2.1% |
0.0 |
Volume |
518,861 |
612,489 |
93,628 |
18.0% |
3,272,389 |
|
Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,465.0 |
4,447.0 |
4,362.3 |
|
R3 |
4,419.0 |
4,401.0 |
4,349.7 |
|
R2 |
4,373.0 |
4,373.0 |
4,345.4 |
|
R1 |
4,355.0 |
4,355.0 |
4,341.2 |
4,364.0 |
PP |
4,327.0 |
4,327.0 |
4,327.0 |
4,331.5 |
S1 |
4,309.0 |
4,309.0 |
4,332.8 |
4,318.0 |
S2 |
4,281.0 |
4,281.0 |
4,328.6 |
|
S3 |
4,235.0 |
4,263.0 |
4,324.4 |
|
S4 |
4,189.0 |
4,217.0 |
4,311.7 |
|
|
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 |
4,345.0 |
4,225.0 |
120.0 |
2.8% |
61.2 |
1.4% |
93% |
True |
False |
623,326 |
10 |
4,345.0 |
4,187.0 |
158.0 |
3.6% |
58.8 |
1.4% |
95% |
True |
False |
677,013 |
20 |
4,424.0 |
4,187.0 |
237.0 |
5.5% |
63.0 |
1.5% |
63% |
False |
False |
741,059 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.5% |
60.0 |
1.4% |
46% |
False |
False |
760,855 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.5% |
54.4 |
1.3% |
46% |
False |
False |
738,915 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.5% |
52.0 |
1.2% |
46% |
False |
False |
555,146 |
100 |
4,513.0 |
4,187.0 |
326.0 |
7.5% |
47.0 |
1.1% |
46% |
False |
False |
444,595 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.5% |
47.3 |
1.1% |
68% |
False |
False |
370,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,540.5 |
2.618 |
4,465.4 |
1.618 |
4,419.4 |
1.000 |
4,391.0 |
0.618 |
4,373.4 |
HIGH |
4,345.0 |
0.618 |
4,327.4 |
0.500 |
4,322.0 |
0.382 |
4,316.6 |
LOW |
4,299.0 |
0.618 |
4,270.6 |
1.000 |
4,253.0 |
1.618 |
4,224.6 |
2.618 |
4,178.6 |
4.250 |
4,103.5 |
|
|
Fisher Pivots for day following 29-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,332.0 |
4,319.8 |
PP |
4,327.0 |
4,302.7 |
S1 |
4,322.0 |
4,285.5 |
|