Trading Metrics calculated at close of trading on 30-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,307.0 |
4,346.0 |
39.0 |
0.9% |
4,233.0 |
High |
4,345.0 |
4,358.0 |
13.0 |
0.3% |
4,333.0 |
Low |
4,299.0 |
4,302.0 |
3.0 |
0.1% |
4,222.0 |
Close |
4,337.0 |
4,327.0 |
-10.0 |
-0.2% |
4,246.0 |
Range |
46.0 |
56.0 |
10.0 |
21.7% |
111.0 |
ATR |
63.8 |
63.2 |
-0.6 |
-0.9% |
0.0 |
Volume |
612,489 |
629,549 |
17,060 |
2.8% |
3,272,389 |
|
Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,497.0 |
4,468.0 |
4,357.8 |
|
R3 |
4,441.0 |
4,412.0 |
4,342.4 |
|
R2 |
4,385.0 |
4,385.0 |
4,337.3 |
|
R1 |
4,356.0 |
4,356.0 |
4,332.1 |
4,342.5 |
PP |
4,329.0 |
4,329.0 |
4,329.0 |
4,322.3 |
S1 |
4,300.0 |
4,300.0 |
4,321.9 |
4,286.5 |
S2 |
4,273.0 |
4,273.0 |
4,316.7 |
|
S3 |
4,217.0 |
4,244.0 |
4,311.6 |
|
S4 |
4,161.0 |
4,188.0 |
4,296.2 |
|
|
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 |
4,358.0 |
4,225.0 |
133.0 |
3.1% |
62.8 |
1.5% |
77% |
True |
False |
626,888 |
10 |
4,358.0 |
4,187.0 |
171.0 |
4.0% |
59.6 |
1.4% |
82% |
True |
False |
677,489 |
20 |
4,420.0 |
4,187.0 |
233.0 |
5.4% |
61.6 |
1.4% |
60% |
False |
False |
716,703 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.5% |
60.2 |
1.4% |
43% |
False |
False |
758,777 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.5% |
54.5 |
1.3% |
43% |
False |
False |
748,830 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.5% |
52.0 |
1.2% |
43% |
False |
False |
563,015 |
100 |
4,513.0 |
4,187.0 |
326.0 |
7.5% |
47.3 |
1.1% |
43% |
False |
False |
450,891 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.5% |
47.7 |
1.1% |
66% |
False |
False |
375,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,596.0 |
2.618 |
4,504.6 |
1.618 |
4,448.6 |
1.000 |
4,414.0 |
0.618 |
4,392.6 |
HIGH |
4,358.0 |
0.618 |
4,336.6 |
0.500 |
4,330.0 |
0.382 |
4,323.4 |
LOW |
4,302.0 |
0.618 |
4,267.4 |
1.000 |
4,246.0 |
1.618 |
4,211.4 |
2.618 |
4,155.4 |
4.250 |
4,064.0 |
|
|
Fisher Pivots for day following 30-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,330.0 |
4,321.7 |
PP |
4,329.0 |
4,316.3 |
S1 |
4,328.0 |
4,311.0 |
|