Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,346.0 |
4,330.0 |
-16.0 |
-0.4% |
4,233.0 |
High |
4,358.0 |
4,345.0 |
-13.0 |
-0.3% |
4,333.0 |
Low |
4,302.0 |
4,293.0 |
-9.0 |
-0.2% |
4,222.0 |
Close |
4,327.0 |
4,313.0 |
-14.0 |
-0.3% |
4,246.0 |
Range |
56.0 |
52.0 |
-4.0 |
-7.1% |
111.0 |
ATR |
63.2 |
62.4 |
-0.8 |
-1.3% |
0.0 |
Volume |
629,549 |
877,264 |
247,715 |
39.3% |
3,272,389 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,473.0 |
4,445.0 |
4,341.6 |
|
R3 |
4,421.0 |
4,393.0 |
4,327.3 |
|
R2 |
4,369.0 |
4,369.0 |
4,322.5 |
|
R1 |
4,341.0 |
4,341.0 |
4,317.8 |
4,329.0 |
PP |
4,317.0 |
4,317.0 |
4,317.0 |
4,311.0 |
S1 |
4,289.0 |
4,289.0 |
4,308.2 |
4,277.0 |
S2 |
4,265.0 |
4,265.0 |
4,303.5 |
|
S3 |
4,213.0 |
4,237.0 |
4,298.7 |
|
S4 |
4,161.0 |
4,185.0 |
4,284.4 |
|
|
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 |
4,226.0 |
132.0 |
3.1% |
51.6 |
1.2% |
66% |
False |
False |
655,659 |
10 |
4,358.0 |
4,187.0 |
171.0 |
4.0% |
57.9 |
1.3% |
74% |
False |
False |
685,790 |
20 |
4,420.0 |
4,187.0 |
233.0 |
5.4% |
60.9 |
1.4% |
54% |
False |
False |
710,212 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
58.1 |
1.3% |
39% |
False |
False |
746,176 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
54.8 |
1.3% |
39% |
False |
False |
763,176 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
52.4 |
1.2% |
39% |
False |
False |
573,978 |
100 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
47.6 |
1.1% |
39% |
False |
False |
459,663 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.6% |
48.2 |
1.1% |
63% |
False |
False |
383,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,566.0 |
2.618 |
4,481.1 |
1.618 |
4,429.1 |
1.000 |
4,397.0 |
0.618 |
4,377.1 |
HIGH |
4,345.0 |
0.618 |
4,325.1 |
0.500 |
4,319.0 |
0.382 |
4,312.9 |
LOW |
4,293.0 |
0.618 |
4,260.9 |
1.000 |
4,241.0 |
1.618 |
4,208.9 |
2.618 |
4,156.9 |
4.250 |
4,072.0 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,319.0 |
4,325.5 |
PP |
4,317.0 |
4,321.3 |
S1 |
4,315.0 |
4,317.2 |
|