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 |
15,728.0 |
15,848.0 |
120.0 |
0.8% |
15,640.0 |
High |
15,858.0 |
16,002.0 |
144.0 |
0.9% |
15,935.0 |
Low |
15,704.0 |
15,819.0 |
115.0 |
0.7% |
15,587.0 |
Close |
15,831.0 |
15,972.0 |
141.0 |
0.9% |
15,672.0 |
Range |
154.0 |
183.0 |
29.0 |
18.8% |
348.0 |
ATR |
203.6 |
202.1 |
-1.5 |
-0.7% |
0.0 |
Volume |
43,591 |
48,509 |
4,918 |
11.3% |
257,801 |
|
Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,480.0 |
16,409.0 |
16,072.7 |
|
R3 |
16,297.0 |
16,226.0 |
16,022.3 |
|
R2 |
16,114.0 |
16,114.0 |
16,005.6 |
|
R1 |
16,043.0 |
16,043.0 |
15,988.8 |
16,078.5 |
PP |
15,931.0 |
15,931.0 |
15,931.0 |
15,948.8 |
S1 |
15,860.0 |
15,860.0 |
15,955.2 |
15,895.5 |
S2 |
15,748.0 |
15,748.0 |
15,938.5 |
|
S3 |
15,565.0 |
15,677.0 |
15,921.7 |
|
S4 |
15,382.0 |
15,494.0 |
15,871.4 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,775.3 |
16,571.7 |
15,863.4 |
|
R3 |
16,427.3 |
16,223.7 |
15,767.7 |
|
R2 |
16,079.3 |
16,079.3 |
15,735.8 |
|
R1 |
15,875.7 |
15,875.7 |
15,703.9 |
15,977.5 |
PP |
15,731.3 |
15,731.3 |
15,731.3 |
15,782.3 |
S1 |
15,527.7 |
15,527.7 |
15,640.1 |
15,629.5 |
S2 |
15,383.3 |
15,383.3 |
15,608.2 |
|
S3 |
15,035.3 |
15,179.7 |
15,576.3 |
|
S4 |
14,687.3 |
14,831.7 |
15,480.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,002.0 |
15,587.0 |
415.0 |
2.6% |
204.6 |
1.3% |
93% |
True |
False |
50,493 |
10 |
16,002.0 |
15,511.0 |
491.0 |
3.1% |
188.2 |
1.2% |
94% |
True |
False |
51,843 |
20 |
16,305.0 |
15,511.0 |
794.0 |
5.0% |
201.9 |
1.3% |
58% |
False |
False |
55,593 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
6.9% |
193.7 |
1.2% |
42% |
False |
False |
55,775 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
6.9% |
182.1 |
1.1% |
42% |
False |
False |
50,503 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
6.9% |
170.1 |
1.1% |
42% |
False |
False |
37,914 |
100 |
16,615.0 |
15,511.0 |
1,104.0 |
6.9% |
152.7 |
1.0% |
42% |
False |
False |
30,335 |
120 |
16,615.0 |
14,978.0 |
1,637.0 |
10.2% |
138.3 |
0.9% |
61% |
False |
False |
25,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,779.8 |
2.618 |
16,481.1 |
1.618 |
16,298.1 |
1.000 |
16,185.0 |
0.618 |
16,115.1 |
HIGH |
16,002.0 |
0.618 |
15,932.1 |
0.500 |
15,910.5 |
0.382 |
15,888.9 |
LOW |
15,819.0 |
0.618 |
15,705.9 |
1.000 |
15,636.0 |
1.618 |
15,522.9 |
2.618 |
15,339.9 |
4.250 |
15,041.3 |
|
|
Fisher Pivots for day following 29-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,951.5 |
15,913.7 |
PP |
15,931.0 |
15,855.3 |
S1 |
15,910.5 |
15,797.0 |
|