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 |
15,998.0 |
15,936.0 |
-62.0 |
-0.4% |
15,640.0 |
High |
16,036.0 |
16,070.0 |
34.0 |
0.2% |
15,935.0 |
Low |
15,851.0 |
15,924.0 |
73.0 |
0.5% |
15,587.0 |
Close |
15,933.0 |
15,999.0 |
66.0 |
0.4% |
15,672.0 |
Range |
185.0 |
146.0 |
-39.0 |
-21.1% |
348.0 |
ATR |
200.9 |
197.0 |
-3.9 |
-2.0% |
0.0 |
Volume |
45,646 |
56,610 |
10,964 |
24.0% |
257,801 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,435.7 |
16,363.3 |
16,079.3 |
|
R3 |
16,289.7 |
16,217.3 |
16,039.2 |
|
R2 |
16,143.7 |
16,143.7 |
16,025.8 |
|
R1 |
16,071.3 |
16,071.3 |
16,012.4 |
16,107.5 |
PP |
15,997.7 |
15,997.7 |
15,997.7 |
16,015.8 |
S1 |
15,925.3 |
15,925.3 |
15,985.6 |
15,961.5 |
S2 |
15,851.7 |
15,851.7 |
15,972.2 |
|
S3 |
15,705.7 |
15,779.3 |
15,958.9 |
|
S4 |
15,559.7 |
15,633.3 |
15,918.7 |
|
|
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 |
16,070.0 |
15,592.0 |
478.0 |
3.0% |
170.2 |
1.1% |
85% |
True |
False |
49,811 |
10 |
16,070.0 |
15,511.0 |
559.0 |
3.5% |
187.0 |
1.2% |
87% |
True |
False |
51,708 |
20 |
16,123.0 |
15,511.0 |
612.0 |
3.8% |
192.3 |
1.2% |
80% |
False |
False |
54,051 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
6.9% |
187.9 |
1.2% |
44% |
False |
False |
54,805 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
6.9% |
182.4 |
1.1% |
44% |
False |
False |
52,183 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
6.9% |
170.2 |
1.1% |
44% |
False |
False |
39,192 |
100 |
16,615.0 |
15,511.0 |
1,104.0 |
6.9% |
154.5 |
1.0% |
44% |
False |
False |
31,357 |
120 |
16,615.0 |
14,978.0 |
1,637.0 |
10.2% |
140.0 |
0.9% |
62% |
False |
False |
26,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,690.5 |
2.618 |
16,452.2 |
1.618 |
16,306.2 |
1.000 |
16,216.0 |
0.618 |
16,160.2 |
HIGH |
16,070.0 |
0.618 |
16,014.2 |
0.500 |
15,997.0 |
0.382 |
15,979.8 |
LOW |
15,924.0 |
0.618 |
15,833.8 |
1.000 |
15,778.0 |
1.618 |
15,687.8 |
2.618 |
15,541.8 |
4.250 |
15,303.5 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,998.3 |
15,980.8 |
PP |
15,997.7 |
15,962.7 |
S1 |
15,997.0 |
15,944.5 |
|