Trading Metrics calculated at close of trading on 28-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,384.50 |
4,418.00 |
33.50 |
0.8% |
4,382.50 |
High |
4,429.00 |
4,449.50 |
20.50 |
0.5% |
4,485.50 |
Low |
4,365.25 |
4,414.50 |
49.25 |
1.1% |
4,365.25 |
Close |
4,414.25 |
4,442.25 |
28.00 |
0.6% |
4,414.25 |
Range |
63.75 |
35.00 |
-28.75 |
-45.1% |
120.25 |
ATR |
55.87 |
54.40 |
-1.47 |
-2.6% |
0.00 |
Volume |
1,853,335 |
1,266,414 |
-586,921 |
-31.7% |
7,680,891 |
|
Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,540.50 |
4,526.25 |
4,461.50 |
|
R3 |
4,505.50 |
4,491.25 |
4,452.00 |
|
R2 |
4,470.50 |
4,470.50 |
4,448.75 |
|
R1 |
4,456.25 |
4,456.25 |
4,445.50 |
4,463.50 |
PP |
4,435.50 |
4,435.50 |
4,435.50 |
4,439.00 |
S1 |
4,421.25 |
4,421.25 |
4,439.00 |
4,428.50 |
S2 |
4,400.50 |
4,400.50 |
4,435.75 |
|
S3 |
4,365.50 |
4,386.25 |
4,432.50 |
|
S4 |
4,330.50 |
4,351.25 |
4,423.00 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,782.50 |
4,718.50 |
4,480.50 |
|
R3 |
4,662.25 |
4,598.25 |
4,447.25 |
|
R2 |
4,542.00 |
4,542.00 |
4,436.25 |
|
R1 |
4,478.00 |
4,478.00 |
4,425.25 |
4,510.00 |
PP |
4,421.75 |
4,421.75 |
4,421.75 |
4,437.50 |
S1 |
4,357.75 |
4,357.75 |
4,403.25 |
4,389.75 |
S2 |
4,301.50 |
4,301.50 |
4,392.25 |
|
S3 |
4,181.25 |
4,237.50 |
4,381.25 |
|
S4 |
4,061.00 |
4,117.25 |
4,348.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,485.50 |
4,365.25 |
120.25 |
2.7% |
65.75 |
1.5% |
64% |
False |
False |
1,517,167 |
10 |
4,517.75 |
4,350.00 |
167.75 |
3.8% |
60.25 |
1.4% |
55% |
False |
False |
1,531,580 |
20 |
4,621.75 |
4,350.00 |
271.75 |
6.1% |
56.00 |
1.3% |
34% |
False |
False |
1,600,214 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
47.75 |
1.1% |
32% |
False |
False |
1,493,744 |
60 |
4,634.50 |
4,269.50 |
365.00 |
8.2% |
46.75 |
1.1% |
47% |
False |
False |
1,439,133 |
80 |
4,634.50 |
4,098.25 |
536.25 |
12.1% |
47.50 |
1.1% |
64% |
False |
False |
1,081,138 |
100 |
4,634.50 |
4,098.25 |
536.25 |
12.1% |
47.50 |
1.1% |
64% |
False |
False |
865,394 |
120 |
4,634.50 |
3,874.75 |
759.75 |
17.1% |
52.00 |
1.2% |
75% |
False |
False |
721,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,598.25 |
2.618 |
4,541.25 |
1.618 |
4,506.25 |
1.000 |
4,484.50 |
0.618 |
4,471.25 |
HIGH |
4,449.50 |
0.618 |
4,436.25 |
0.500 |
4,432.00 |
0.382 |
4,427.75 |
LOW |
4,414.50 |
0.618 |
4,392.75 |
1.000 |
4,379.50 |
1.618 |
4,357.75 |
2.618 |
4,322.75 |
4.250 |
4,265.75 |
|
|
Fisher Pivots for day following 28-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,438.75 |
4,436.50 |
PP |
4,435.50 |
4,431.00 |
S1 |
4,432.00 |
4,425.50 |
|