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 |
4,418.00 |
4,444.00 |
26.00 |
0.6% |
4,382.50 |
High |
4,449.50 |
4,509.50 |
60.00 |
1.3% |
4,485.50 |
Low |
4,414.50 |
4,433.50 |
19.00 |
0.4% |
4,365.25 |
Close |
4,442.25 |
4,506.75 |
64.50 |
1.5% |
4,414.25 |
Range |
35.00 |
76.00 |
41.00 |
117.1% |
120.25 |
ATR |
54.40 |
55.94 |
1.54 |
2.8% |
0.00 |
Volume |
1,266,414 |
1,444,714 |
178,300 |
14.1% |
7,680,891 |
|
Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,711.25 |
4,685.00 |
4,548.50 |
|
R3 |
4,635.25 |
4,609.00 |
4,527.75 |
|
R2 |
4,559.25 |
4,559.25 |
4,520.75 |
|
R1 |
4,533.00 |
4,533.00 |
4,513.75 |
4,546.00 |
PP |
4,483.25 |
4,483.25 |
4,483.25 |
4,489.75 |
S1 |
4,457.00 |
4,457.00 |
4,499.75 |
4,470.00 |
S2 |
4,407.25 |
4,407.25 |
4,492.75 |
|
S3 |
4,331.25 |
4,381.00 |
4,485.75 |
|
S4 |
4,255.25 |
4,305.00 |
4,465.00 |
|
|
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 |
4,509.50 |
4,365.25 |
144.25 |
3.2% |
71.75 |
1.6% |
98% |
True |
False |
1,530,979 |
10 |
4,509.50 |
4,350.00 |
159.50 |
3.5% |
60.75 |
1.3% |
98% |
True |
False |
1,526,800 |
20 |
4,593.50 |
4,350.00 |
243.50 |
5.4% |
58.25 |
1.3% |
64% |
False |
False |
1,611,836 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.3% |
49.25 |
1.1% |
55% |
False |
False |
1,513,830 |
60 |
4,634.50 |
4,305.75 |
328.75 |
7.3% |
47.00 |
1.0% |
61% |
False |
False |
1,462,761 |
80 |
4,634.50 |
4,113.75 |
520.75 |
11.6% |
47.75 |
1.1% |
75% |
False |
False |
1,099,169 |
100 |
4,634.50 |
4,098.25 |
536.25 |
11.9% |
47.75 |
1.1% |
76% |
False |
False |
879,818 |
120 |
4,634.50 |
3,874.75 |
759.75 |
16.9% |
51.75 |
1.1% |
83% |
False |
False |
733,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,832.50 |
2.618 |
4,708.50 |
1.618 |
4,632.50 |
1.000 |
4,585.50 |
0.618 |
4,556.50 |
HIGH |
4,509.50 |
0.618 |
4,480.50 |
0.500 |
4,471.50 |
0.382 |
4,462.50 |
LOW |
4,433.50 |
0.618 |
4,386.50 |
1.000 |
4,357.50 |
1.618 |
4,310.50 |
2.618 |
4,234.50 |
4.250 |
4,110.50 |
|
|
Fisher Pivots for day following 29-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,495.00 |
4,483.50 |
PP |
4,483.25 |
4,460.50 |
S1 |
4,471.50 |
4,437.50 |
|