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 |
4,508.75 |
4,527.00 |
18.25 |
0.4% |
4,382.50 |
High |
4,530.75 |
4,541.25 |
10.50 |
0.2% |
4,485.50 |
Low |
4,496.25 |
4,512.75 |
16.50 |
0.4% |
4,365.25 |
Close |
4,524.25 |
4,516.00 |
-8.25 |
-0.2% |
4,414.25 |
Range |
34.50 |
28.50 |
-6.00 |
-17.4% |
120.25 |
ATR |
54.41 |
52.56 |
-1.85 |
-3.4% |
0.00 |
Volume |
1,397,669 |
1,395,751 |
-1,918 |
-0.1% |
7,680,891 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,608.75 |
4,591.00 |
4,531.75 |
|
R3 |
4,580.25 |
4,562.50 |
4,523.75 |
|
R2 |
4,551.75 |
4,551.75 |
4,521.25 |
|
R1 |
4,534.00 |
4,534.00 |
4,518.50 |
4,528.50 |
PP |
4,523.25 |
4,523.25 |
4,523.25 |
4,520.75 |
S1 |
4,505.50 |
4,505.50 |
4,513.50 |
4,500.00 |
S2 |
4,494.75 |
4,494.75 |
4,510.75 |
|
S3 |
4,466.25 |
4,477.00 |
4,508.25 |
|
S4 |
4,437.75 |
4,448.50 |
4,500.25 |
|
|
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 |
4,541.25 |
4,365.25 |
176.00 |
3.9% |
47.50 |
1.1% |
86% |
True |
False |
1,471,576 |
10 |
4,541.25 |
4,350.00 |
191.25 |
4.2% |
56.25 |
1.2% |
87% |
True |
False |
1,493,172 |
20 |
4,560.75 |
4,350.00 |
210.75 |
4.7% |
56.00 |
1.2% |
79% |
False |
False |
1,567,410 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.3% |
48.75 |
1.1% |
58% |
False |
False |
1,510,283 |
60 |
4,634.50 |
4,305.75 |
328.75 |
7.3% |
47.00 |
1.0% |
64% |
False |
False |
1,508,117 |
80 |
4,634.50 |
4,150.00 |
484.50 |
10.7% |
47.25 |
1.0% |
76% |
False |
False |
1,134,015 |
100 |
4,634.50 |
4,098.25 |
536.25 |
11.9% |
47.75 |
1.1% |
78% |
False |
False |
907,735 |
120 |
4,634.50 |
3,896.00 |
738.50 |
16.4% |
50.50 |
1.1% |
84% |
False |
False |
756,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,662.50 |
2.618 |
4,615.75 |
1.618 |
4,587.25 |
1.000 |
4,569.75 |
0.618 |
4,558.75 |
HIGH |
4,541.25 |
0.618 |
4,530.25 |
0.500 |
4,527.00 |
0.382 |
4,523.75 |
LOW |
4,512.75 |
0.618 |
4,495.25 |
1.000 |
4,484.25 |
1.618 |
4,466.75 |
2.618 |
4,438.25 |
4.250 |
4,391.50 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,527.00 |
4,506.50 |
PP |
4,523.25 |
4,497.00 |
S1 |
4,519.75 |
4,487.50 |
|