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 |
14,991.00 |
15,098.75 |
107.75 |
0.7% |
14,762.50 |
High |
15,126.50 |
15,430.50 |
304.00 |
2.0% |
15,418.00 |
Low |
14,973.50 |
15,049.75 |
76.25 |
0.5% |
14,720.50 |
Close |
15,092.50 |
15,415.75 |
323.25 |
2.1% |
14,979.25 |
Range |
153.00 |
380.75 |
227.75 |
148.9% |
697.50 |
ATR |
272.83 |
280.54 |
7.71 |
2.8% |
0.00 |
Volume |
586,342 |
616,223 |
29,881 |
5.1% |
3,542,778 |
|
Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,441.00 |
16,309.00 |
15,625.25 |
|
R3 |
16,060.25 |
15,928.25 |
15,520.50 |
|
R2 |
15,679.50 |
15,679.50 |
15,485.50 |
|
R1 |
15,547.50 |
15,547.50 |
15,450.75 |
15,613.50 |
PP |
15,298.75 |
15,298.75 |
15,298.75 |
15,331.50 |
S1 |
15,166.75 |
15,166.75 |
15,380.75 |
15,232.75 |
S2 |
14,918.00 |
14,918.00 |
15,346.00 |
|
S3 |
14,537.25 |
14,786.00 |
15,311.00 |
|
S4 |
14,156.50 |
14,405.25 |
15,206.25 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,131.75 |
16,753.00 |
15,363.00 |
|
R3 |
16,434.25 |
16,055.50 |
15,171.00 |
|
R2 |
15,736.75 |
15,736.75 |
15,107.00 |
|
R1 |
15,358.00 |
15,358.00 |
15,043.25 |
15,547.50 |
PP |
15,039.25 |
15,039.25 |
15,039.25 |
15,134.00 |
S1 |
14,660.50 |
14,660.50 |
14,915.25 |
14,850.00 |
S2 |
14,341.75 |
14,341.75 |
14,851.50 |
|
S3 |
13,644.25 |
13,963.00 |
14,787.50 |
|
S4 |
12,946.75 |
13,265.50 |
14,595.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,430.50 |
14,751.75 |
678.75 |
4.4% |
366.25 |
2.4% |
98% |
True |
False |
695,986 |
10 |
15,430.50 |
14,609.25 |
821.25 |
5.3% |
303.00 |
2.0% |
98% |
True |
False |
679,959 |
20 |
15,789.75 |
14,609.25 |
1,180.50 |
7.7% |
283.75 |
1.8% |
68% |
False |
False |
672,214 |
40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.4% |
254.25 |
1.6% |
55% |
False |
False |
646,059 |
60 |
16,062.75 |
14,425.00 |
1,637.75 |
10.6% |
249.75 |
1.6% |
60% |
False |
False |
588,147 |
80 |
16,062.75 |
13,201.50 |
2,861.25 |
18.6% |
238.75 |
1.5% |
77% |
False |
False |
441,677 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.2% |
229.25 |
1.5% |
79% |
False |
False |
353,447 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.8% |
234.00 |
1.5% |
84% |
False |
False |
294,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,048.75 |
2.618 |
16,427.25 |
1.618 |
16,046.50 |
1.000 |
15,811.25 |
0.618 |
15,665.75 |
HIGH |
15,430.50 |
0.618 |
15,285.00 |
0.500 |
15,240.00 |
0.382 |
15,195.25 |
LOW |
15,049.75 |
0.618 |
14,814.50 |
1.000 |
14,669.00 |
1.618 |
14,433.75 |
2.618 |
14,053.00 |
4.250 |
13,431.50 |
|
|
Fisher Pivots for day following 29-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,357.25 |
15,307.50 |
PP |
15,298.75 |
15,199.25 |
S1 |
15,240.00 |
15,091.00 |
|