| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,098.75 |
15,427.50 |
328.75 |
2.2% |
14,762.50 |
| High |
15,430.50 |
15,522.75 |
92.25 |
0.6% |
15,418.00 |
| Low |
15,049.75 |
15,361.50 |
311.75 |
2.1% |
14,720.50 |
| Close |
15,415.75 |
15,501.25 |
85.50 |
0.6% |
14,979.25 |
| Range |
380.75 |
161.25 |
-219.50 |
-57.6% |
697.50 |
| ATR |
280.54 |
272.02 |
-8.52 |
-3.0% |
0.00 |
| Volume |
616,223 |
590,194 |
-26,029 |
-4.2% |
3,542,778 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,945.50 |
15,884.75 |
15,590.00 |
|
| R3 |
15,784.25 |
15,723.50 |
15,545.50 |
|
| R2 |
15,623.00 |
15,623.00 |
15,530.75 |
|
| R1 |
15,562.25 |
15,562.25 |
15,516.00 |
15,592.50 |
| PP |
15,461.75 |
15,461.75 |
15,461.75 |
15,477.00 |
| S1 |
15,401.00 |
15,401.00 |
15,486.50 |
15,431.50 |
| S2 |
15,300.50 |
15,300.50 |
15,471.75 |
|
| S3 |
15,139.25 |
15,239.75 |
15,457.00 |
|
| S4 |
14,978.00 |
15,078.50 |
15,412.50 |
|
|
| 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 |
15,522.75 |
14,751.75 |
771.00 |
5.0% |
318.50 |
2.1% |
97% |
True |
False |
692,791 |
| 10 |
15,522.75 |
14,609.25 |
913.50 |
5.9% |
294.50 |
1.9% |
98% |
True |
False |
674,817 |
| 20 |
15,610.25 |
14,609.25 |
1,001.00 |
6.5% |
273.00 |
1.8% |
89% |
False |
False |
663,049 |
| 40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.4% |
254.00 |
1.6% |
61% |
False |
False |
647,818 |
| 60 |
16,062.75 |
14,425.00 |
1,637.75 |
10.6% |
249.50 |
1.6% |
66% |
False |
False |
597,759 |
| 80 |
16,062.75 |
13,354.25 |
2,708.50 |
17.5% |
237.00 |
1.5% |
79% |
False |
False |
449,040 |
| 100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.1% |
230.25 |
1.5% |
82% |
False |
False |
359,349 |
| 120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.7% |
233.00 |
1.5% |
86% |
False |
False |
299,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,208.00 |
|
2.618 |
15,945.00 |
|
1.618 |
15,783.75 |
|
1.000 |
15,684.00 |
|
0.618 |
15,622.50 |
|
HIGH |
15,522.75 |
|
0.618 |
15,461.25 |
|
0.500 |
15,442.00 |
|
0.382 |
15,423.00 |
|
LOW |
15,361.50 |
|
0.618 |
15,261.75 |
|
1.000 |
15,200.25 |
|
1.618 |
15,100.50 |
|
2.618 |
14,939.25 |
|
4.250 |
14,676.25 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,481.50 |
15,417.00 |
| PP |
15,461.75 |
15,332.50 |
| S1 |
15,442.00 |
15,248.00 |
|