| 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 |
1,857.7 |
1,874.3 |
16.6 |
0.9% |
1,864.6 |
| High |
1,884.5 |
1,900.7 |
16.2 |
0.9% |
1,883.7 |
| Low |
1,856.1 |
1,862.1 |
6.0 |
0.3% |
1,832.8 |
| Close |
1,873.3 |
1,898.8 |
25.5 |
1.4% |
1,857.4 |
| Range |
28.4 |
38.6 |
10.2 |
35.9% |
50.9 |
| ATR |
31.9 |
32.4 |
0.5 |
1.5% |
0.0 |
| Volume |
146,663 |
165,301 |
18,638 |
12.7% |
977,164 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,003.0 |
1,989.5 |
1,920.0 |
|
| R3 |
1,964.4 |
1,950.9 |
1,909.4 |
|
| R2 |
1,925.8 |
1,925.8 |
1,905.9 |
|
| R1 |
1,912.3 |
1,912.3 |
1,902.3 |
1,919.1 |
| PP |
1,887.2 |
1,887.2 |
1,887.2 |
1,890.6 |
| S1 |
1,873.7 |
1,873.7 |
1,895.3 |
1,880.5 |
| S2 |
1,848.6 |
1,848.6 |
1,891.7 |
|
| S3 |
1,810.0 |
1,835.1 |
1,888.2 |
|
| S4 |
1,771.4 |
1,796.5 |
1,877.6 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,010.7 |
1,984.9 |
1,885.4 |
|
| R3 |
1,959.8 |
1,934.0 |
1,871.4 |
|
| R2 |
1,908.9 |
1,908.9 |
1,866.7 |
|
| R1 |
1,883.1 |
1,883.1 |
1,862.1 |
1,870.6 |
| PP |
1,858.0 |
1,858.0 |
1,858.0 |
1,851.7 |
| S1 |
1,832.2 |
1,832.2 |
1,852.7 |
1,819.7 |
| S2 |
1,807.1 |
1,807.1 |
1,848.1 |
|
| S3 |
1,756.2 |
1,781.3 |
1,843.4 |
|
| S4 |
1,705.3 |
1,730.4 |
1,829.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,900.7 |
1,832.8 |
67.9 |
3.6% |
33.0 |
1.7% |
97% |
True |
False |
188,009 |
| 10 |
1,911.9 |
1,832.8 |
79.1 |
4.2% |
31.9 |
1.7% |
83% |
False |
False |
192,153 |
| 20 |
1,999.3 |
1,832.8 |
166.5 |
8.8% |
32.0 |
1.7% |
40% |
False |
False |
183,746 |
| 40 |
2,017.8 |
1,832.8 |
185.0 |
9.7% |
32.9 |
1.7% |
36% |
False |
False |
180,662 |
| 60 |
2,017.8 |
1,816.3 |
201.5 |
10.6% |
33.1 |
1.7% |
41% |
False |
False |
180,417 |
| 80 |
2,017.8 |
1,743.7 |
274.1 |
14.4% |
33.2 |
1.8% |
57% |
False |
False |
135,433 |
| 100 |
2,017.8 |
1,723.4 |
294.4 |
15.5% |
32.7 |
1.7% |
60% |
False |
False |
108,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,064.8 |
|
2.618 |
2,001.8 |
|
1.618 |
1,963.2 |
|
1.000 |
1,939.3 |
|
0.618 |
1,924.6 |
|
HIGH |
1,900.7 |
|
0.618 |
1,886.0 |
|
0.500 |
1,881.4 |
|
0.382 |
1,876.8 |
|
LOW |
1,862.1 |
|
0.618 |
1,838.2 |
|
1.000 |
1,823.5 |
|
1.618 |
1,799.6 |
|
2.618 |
1,761.0 |
|
4.250 |
1,698.1 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,893.0 |
1,888.1 |
| PP |
1,887.2 |
1,877.4 |
| S1 |
1,881.4 |
1,866.8 |
|