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 |
1,948.1 |
1,966.0 |
17.9 |
0.9% |
1,918.4 |
High |
1,966.5 |
1,977.1 |
10.6 |
0.5% |
1,951.3 |
Low |
1,941.7 |
1,962.8 |
21.1 |
1.1% |
1,913.6 |
Close |
1,965.1 |
1,973.0 |
7.9 |
0.4% |
1,939.9 |
Range |
24.8 |
14.3 |
-10.5 |
-42.3% |
37.7 |
ATR |
18.3 |
18.0 |
-0.3 |
-1.6% |
0.0 |
Volume |
174,220 |
142,380 |
-31,840 |
-18.3% |
743,618 |
|
Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,013.9 |
2,007.7 |
1,980.9 |
|
R3 |
1,999.6 |
1,993.4 |
1,976.9 |
|
R2 |
1,985.3 |
1,985.3 |
1,975.6 |
|
R1 |
1,979.1 |
1,979.1 |
1,974.3 |
1,982.2 |
PP |
1,971.0 |
1,971.0 |
1,971.0 |
1,972.5 |
S1 |
1,964.8 |
1,964.8 |
1,971.7 |
1,967.9 |
S2 |
1,956.7 |
1,956.7 |
1,970.4 |
|
S3 |
1,942.4 |
1,950.5 |
1,969.1 |
|
S4 |
1,928.1 |
1,936.2 |
1,965.1 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.0 |
2,031.7 |
1,960.6 |
|
R3 |
2,010.3 |
1,994.0 |
1,950.3 |
|
R2 |
1,972.6 |
1,972.6 |
1,946.8 |
|
R1 |
1,956.3 |
1,956.3 |
1,943.4 |
1,964.5 |
PP |
1,934.9 |
1,934.9 |
1,934.9 |
1,939.0 |
S1 |
1,918.6 |
1,918.6 |
1,936.4 |
1,926.8 |
S2 |
1,897.2 |
1,897.2 |
1,933.0 |
|
S3 |
1,859.5 |
1,880.9 |
1,929.5 |
|
S4 |
1,821.8 |
1,843.2 |
1,919.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,977.1 |
1,931.0 |
46.1 |
2.3% |
16.9 |
0.9% |
91% |
True |
False |
147,306 |
10 |
1,977.1 |
1,913.6 |
63.5 |
3.2% |
16.8 |
0.8% |
94% |
True |
False |
144,283 |
20 |
1,984.2 |
1,913.6 |
70.6 |
3.6% |
16.8 |
0.8% |
84% |
False |
False |
141,696 |
40 |
2,028.6 |
1,913.6 |
115.0 |
5.8% |
18.5 |
0.9% |
52% |
False |
False |
110,122 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.8% |
19.7 |
1.0% |
52% |
False |
False |
75,491 |
80 |
2,112.4 |
1,913.6 |
198.8 |
10.1% |
21.0 |
1.1% |
30% |
False |
False |
57,289 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.0% |
22.7 |
1.2% |
27% |
False |
False |
46,225 |
120 |
2,129.7 |
1,903.6 |
226.1 |
11.5% |
24.6 |
1.2% |
31% |
False |
False |
38,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,037.9 |
2.618 |
2,014.5 |
1.618 |
2,000.2 |
1.000 |
1,991.4 |
0.618 |
1,985.9 |
HIGH |
1,977.1 |
0.618 |
1,971.6 |
0.500 |
1,970.0 |
0.382 |
1,968.3 |
LOW |
1,962.8 |
0.618 |
1,954.0 |
1.000 |
1,948.5 |
1.618 |
1,939.7 |
2.618 |
1,925.4 |
4.250 |
1,902.0 |
|
|
Fisher Pivots for day following 30-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,972.0 |
1,968.2 |
PP |
1,971.0 |
1,963.4 |
S1 |
1,970.0 |
1,958.6 |
|