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 |
4,350.0 |
4,388.0 |
38.0 |
0.9% |
4,259.0 |
High |
4,370.0 |
4,388.0 |
18.0 |
0.4% |
4,359.0 |
Low |
4,333.0 |
4,332.0 |
-1.0 |
0.0% |
4,249.0 |
Close |
4,365.0 |
4,356.0 |
-9.0 |
-0.2% |
4,273.0 |
Range |
37.0 |
56.0 |
19.0 |
51.4% |
110.0 |
ATR |
56.7 |
56.6 |
0.0 |
-0.1% |
0.0 |
Volume |
1,258 |
14,038 |
12,780 |
1,015.9% |
22,831 |
|
Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,526.7 |
4,497.3 |
4,386.8 |
|
R3 |
4,470.7 |
4,441.3 |
4,371.4 |
|
R2 |
4,414.7 |
4,414.7 |
4,366.3 |
|
R1 |
4,385.3 |
4,385.3 |
4,361.1 |
4,372.0 |
PP |
4,358.7 |
4,358.7 |
4,358.7 |
4,352.0 |
S1 |
4,329.3 |
4,329.3 |
4,350.9 |
4,316.0 |
S2 |
4,302.7 |
4,302.7 |
4,345.7 |
|
S3 |
4,246.7 |
4,273.3 |
4,340.6 |
|
S4 |
4,190.7 |
4,217.3 |
4,325.2 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,623.7 |
4,558.3 |
4,333.5 |
|
R3 |
4,513.7 |
4,448.3 |
4,303.3 |
|
R2 |
4,403.7 |
4,403.7 |
4,293.2 |
|
R1 |
4,338.3 |
4,338.3 |
4,283.1 |
4,371.0 |
PP |
4,293.7 |
4,293.7 |
4,293.7 |
4,310.0 |
S1 |
4,228.3 |
4,228.3 |
4,262.9 |
4,261.0 |
S2 |
4,183.7 |
4,183.7 |
4,252.8 |
|
S3 |
4,073.7 |
4,118.3 |
4,242.8 |
|
S4 |
3,963.7 |
4,008.3 |
4,212.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,388.0 |
4,255.0 |
133.0 |
3.1% |
57.8 |
1.3% |
76% |
True |
False |
3,537 |
10 |
4,388.0 |
4,221.0 |
167.0 |
3.8% |
54.5 |
1.3% |
81% |
True |
False |
4,016 |
20 |
4,446.0 |
4,221.0 |
225.0 |
5.2% |
52.1 |
1.2% |
60% |
False |
False |
3,436 |
40 |
4,533.0 |
4,221.0 |
312.0 |
7.2% |
46.3 |
1.1% |
43% |
False |
False |
1,908 |
60 |
4,533.0 |
4,221.0 |
312.0 |
7.2% |
37.6 |
0.9% |
43% |
False |
False |
1,771 |
80 |
4,533.0 |
4,221.0 |
312.0 |
7.2% |
31.3 |
0.7% |
43% |
False |
False |
1,331 |
100 |
4,533.0 |
4,221.0 |
312.0 |
7.2% |
25.6 |
0.6% |
43% |
False |
False |
1,151 |
120 |
4,533.0 |
3,996.0 |
537.0 |
12.3% |
21.3 |
0.5% |
67% |
False |
False |
1,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,626.0 |
2.618 |
4,534.6 |
1.618 |
4,478.6 |
1.000 |
4,444.0 |
0.618 |
4,422.6 |
HIGH |
4,388.0 |
0.618 |
4,366.6 |
0.500 |
4,360.0 |
0.382 |
4,353.4 |
LOW |
4,332.0 |
0.618 |
4,297.4 |
1.000 |
4,276.0 |
1.618 |
4,241.4 |
2.618 |
4,185.4 |
4.250 |
4,094.0 |
|
|
Fisher Pivots for day following 30-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,360.0 |
4,351.5 |
PP |
4,358.7 |
4,347.0 |
S1 |
4,357.3 |
4,342.5 |
|