Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,388.0 |
4,356.0 |
-32.0 |
-0.7% |
4,259.0 |
High |
4,388.0 |
4,370.0 |
-18.0 |
-0.4% |
4,359.0 |
Low |
4,332.0 |
4,322.0 |
-10.0 |
-0.2% |
4,249.0 |
Close |
4,356.0 |
4,341.0 |
-15.0 |
-0.3% |
4,273.0 |
Range |
56.0 |
48.0 |
-8.0 |
-14.3% |
110.0 |
ATR |
56.6 |
56.0 |
-0.6 |
-1.1% |
0.0 |
Volume |
14,038 |
20,536 |
6,498 |
46.3% |
22,831 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,488.3 |
4,462.7 |
4,367.4 |
|
R3 |
4,440.3 |
4,414.7 |
4,354.2 |
|
R2 |
4,392.3 |
4,392.3 |
4,349.8 |
|
R1 |
4,366.7 |
4,366.7 |
4,345.4 |
4,355.5 |
PP |
4,344.3 |
4,344.3 |
4,344.3 |
4,338.8 |
S1 |
4,318.7 |
4,318.7 |
4,336.6 |
4,307.5 |
S2 |
4,296.3 |
4,296.3 |
4,332.2 |
|
S3 |
4,248.3 |
4,270.7 |
4,327.8 |
|
S4 |
4,200.3 |
4,222.7 |
4,314.6 |
|
|
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 |
4,256.0 |
132.0 |
3.0% |
46.6 |
1.1% |
64% |
False |
False |
7,442 |
10 |
4,388.0 |
4,221.0 |
167.0 |
3.8% |
53.2 |
1.2% |
72% |
False |
False |
6,045 |
20 |
4,446.0 |
4,221.0 |
225.0 |
5.2% |
51.5 |
1.2% |
53% |
False |
False |
4,439 |
40 |
4,533.0 |
4,221.0 |
312.0 |
7.2% |
44.6 |
1.0% |
38% |
False |
False |
2,368 |
60 |
4,533.0 |
4,221.0 |
312.0 |
7.2% |
38.1 |
0.9% |
38% |
False |
False |
2,113 |
80 |
4,533.0 |
4,221.0 |
312.0 |
7.2% |
31.9 |
0.7% |
38% |
False |
False |
1,588 |
100 |
4,533.0 |
4,221.0 |
312.0 |
7.2% |
26.1 |
0.6% |
38% |
False |
False |
1,356 |
120 |
4,533.0 |
3,996.0 |
537.0 |
12.4% |
21.7 |
0.5% |
64% |
False |
False |
1,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,574.0 |
2.618 |
4,495.7 |
1.618 |
4,447.7 |
1.000 |
4,418.0 |
0.618 |
4,399.7 |
HIGH |
4,370.0 |
0.618 |
4,351.7 |
0.500 |
4,346.0 |
0.382 |
4,340.3 |
LOW |
4,322.0 |
0.618 |
4,292.3 |
1.000 |
4,274.0 |
1.618 |
4,244.3 |
2.618 |
4,196.3 |
4.250 |
4,118.0 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,346.0 |
4,355.0 |
PP |
4,344.3 |
4,350.3 |
S1 |
4,342.7 |
4,345.7 |
|