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 |
4,466.25 |
4,493.50 |
27.25 |
0.6% |
4,432.00 |
High |
4,498.00 |
4,558.75 |
60.75 |
1.4% |
4,534.50 |
Low |
4,463.50 |
4,482.00 |
18.50 |
0.4% |
4,412.25 |
Close |
4,491.25 |
4,556.50 |
65.25 |
1.5% |
4,463.00 |
Range |
34.50 |
76.75 |
42.25 |
122.5% |
122.25 |
ATR |
54.29 |
55.89 |
1.60 |
3.0% |
0.00 |
Volume |
4,239 |
9,851 |
5,612 |
132.4% |
31,588 |
|
Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,762.75 |
4,736.25 |
4,598.75 |
|
R3 |
4,686.00 |
4,659.50 |
4,577.50 |
|
R2 |
4,609.25 |
4,609.25 |
4,570.50 |
|
R1 |
4,582.75 |
4,582.75 |
4,563.50 |
4,596.00 |
PP |
4,532.50 |
4,532.50 |
4,532.50 |
4,539.00 |
S1 |
4,506.00 |
4,506.00 |
4,549.50 |
4,519.25 |
S2 |
4,455.75 |
4,455.75 |
4,542.50 |
|
S3 |
4,379.00 |
4,429.25 |
4,535.50 |
|
S4 |
4,302.25 |
4,352.50 |
4,514.25 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,836.75 |
4,772.00 |
4,530.25 |
|
R3 |
4,714.50 |
4,649.75 |
4,496.50 |
|
R2 |
4,592.25 |
4,592.25 |
4,485.50 |
|
R1 |
4,527.50 |
4,527.50 |
4,474.25 |
4,560.00 |
PP |
4,470.00 |
4,470.00 |
4,470.00 |
4,486.00 |
S1 |
4,405.25 |
4,405.25 |
4,451.75 |
4,437.50 |
S2 |
4,347.75 |
4,347.75 |
4,440.50 |
|
S3 |
4,225.50 |
4,283.00 |
4,429.50 |
|
S4 |
4,103.25 |
4,160.75 |
4,395.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,558.75 |
4,412.25 |
146.50 |
3.2% |
72.00 |
1.6% |
98% |
True |
False |
7,306 |
10 |
4,558.75 |
4,397.75 |
161.00 |
3.5% |
61.00 |
1.3% |
99% |
True |
False |
5,955 |
20 |
4,644.75 |
4,397.75 |
247.00 |
5.4% |
58.00 |
1.3% |
64% |
False |
False |
4,974 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.3% |
49.00 |
1.1% |
55% |
False |
False |
3,598 |
60 |
4,685.50 |
4,352.00 |
333.50 |
7.3% |
46.25 |
1.0% |
61% |
False |
False |
2,907 |
80 |
4,685.50 |
4,158.00 |
527.50 |
11.6% |
46.50 |
1.0% |
76% |
False |
False |
2,323 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.2% |
46.00 |
1.0% |
77% |
False |
False |
1,885 |
120 |
4,685.50 |
3,916.00 |
769.50 |
16.9% |
47.50 |
1.0% |
83% |
False |
False |
1,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,885.00 |
2.618 |
4,759.75 |
1.618 |
4,683.00 |
1.000 |
4,635.50 |
0.618 |
4,606.25 |
HIGH |
4,558.75 |
0.618 |
4,529.50 |
0.500 |
4,520.50 |
0.382 |
4,511.25 |
LOW |
4,482.00 |
0.618 |
4,434.50 |
1.000 |
4,405.25 |
1.618 |
4,357.75 |
2.618 |
4,281.00 |
4.250 |
4,155.75 |
|
|
Fisher Pivots for day following 29-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,544.50 |
4,532.75 |
PP |
4,532.50 |
4,509.25 |
S1 |
4,520.50 |
4,485.50 |
|