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 |
4,558.00 |
4,576.75 |
18.75 |
0.4% |
4,432.00 |
High |
4,580.25 |
4,590.50 |
10.25 |
0.2% |
4,534.50 |
Low |
4,546.25 |
4,562.75 |
16.50 |
0.4% |
4,412.25 |
Close |
4,574.00 |
4,565.75 |
-8.25 |
-0.2% |
4,463.00 |
Range |
34.00 |
27.75 |
-6.25 |
-18.4% |
122.25 |
ATR |
54.33 |
52.43 |
-1.90 |
-3.5% |
0.00 |
Volume |
14,450 |
12,933 |
-1,517 |
-10.5% |
31,588 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,656.25 |
4,638.75 |
4,581.00 |
|
R3 |
4,628.50 |
4,611.00 |
4,573.50 |
|
R2 |
4,600.75 |
4,600.75 |
4,570.75 |
|
R1 |
4,583.25 |
4,583.25 |
4,568.25 |
4,578.00 |
PP |
4,573.00 |
4,573.00 |
4,573.00 |
4,570.50 |
S1 |
4,555.50 |
4,555.50 |
4,563.25 |
4,550.50 |
S2 |
4,545.25 |
4,545.25 |
4,560.75 |
|
S3 |
4,517.50 |
4,527.75 |
4,558.00 |
|
S4 |
4,489.75 |
4,500.00 |
4,550.50 |
|
|
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 |
4,590.50 |
4,412.25 |
178.25 |
3.9% |
47.50 |
1.0% |
86% |
True |
False |
10,100 |
10 |
4,590.50 |
4,397.75 |
192.75 |
4.2% |
56.00 |
1.2% |
87% |
True |
False |
7,872 |
20 |
4,611.00 |
4,397.75 |
213.25 |
4.7% |
55.75 |
1.2% |
79% |
False |
False |
5,913 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.3% |
48.25 |
1.1% |
58% |
False |
False |
4,180 |
60 |
4,685.50 |
4,352.00 |
333.50 |
7.3% |
46.50 |
1.0% |
64% |
False |
False |
3,334 |
80 |
4,685.50 |
4,185.75 |
499.75 |
10.9% |
46.00 |
1.0% |
76% |
False |
False |
2,654 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.1% |
46.00 |
1.0% |
78% |
False |
False |
2,158 |
120 |
4,685.50 |
3,930.00 |
755.50 |
16.5% |
46.75 |
1.0% |
84% |
False |
False |
1,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,708.50 |
2.618 |
4,663.25 |
1.618 |
4,635.50 |
1.000 |
4,618.25 |
0.618 |
4,607.75 |
HIGH |
4,590.50 |
0.618 |
4,580.00 |
0.500 |
4,576.50 |
0.382 |
4,573.25 |
LOW |
4,562.75 |
0.618 |
4,545.50 |
1.000 |
4,535.00 |
1.618 |
4,517.75 |
2.618 |
4,490.00 |
4.250 |
4,444.75 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,576.50 |
4,556.00 |
PP |
4,573.00 |
4,546.00 |
S1 |
4,569.50 |
4,536.25 |
|