| 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 |
15,185.00 |
15,300.00 |
115.00 |
0.8% |
14,945.00 |
| High |
15,314.25 |
15,621.75 |
307.50 |
2.0% |
15,607.50 |
| Low |
15,163.75 |
15,240.50 |
76.75 |
0.5% |
14,905.00 |
| Close |
15,281.50 |
15,608.50 |
327.00 |
2.1% |
15,167.00 |
| Range |
150.50 |
381.25 |
230.75 |
153.3% |
702.50 |
| ATR |
271.06 |
278.93 |
7.87 |
2.9% |
0.00 |
| Volume |
1,561 |
3,500 |
1,939 |
124.2% |
13,050 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,634.00 |
16,502.50 |
15,818.25 |
|
| R3 |
16,252.75 |
16,121.25 |
15,713.25 |
|
| R2 |
15,871.50 |
15,871.50 |
15,678.50 |
|
| R1 |
15,740.00 |
15,740.00 |
15,643.50 |
15,805.75 |
| PP |
15,490.25 |
15,490.25 |
15,490.25 |
15,523.00 |
| S1 |
15,358.75 |
15,358.75 |
15,573.50 |
15,424.50 |
| S2 |
15,109.00 |
15,109.00 |
15,538.50 |
|
| S3 |
14,727.75 |
14,977.50 |
15,503.75 |
|
| S4 |
14,346.50 |
14,596.25 |
15,398.75 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,334.00 |
16,953.00 |
15,553.50 |
|
| R3 |
16,631.50 |
16,250.50 |
15,360.25 |
|
| R2 |
15,929.00 |
15,929.00 |
15,295.75 |
|
| R1 |
15,548.00 |
15,548.00 |
15,231.50 |
15,738.50 |
| PP |
15,226.50 |
15,226.50 |
15,226.50 |
15,321.75 |
| S1 |
14,845.50 |
14,845.50 |
15,102.50 |
15,036.00 |
| S2 |
14,524.00 |
14,524.00 |
15,038.25 |
|
| S3 |
13,821.50 |
14,143.00 |
14,973.75 |
|
| S4 |
13,119.00 |
13,440.50 |
14,780.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,621.75 |
14,939.75 |
682.00 |
4.4% |
364.75 |
2.3% |
98% |
True |
False |
2,828 |
| 10 |
15,621.75 |
14,792.00 |
829.75 |
5.3% |
302.25 |
1.9% |
98% |
True |
False |
2,607 |
| 20 |
15,989.50 |
14,792.00 |
1,197.50 |
7.7% |
282.00 |
1.8% |
68% |
False |
False |
2,450 |
| 40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.4% |
252.50 |
1.6% |
55% |
False |
False |
2,007 |
| 60 |
16,264.25 |
14,612.75 |
1,651.50 |
10.6% |
246.75 |
1.6% |
60% |
False |
False |
1,653 |
| 80 |
16,264.25 |
13,370.00 |
2,894.25 |
18.5% |
230.25 |
1.5% |
77% |
False |
False |
1,261 |
| 100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.4% |
207.25 |
1.3% |
79% |
False |
False |
1,009 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.4% |
192.50 |
1.2% |
84% |
False |
False |
842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,242.00 |
|
2.618 |
16,619.75 |
|
1.618 |
16,238.50 |
|
1.000 |
16,003.00 |
|
0.618 |
15,857.25 |
|
HIGH |
15,621.75 |
|
0.618 |
15,476.00 |
|
0.500 |
15,431.00 |
|
0.382 |
15,386.25 |
|
LOW |
15,240.50 |
|
0.618 |
15,005.00 |
|
1.000 |
14,859.25 |
|
1.618 |
14,623.75 |
|
2.618 |
14,242.50 |
|
4.250 |
13,620.25 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,549.50 |
15,499.25 |
| PP |
15,490.25 |
15,390.00 |
| S1 |
15,431.00 |
15,280.75 |
|