| 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 |
15,300.00 |
15,615.00 |
315.00 |
2.1% |
14,945.00 |
| High |
15,621.75 |
15,716.75 |
95.00 |
0.6% |
15,607.50 |
| Low |
15,240.50 |
15,555.00 |
314.50 |
2.1% |
14,905.00 |
| Close |
15,608.50 |
15,695.50 |
87.00 |
0.6% |
15,167.00 |
| Range |
381.25 |
161.75 |
-219.50 |
-57.6% |
702.50 |
| ATR |
278.93 |
270.56 |
-8.37 |
-3.0% |
0.00 |
| Volume |
3,500 |
2,743 |
-757 |
-21.6% |
13,050 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,141.00 |
16,080.00 |
15,784.50 |
|
| R3 |
15,979.25 |
15,918.25 |
15,740.00 |
|
| R2 |
15,817.50 |
15,817.50 |
15,725.25 |
|
| R1 |
15,756.50 |
15,756.50 |
15,710.25 |
15,787.00 |
| PP |
15,655.75 |
15,655.75 |
15,655.75 |
15,671.00 |
| S1 |
15,594.75 |
15,594.75 |
15,680.75 |
15,625.25 |
| S2 |
15,494.00 |
15,494.00 |
15,665.75 |
|
| S3 |
15,332.25 |
15,433.00 |
15,651.00 |
|
| S4 |
15,170.50 |
15,271.25 |
15,606.50 |
|
|
| 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 |
15,716.75 |
14,939.75 |
777.00 |
5.0% |
317.75 |
2.0% |
97% |
True |
False |
2,934 |
| 10 |
15,716.75 |
14,792.00 |
924.75 |
5.9% |
294.00 |
1.9% |
98% |
True |
False |
2,668 |
| 20 |
15,808.25 |
14,792.00 |
1,016.25 |
6.5% |
271.25 |
1.7% |
89% |
False |
False |
2,473 |
| 40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.4% |
252.25 |
1.6% |
61% |
False |
False |
2,049 |
| 60 |
16,264.25 |
14,612.75 |
1,651.50 |
10.5% |
246.50 |
1.6% |
66% |
False |
False |
1,698 |
| 80 |
16,264.25 |
13,508.00 |
2,756.25 |
17.6% |
229.50 |
1.5% |
79% |
False |
False |
1,295 |
| 100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.3% |
208.75 |
1.3% |
82% |
False |
False |
1,037 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.2% |
194.00 |
1.2% |
86% |
False |
False |
864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,404.25 |
|
2.618 |
16,140.25 |
|
1.618 |
15,978.50 |
|
1.000 |
15,878.50 |
|
0.618 |
15,816.75 |
|
HIGH |
15,716.75 |
|
0.618 |
15,655.00 |
|
0.500 |
15,636.00 |
|
0.382 |
15,616.75 |
|
LOW |
15,555.00 |
|
0.618 |
15,455.00 |
|
1.000 |
15,393.25 |
|
1.618 |
15,293.25 |
|
2.618 |
15,131.50 |
|
4.250 |
14,867.50 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,675.50 |
15,610.50 |
| PP |
15,655.75 |
15,525.25 |
| S1 |
15,636.00 |
15,440.25 |
|