| 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 |
15,615.00 |
15,702.25 |
87.25 |
0.6% |
14,945.00 |
| High |
15,716.75 |
15,801.00 |
84.25 |
0.5% |
15,607.50 |
| Low |
15,555.00 |
15,655.75 |
100.75 |
0.6% |
14,905.00 |
| Close |
15,695.50 |
15,733.00 |
37.50 |
0.2% |
15,167.00 |
| Range |
161.75 |
145.25 |
-16.50 |
-10.2% |
702.50 |
| ATR |
270.56 |
261.61 |
-8.95 |
-3.3% |
0.00 |
| Volume |
2,743 |
2,833 |
90 |
3.3% |
13,050 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,165.75 |
16,094.50 |
15,813.00 |
|
| R3 |
16,020.50 |
15,949.25 |
15,773.00 |
|
| R2 |
15,875.25 |
15,875.25 |
15,759.75 |
|
| R1 |
15,804.00 |
15,804.00 |
15,746.25 |
15,839.50 |
| PP |
15,730.00 |
15,730.00 |
15,730.00 |
15,747.75 |
| S1 |
15,658.75 |
15,658.75 |
15,719.75 |
15,694.50 |
| S2 |
15,584.75 |
15,584.75 |
15,706.25 |
|
| S3 |
15,439.50 |
15,513.50 |
15,693.00 |
|
| S4 |
15,294.25 |
15,368.25 |
15,653.00 |
|
|
| 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 |
15,801.00 |
14,939.75 |
861.25 |
5.5% |
226.25 |
1.4% |
92% |
True |
False |
2,729 |
| 10 |
15,801.00 |
14,792.00 |
1,009.00 |
6.4% |
280.50 |
1.8% |
93% |
True |
False |
2,711 |
| 20 |
15,808.25 |
14,792.00 |
1,016.25 |
6.5% |
268.50 |
1.7% |
93% |
False |
False |
2,474 |
| 40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.4% |
249.50 |
1.6% |
64% |
False |
False |
2,088 |
| 60 |
16,264.25 |
14,612.75 |
1,651.50 |
10.5% |
247.00 |
1.6% |
68% |
False |
False |
1,743 |
| 80 |
16,264.25 |
13,508.00 |
2,756.25 |
17.5% |
230.25 |
1.5% |
81% |
False |
False |
1,331 |
| 100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.2% |
208.50 |
1.3% |
83% |
False |
False |
1,065 |
| 120 |
16,264.25 |
12,350.00 |
3,914.25 |
24.9% |
192.75 |
1.2% |
86% |
False |
False |
888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,418.25 |
|
2.618 |
16,181.25 |
|
1.618 |
16,036.00 |
|
1.000 |
15,946.25 |
|
0.618 |
15,890.75 |
|
HIGH |
15,801.00 |
|
0.618 |
15,745.50 |
|
0.500 |
15,728.50 |
|
0.382 |
15,711.25 |
|
LOW |
15,655.75 |
|
0.618 |
15,566.00 |
|
1.000 |
15,510.50 |
|
1.618 |
15,420.75 |
|
2.618 |
15,275.50 |
|
4.250 |
15,038.50 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,731.50 |
15,662.25 |
| PP |
15,730.00 |
15,591.50 |
| S1 |
15,728.50 |
15,520.75 |
|