| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,814.0 |
15,970.0 |
156.0 |
1.0% |
15,827.0 |
| High |
15,917.0 |
16,007.0 |
90.0 |
0.6% |
16,040.0 |
| Low |
15,814.0 |
15,970.0 |
156.0 |
1.0% |
15,787.0 |
| Close |
15,823.0 |
15,983.0 |
160.0 |
1.0% |
15,823.0 |
| Range |
103.0 |
37.0 |
-66.0 |
-64.1% |
253.0 |
| ATR |
141.0 |
144.0 |
3.1 |
2.2% |
0.0 |
| Volume |
10 |
35 |
25 |
250.0% |
216 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,097.7 |
16,077.3 |
16,003.4 |
|
| R3 |
16,060.7 |
16,040.3 |
15,993.2 |
|
| R2 |
16,023.7 |
16,023.7 |
15,989.8 |
|
| R1 |
16,003.3 |
16,003.3 |
15,986.4 |
16,013.5 |
| PP |
15,986.7 |
15,986.7 |
15,986.7 |
15,991.8 |
| S1 |
15,966.3 |
15,966.3 |
15,979.6 |
15,976.5 |
| S2 |
15,949.7 |
15,949.7 |
15,976.2 |
|
| S3 |
15,912.7 |
15,929.3 |
15,972.8 |
|
| S4 |
15,875.7 |
15,892.3 |
15,962.7 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,642.3 |
16,485.7 |
15,962.2 |
|
| R3 |
16,389.3 |
16,232.7 |
15,892.6 |
|
| R2 |
16,136.3 |
16,136.3 |
15,869.4 |
|
| R1 |
15,979.7 |
15,979.7 |
15,846.2 |
15,931.5 |
| PP |
15,883.3 |
15,883.3 |
15,883.3 |
15,859.3 |
| S1 |
15,726.7 |
15,726.7 |
15,799.8 |
15,678.5 |
| S2 |
15,630.3 |
15,630.3 |
15,776.6 |
|
| S3 |
15,377.3 |
15,473.7 |
15,753.4 |
|
| S4 |
15,124.3 |
15,220.7 |
15,683.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,040.0 |
15,814.0 |
226.0 |
1.4% |
103.2 |
0.6% |
75% |
False |
False |
26 |
| 10 |
16,040.0 |
15,692.0 |
348.0 |
2.2% |
99.3 |
0.6% |
84% |
False |
False |
50 |
| 20 |
16,621.0 |
15,692.0 |
929.0 |
5.8% |
88.8 |
0.6% |
31% |
False |
False |
30 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
82.5 |
0.5% |
28% |
False |
False |
23 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
76.7 |
0.5% |
28% |
False |
False |
20 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
66.2 |
0.4% |
28% |
False |
False |
16 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
57.0 |
0.4% |
28% |
False |
False |
13 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.3% |
49.2 |
0.3% |
55% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,164.3 |
|
2.618 |
16,103.9 |
|
1.618 |
16,066.9 |
|
1.000 |
16,044.0 |
|
0.618 |
16,029.9 |
|
HIGH |
16,007.0 |
|
0.618 |
15,992.9 |
|
0.500 |
15,988.5 |
|
0.382 |
15,984.1 |
|
LOW |
15,970.0 |
|
0.618 |
15,947.1 |
|
1.000 |
15,933.0 |
|
1.618 |
15,910.1 |
|
2.618 |
15,873.1 |
|
4.250 |
15,812.8 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,988.5 |
15,964.3 |
| PP |
15,986.7 |
15,945.7 |
| S1 |
15,984.8 |
15,927.0 |
|