| 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 |
15,970.0 |
16,004.0 |
34.0 |
0.2% |
15,827.0 |
| High |
16,007.0 |
16,150.0 |
143.0 |
0.9% |
16,040.0 |
| Low |
15,970.0 |
16,004.0 |
34.0 |
0.2% |
15,787.0 |
| Close |
15,983.0 |
16,125.0 |
142.0 |
0.9% |
15,823.0 |
| Range |
37.0 |
146.0 |
109.0 |
294.6% |
253.0 |
| ATR |
144.0 |
145.7 |
1.6 |
1.1% |
0.0 |
| Volume |
35 |
63 |
28 |
80.0% |
216 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,531.0 |
16,474.0 |
16,205.3 |
|
| R3 |
16,385.0 |
16,328.0 |
16,165.2 |
|
| R2 |
16,239.0 |
16,239.0 |
16,151.8 |
|
| R1 |
16,182.0 |
16,182.0 |
16,138.4 |
16,210.5 |
| PP |
16,093.0 |
16,093.0 |
16,093.0 |
16,107.3 |
| S1 |
16,036.0 |
16,036.0 |
16,111.6 |
16,064.5 |
| S2 |
15,947.0 |
15,947.0 |
16,098.2 |
|
| S3 |
15,801.0 |
15,890.0 |
16,084.9 |
|
| S4 |
15,655.0 |
15,744.0 |
16,044.7 |
|
|
| 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 |
16,150.0 |
15,814.0 |
336.0 |
2.1% |
120.4 |
0.7% |
93% |
True |
False |
34 |
| 10 |
16,150.0 |
15,692.0 |
458.0 |
2.8% |
105.5 |
0.7% |
95% |
True |
False |
52 |
| 20 |
16,263.0 |
15,692.0 |
571.0 |
3.5% |
90.1 |
0.6% |
76% |
False |
False |
32 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
86.0 |
0.5% |
42% |
False |
False |
24 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
79.1 |
0.5% |
42% |
False |
False |
21 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
67.2 |
0.4% |
42% |
False |
False |
16 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
58.5 |
0.4% |
42% |
False |
False |
13 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.2% |
50.4 |
0.3% |
64% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,770.5 |
|
2.618 |
16,532.2 |
|
1.618 |
16,386.2 |
|
1.000 |
16,296.0 |
|
0.618 |
16,240.2 |
|
HIGH |
16,150.0 |
|
0.618 |
16,094.2 |
|
0.500 |
16,077.0 |
|
0.382 |
16,059.8 |
|
LOW |
16,004.0 |
|
0.618 |
15,913.8 |
|
1.000 |
15,858.0 |
|
1.618 |
15,767.8 |
|
2.618 |
15,621.8 |
|
4.250 |
15,383.5 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,109.0 |
16,077.3 |
| PP |
16,093.0 |
16,029.7 |
| S1 |
16,077.0 |
15,982.0 |
|