| 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 |
16,041.0 |
16,112.0 |
71.0 |
0.4% |
15,827.0 |
| High |
16,114.0 |
16,200.0 |
86.0 |
0.5% |
16,040.0 |
| Low |
16,016.0 |
16,100.0 |
84.0 |
0.5% |
15,787.0 |
| Close |
16,087.0 |
16,152.0 |
65.0 |
0.4% |
15,823.0 |
| Range |
98.0 |
100.0 |
2.0 |
2.0% |
253.0 |
| ATR |
143.1 |
140.9 |
-2.1 |
-1.5% |
0.0 |
| Volume |
48 |
290 |
242 |
504.2% |
216 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,450.7 |
16,401.3 |
16,207.0 |
|
| R3 |
16,350.7 |
16,301.3 |
16,179.5 |
|
| R2 |
16,250.7 |
16,250.7 |
16,170.3 |
|
| R1 |
16,201.3 |
16,201.3 |
16,161.2 |
16,226.0 |
| PP |
16,150.7 |
16,150.7 |
16,150.7 |
16,163.0 |
| S1 |
16,101.3 |
16,101.3 |
16,142.8 |
16,126.0 |
| S2 |
16,050.7 |
16,050.7 |
16,133.7 |
|
| S3 |
15,950.7 |
16,001.3 |
16,124.5 |
|
| S4 |
15,850.7 |
15,901.3 |
16,097.0 |
|
|
| 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 |
16,200.0 |
15,814.0 |
386.0 |
2.4% |
96.8 |
0.6% |
88% |
True |
False |
89 |
| 10 |
16,200.0 |
15,692.0 |
508.0 |
3.1% |
103.9 |
0.6% |
91% |
True |
False |
68 |
| 20 |
16,250.0 |
15,692.0 |
558.0 |
3.5% |
93.9 |
0.6% |
82% |
False |
False |
47 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.3% |
83.1 |
0.5% |
45% |
False |
False |
31 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.3% |
82.4 |
0.5% |
45% |
False |
False |
27 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.3% |
68.4 |
0.4% |
45% |
False |
False |
21 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.3% |
60.5 |
0.4% |
45% |
False |
False |
17 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.1% |
52.1 |
0.3% |
66% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,625.0 |
|
2.618 |
16,461.8 |
|
1.618 |
16,361.8 |
|
1.000 |
16,300.0 |
|
0.618 |
16,261.8 |
|
HIGH |
16,200.0 |
|
0.618 |
16,161.8 |
|
0.500 |
16,150.0 |
|
0.382 |
16,138.2 |
|
LOW |
16,100.0 |
|
0.618 |
16,038.2 |
|
1.000 |
16,000.0 |
|
1.618 |
15,938.2 |
|
2.618 |
15,838.2 |
|
4.250 |
15,675.0 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,151.3 |
16,135.3 |
| PP |
16,150.7 |
16,118.7 |
| S1 |
16,150.0 |
16,102.0 |
|