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 |
1,964.8 |
1,963.5 |
-1.3 |
-0.1% |
1,939.7 |
High |
1,969.8 |
1,974.0 |
4.2 |
0.2% |
1,970.9 |
Low |
1,951.6 |
1,961.0 |
9.4 |
0.5% |
1,933.8 |
Close |
1,960.0 |
1,967.0 |
7.0 |
0.4% |
1,960.0 |
Range |
18.2 |
13.0 |
-5.2 |
-28.6% |
37.1 |
ATR |
17.1 |
16.9 |
-0.2 |
-1.3% |
0.0 |
Volume |
1,618 |
1,362 |
-256 |
-15.8% |
7,927 |
|
Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.3 |
1,999.7 |
1,974.2 |
|
R3 |
1,993.3 |
1,986.7 |
1,970.6 |
|
R2 |
1,980.3 |
1,980.3 |
1,969.4 |
|
R1 |
1,973.7 |
1,973.7 |
1,968.2 |
1,977.0 |
PP |
1,967.3 |
1,967.3 |
1,967.3 |
1,969.0 |
S1 |
1,960.7 |
1,960.7 |
1,965.8 |
1,964.0 |
S2 |
1,954.3 |
1,954.3 |
1,964.6 |
|
S3 |
1,941.3 |
1,947.7 |
1,963.4 |
|
S4 |
1,928.3 |
1,934.7 |
1,959.9 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,066.2 |
2,050.2 |
1,980.4 |
|
R3 |
2,029.1 |
2,013.1 |
1,970.2 |
|
R2 |
1,992.0 |
1,992.0 |
1,966.8 |
|
R1 |
1,976.0 |
1,976.0 |
1,963.4 |
1,984.0 |
PP |
1,954.9 |
1,954.9 |
1,954.9 |
1,958.9 |
S1 |
1,938.9 |
1,938.9 |
1,956.6 |
1,946.9 |
S2 |
1,917.8 |
1,917.8 |
1,953.2 |
|
S3 |
1,880.7 |
1,901.8 |
1,949.8 |
|
S4 |
1,843.6 |
1,864.7 |
1,939.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,974.0 |
1,937.6 |
36.4 |
1.9% |
15.9 |
0.8% |
81% |
True |
False |
1,584 |
10 |
1,974.0 |
1,933.8 |
40.2 |
2.0% |
15.2 |
0.8% |
83% |
True |
False |
1,493 |
20 |
2,023.2 |
1,933.8 |
89.4 |
4.5% |
16.2 |
0.8% |
37% |
False |
False |
1,647 |
40 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
17.4 |
0.9% |
29% |
False |
False |
1,725 |
60 |
2,057.5 |
1,933.8 |
123.7 |
6.3% |
18.8 |
1.0% |
27% |
False |
False |
1,392 |
80 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
20.2 |
1.0% |
16% |
False |
False |
1,191 |
100 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.9 |
1.0% |
16% |
False |
False |
1,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,029.3 |
2.618 |
2,008.0 |
1.618 |
1,995.0 |
1.000 |
1,987.0 |
0.618 |
1,982.0 |
HIGH |
1,974.0 |
0.618 |
1,969.0 |
0.500 |
1,967.5 |
0.382 |
1,966.0 |
LOW |
1,961.0 |
0.618 |
1,953.0 |
1.000 |
1,948.0 |
1.618 |
1,940.0 |
2.618 |
1,927.0 |
4.250 |
1,905.8 |
|
|
Fisher Pivots for day following 28-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,967.5 |
1,965.6 |
PP |
1,967.3 |
1,964.2 |
S1 |
1,967.2 |
1,962.8 |
|