| 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 |
1,963.5 |
1,969.9 |
6.4 |
0.3% |
1,939.7 |
| High |
1,974.0 |
1,986.4 |
12.4 |
0.6% |
1,970.9 |
| Low |
1,961.0 |
1,962.5 |
1.5 |
0.1% |
1,933.8 |
| Close |
1,967.0 |
1,985.4 |
18.4 |
0.9% |
1,960.0 |
| Range |
13.0 |
23.9 |
10.9 |
83.8% |
37.1 |
| ATR |
16.9 |
17.4 |
0.5 |
3.0% |
0.0 |
| Volume |
1,362 |
2,019 |
657 |
48.2% |
7,927 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.8 |
2,041.5 |
1,998.5 |
|
| R3 |
2,025.9 |
2,017.6 |
1,992.0 |
|
| R2 |
2,002.0 |
2,002.0 |
1,989.8 |
|
| R1 |
1,993.7 |
1,993.7 |
1,987.6 |
1,997.9 |
| PP |
1,978.1 |
1,978.1 |
1,978.1 |
1,980.2 |
| S1 |
1,969.8 |
1,969.8 |
1,983.2 |
1,974.0 |
| S2 |
1,954.2 |
1,954.2 |
1,981.0 |
|
| S3 |
1,930.3 |
1,945.9 |
1,978.8 |
|
| S4 |
1,906.4 |
1,922.0 |
1,972.3 |
|
|
| 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 |
1,986.4 |
1,946.6 |
39.8 |
2.0% |
17.8 |
0.9% |
97% |
True |
False |
1,394 |
| 10 |
1,986.4 |
1,933.8 |
52.6 |
2.6% |
16.0 |
0.8% |
98% |
True |
False |
1,571 |
| 20 |
2,012.4 |
1,933.8 |
78.6 |
4.0% |
16.2 |
0.8% |
66% |
False |
False |
1,644 |
| 40 |
2,047.9 |
1,933.8 |
114.1 |
5.7% |
17.5 |
0.9% |
45% |
False |
False |
1,742 |
| 60 |
2,047.9 |
1,933.8 |
114.1 |
5.7% |
18.7 |
0.9% |
45% |
False |
False |
1,412 |
| 80 |
2,133.1 |
1,933.8 |
199.3 |
10.0% |
20.2 |
1.0% |
26% |
False |
False |
1,205 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.4% |
20.0 |
1.0% |
25% |
False |
False |
1,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,088.0 |
|
2.618 |
2,049.0 |
|
1.618 |
2,025.1 |
|
1.000 |
2,010.3 |
|
0.618 |
2,001.2 |
|
HIGH |
1,986.4 |
|
0.618 |
1,977.3 |
|
0.500 |
1,974.5 |
|
0.382 |
1,971.6 |
|
LOW |
1,962.5 |
|
0.618 |
1,947.7 |
|
1.000 |
1,938.6 |
|
1.618 |
1,923.8 |
|
2.618 |
1,899.9 |
|
4.250 |
1,860.9 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,981.8 |
1,979.9 |
| PP |
1,978.1 |
1,974.5 |
| S1 |
1,974.5 |
1,969.0 |
|