| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,969.9 |
1,984.7 |
14.8 |
0.8% |
1,939.7 |
| High |
1,986.4 |
1,997.1 |
10.7 |
0.5% |
1,970.9 |
| Low |
1,962.5 |
1,983.1 |
20.6 |
1.0% |
1,933.8 |
| Close |
1,985.4 |
1,993.4 |
8.0 |
0.4% |
1,960.0 |
| Range |
23.9 |
14.0 |
-9.9 |
-41.4% |
37.1 |
| ATR |
17.4 |
17.2 |
-0.2 |
-1.4% |
0.0 |
| Volume |
2,019 |
2,050 |
31 |
1.5% |
7,927 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,033.2 |
2,027.3 |
2,001.1 |
|
| R3 |
2,019.2 |
2,013.3 |
1,997.3 |
|
| R2 |
2,005.2 |
2,005.2 |
1,996.0 |
|
| R1 |
1,999.3 |
1,999.3 |
1,994.7 |
2,002.3 |
| PP |
1,991.2 |
1,991.2 |
1,991.2 |
1,992.7 |
| S1 |
1,985.3 |
1,985.3 |
1,992.1 |
1,988.3 |
| S2 |
1,977.2 |
1,977.2 |
1,990.8 |
|
| S3 |
1,963.2 |
1,971.3 |
1,989.6 |
|
| S4 |
1,949.2 |
1,957.3 |
1,985.7 |
|
|
| 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 |
1,997.1 |
1,951.6 |
45.5 |
2.3% |
16.0 |
0.8% |
92% |
True |
False |
1,610 |
| 10 |
1,997.1 |
1,933.8 |
63.3 |
3.2% |
15.9 |
0.8% |
94% |
True |
False |
1,660 |
| 20 |
2,004.4 |
1,933.8 |
70.6 |
3.5% |
15.8 |
0.8% |
84% |
False |
False |
1,627 |
| 40 |
2,047.9 |
1,933.8 |
114.1 |
5.7% |
17.4 |
0.9% |
52% |
False |
False |
1,782 |
| 60 |
2,047.9 |
1,933.8 |
114.1 |
5.7% |
18.5 |
0.9% |
52% |
False |
False |
1,434 |
| 80 |
2,129.1 |
1,933.8 |
195.3 |
9.8% |
19.7 |
1.0% |
31% |
False |
False |
1,216 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.4% |
20.1 |
1.0% |
29% |
False |
False |
1,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,056.6 |
|
2.618 |
2,033.8 |
|
1.618 |
2,019.8 |
|
1.000 |
2,011.1 |
|
0.618 |
2,005.8 |
|
HIGH |
1,997.1 |
|
0.618 |
1,991.8 |
|
0.500 |
1,990.1 |
|
0.382 |
1,988.4 |
|
LOW |
1,983.1 |
|
0.618 |
1,974.4 |
|
1.000 |
1,969.1 |
|
1.618 |
1,960.4 |
|
2.618 |
1,946.4 |
|
4.250 |
1,923.6 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,992.3 |
1,988.6 |
| PP |
1,991.2 |
1,983.8 |
| S1 |
1,990.1 |
1,979.1 |
|