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 |
1,650.5280 |
1,648.8310 |
-1.6970 |
-0.1% |
1,658.0480 |
High |
1,672.7250 |
1,661.7470 |
-10.9780 |
-0.7% |
1,696.9780 |
Low |
1,635.8120 |
1,627.4900 |
-8.3220 |
-0.5% |
1,596.4400 |
Close |
1,649.6330 |
1,646.8670 |
-2.7660 |
-0.2% |
1,649.6330 |
Range |
36.9130 |
34.2570 |
-2.6560 |
-7.2% |
100.5380 |
ATR |
53.9081 |
52.5044 |
-1.4036 |
-2.6% |
0.0000 |
Volume |
148,916 |
1,106 |
-147,810 |
-99.3% |
693,138 |
|
Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,748.1390 |
1,731.7600 |
1,665.7084 |
|
R3 |
1,713.8820 |
1,697.5030 |
1,656.2877 |
|
R2 |
1,679.6250 |
1,679.6250 |
1,653.1475 |
|
R1 |
1,663.2460 |
1,663.2460 |
1,650.0072 |
1,654.3070 |
PP |
1,645.3680 |
1,645.3680 |
1,645.3680 |
1,640.8985 |
S1 |
1,628.9890 |
1,628.9890 |
1,643.7268 |
1,620.0500 |
S2 |
1,611.1110 |
1,611.1110 |
1,640.5866 |
|
S3 |
1,576.8540 |
1,594.7320 |
1,637.4463 |
|
S4 |
1,542.5970 |
1,560.4750 |
1,628.0257 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.2977 |
1,900.0033 |
1,704.9289 |
|
R3 |
1,848.7597 |
1,799.4653 |
1,677.2810 |
|
R2 |
1,748.2217 |
1,748.2217 |
1,668.0650 |
|
R1 |
1,698.9273 |
1,698.9273 |
1,658.8490 |
1,673.3055 |
PP |
1,647.6837 |
1,647.6837 |
1,647.6837 |
1,634.8728 |
S1 |
1,598.3893 |
1,598.3893 |
1,640.4170 |
1,572.7675 |
S2 |
1,547.1457 |
1,547.1457 |
1,631.2010 |
|
S3 |
1,446.6077 |
1,497.8513 |
1,621.9851 |
|
S4 |
1,346.0697 |
1,397.3133 |
1,594.3371 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,696.9780 |
1,596.4400 |
100.5380 |
6.1% |
54.0418 |
3.3% |
50% |
False |
False |
138,556 |
10 |
1,846.4190 |
1,570.6850 |
275.7340 |
16.7% |
62.5142 |
3.8% |
28% |
False |
False |
160,045 |
20 |
1,878.5800 |
1,570.6850 |
307.8950 |
18.7% |
48.5215 |
2.9% |
25% |
False |
False |
133,608 |
40 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.7% |
51.9124 |
3.2% |
17% |
False |
False |
113,589 |
60 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.7% |
59.8067 |
3.6% |
17% |
False |
False |
119,864 |
80 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.7% |
60.4724 |
3.7% |
17% |
False |
False |
127,685 |
100 |
2,137.7700 |
1,570.6850 |
567.0850 |
34.4% |
65.6341 |
4.0% |
13% |
False |
False |
150,597 |
120 |
2,137.7700 |
1,372.9410 |
764.8290 |
46.4% |
71.4004 |
4.3% |
36% |
False |
False |
168,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,807.3393 |
2.618 |
1,751.4318 |
1.618 |
1,717.1748 |
1.000 |
1,696.0040 |
0.618 |
1,682.9178 |
HIGH |
1,661.7470 |
0.618 |
1,648.6608 |
0.500 |
1,644.6185 |
0.382 |
1,640.5762 |
LOW |
1,627.4900 |
0.618 |
1,606.3192 |
1.000 |
1,593.2330 |
1.618 |
1,572.0622 |
2.618 |
1,537.8052 |
4.250 |
1,481.8978 |
|
|
Fisher Pivots for day following 28-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,646.1175 |
1,656.4365 |
PP |
1,645.3680 |
1,653.2467 |
S1 |
1,644.6185 |
1,650.0568 |
|