| 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 |
1,944.9 |
1,944.0 |
-0.9 |
0.0% |
1,918.4 |
| High |
1,950.4 |
1,954.2 |
3.8 |
0.2% |
1,951.3 |
| Low |
1,931.0 |
1,940.1 |
9.1 |
0.5% |
1,913.6 |
| Close |
1,939.9 |
1,946.8 |
6.9 |
0.4% |
1,939.9 |
| Range |
19.4 |
14.1 |
-5.3 |
-27.3% |
37.7 |
| ATR |
18.1 |
17.8 |
-0.3 |
-1.5% |
0.0 |
| Volume |
166,988 |
115,553 |
-51,435 |
-30.8% |
743,618 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,989.3 |
1,982.2 |
1,954.6 |
|
| R3 |
1,975.2 |
1,968.1 |
1,950.7 |
|
| R2 |
1,961.1 |
1,961.1 |
1,949.4 |
|
| R1 |
1,954.0 |
1,954.0 |
1,948.1 |
1,957.6 |
| PP |
1,947.0 |
1,947.0 |
1,947.0 |
1,948.8 |
| S1 |
1,939.9 |
1,939.9 |
1,945.5 |
1,943.5 |
| S2 |
1,932.9 |
1,932.9 |
1,944.2 |
|
| S3 |
1,918.8 |
1,925.8 |
1,942.9 |
|
| S4 |
1,904.7 |
1,911.7 |
1,939.0 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.0 |
2,031.7 |
1,960.6 |
|
| R3 |
2,010.3 |
1,994.0 |
1,950.3 |
|
| R2 |
1,972.6 |
1,972.6 |
1,946.8 |
|
| R1 |
1,956.3 |
1,956.3 |
1,943.4 |
1,964.5 |
| PP |
1,934.9 |
1,934.9 |
1,934.9 |
1,939.0 |
| S1 |
1,918.6 |
1,918.6 |
1,936.4 |
1,926.8 |
| S2 |
1,897.2 |
1,897.2 |
1,933.0 |
|
| S3 |
1,859.5 |
1,880.9 |
1,929.5 |
|
| S4 |
1,821.8 |
1,843.2 |
1,919.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,954.2 |
1,917.5 |
36.7 |
1.9% |
17.0 |
0.9% |
80% |
True |
False |
144,212 |
| 10 |
1,954.2 |
1,913.6 |
40.6 |
2.1% |
16.2 |
0.8% |
82% |
True |
False |
142,200 |
| 20 |
2,004.4 |
1,913.6 |
90.8 |
4.7% |
17.3 |
0.9% |
37% |
False |
False |
142,737 |
| 40 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
18.6 |
1.0% |
29% |
False |
False |
102,828 |
| 60 |
2,038.9 |
1,913.6 |
125.3 |
6.4% |
20.1 |
1.0% |
26% |
False |
False |
70,313 |
| 80 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
21.6 |
1.1% |
15% |
False |
False |
53,454 |
| 100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
22.8 |
1.2% |
15% |
False |
False |
43,131 |
| 120 |
2,129.7 |
1,885.2 |
244.5 |
12.6% |
24.6 |
1.3% |
25% |
False |
False |
36,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,014.1 |
|
2.618 |
1,991.1 |
|
1.618 |
1,977.0 |
|
1.000 |
1,968.3 |
|
0.618 |
1,962.9 |
|
HIGH |
1,954.2 |
|
0.618 |
1,948.8 |
|
0.500 |
1,947.2 |
|
0.382 |
1,945.5 |
|
LOW |
1,940.1 |
|
0.618 |
1,931.4 |
|
1.000 |
1,926.0 |
|
1.618 |
1,917.3 |
|
2.618 |
1,903.2 |
|
4.250 |
1,880.2 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,947.2 |
1,945.4 |
| PP |
1,947.0 |
1,944.0 |
| S1 |
1,946.9 |
1,942.6 |
|