| 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 |
1,944.0 |
1,948.1 |
4.1 |
0.2% |
1,918.4 |
| High |
1,954.2 |
1,966.5 |
12.3 |
0.6% |
1,951.3 |
| Low |
1,940.1 |
1,941.7 |
1.6 |
0.1% |
1,913.6 |
| Close |
1,946.8 |
1,965.1 |
18.3 |
0.9% |
1,939.9 |
| Range |
14.1 |
24.8 |
10.7 |
75.9% |
37.7 |
| ATR |
17.8 |
18.3 |
0.5 |
2.8% |
0.0 |
| Volume |
115,553 |
174,220 |
58,667 |
50.8% |
743,618 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,032.2 |
2,023.4 |
1,978.7 |
|
| R3 |
2,007.4 |
1,998.6 |
1,971.9 |
|
| R2 |
1,982.6 |
1,982.6 |
1,969.6 |
|
| R1 |
1,973.8 |
1,973.8 |
1,967.4 |
1,978.2 |
| PP |
1,957.8 |
1,957.8 |
1,957.8 |
1,960.0 |
| S1 |
1,949.0 |
1,949.0 |
1,962.8 |
1,953.4 |
| S2 |
1,933.0 |
1,933.0 |
1,960.6 |
|
| S3 |
1,908.2 |
1,924.2 |
1,958.3 |
|
| S4 |
1,883.4 |
1,899.4 |
1,951.5 |
|
|
| 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 |
1,966.5 |
1,926.2 |
40.3 |
2.1% |
18.8 |
1.0% |
97% |
True |
False |
152,838 |
| 10 |
1,966.5 |
1,913.6 |
52.9 |
2.7% |
17.0 |
0.9% |
97% |
True |
False |
142,906 |
| 20 |
1,992.2 |
1,913.6 |
78.6 |
4.0% |
17.2 |
0.9% |
66% |
False |
False |
143,060 |
| 40 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
18.7 |
0.9% |
45% |
False |
False |
106,910 |
| 60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
19.9 |
1.0% |
45% |
False |
False |
73,172 |
| 80 |
2,116.1 |
1,913.6 |
202.5 |
10.3% |
21.5 |
1.1% |
25% |
False |
False |
55,583 |
| 100 |
2,129.7 |
1,913.6 |
216.1 |
11.0% |
22.8 |
1.2% |
24% |
False |
False |
44,837 |
| 120 |
2,129.7 |
1,888.8 |
240.9 |
12.3% |
24.7 |
1.3% |
32% |
False |
False |
37,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,071.9 |
|
2.618 |
2,031.4 |
|
1.618 |
2,006.6 |
|
1.000 |
1,991.3 |
|
0.618 |
1,981.8 |
|
HIGH |
1,966.5 |
|
0.618 |
1,957.0 |
|
0.500 |
1,954.1 |
|
0.382 |
1,951.2 |
|
LOW |
1,941.7 |
|
0.618 |
1,926.4 |
|
1.000 |
1,916.9 |
|
1.618 |
1,901.6 |
|
2.618 |
1,876.8 |
|
4.250 |
1,836.3 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,961.4 |
1,959.7 |
| PP |
1,957.8 |
1,954.2 |
| S1 |
1,954.1 |
1,948.8 |
|