| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,966.0 |
1,970.2 |
4.2 |
0.2% |
1,918.4 |
| High |
1,977.1 |
1,974.9 |
-2.2 |
-0.1% |
1,951.3 |
| Low |
1,962.8 |
1,965.5 |
2.7 |
0.1% |
1,913.6 |
| Close |
1,973.0 |
1,965.9 |
-7.1 |
-0.4% |
1,939.9 |
| Range |
14.3 |
9.4 |
-4.9 |
-34.3% |
37.7 |
| ATR |
18.0 |
17.4 |
-0.6 |
-3.4% |
0.0 |
| Volume |
142,380 |
133,712 |
-8,668 |
-6.1% |
743,618 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,997.0 |
1,990.8 |
1,971.1 |
|
| R3 |
1,987.6 |
1,981.4 |
1,968.5 |
|
| R2 |
1,978.2 |
1,978.2 |
1,967.6 |
|
| R1 |
1,972.0 |
1,972.0 |
1,966.8 |
1,970.4 |
| PP |
1,968.8 |
1,968.8 |
1,968.8 |
1,968.0 |
| S1 |
1,962.6 |
1,962.6 |
1,965.0 |
1,961.0 |
| S2 |
1,959.4 |
1,959.4 |
1,964.2 |
|
| S3 |
1,950.0 |
1,953.2 |
1,963.3 |
|
| S4 |
1,940.6 |
1,943.8 |
1,960.7 |
|
|
| 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 |
1,977.1 |
1,931.0 |
46.1 |
2.3% |
16.4 |
0.8% |
76% |
False |
False |
146,570 |
| 10 |
1,977.1 |
1,913.6 |
63.5 |
3.2% |
15.8 |
0.8% |
82% |
False |
False |
142,422 |
| 20 |
1,984.2 |
1,913.6 |
70.6 |
3.6% |
16.7 |
0.9% |
74% |
False |
False |
141,314 |
| 40 |
2,028.6 |
1,913.6 |
115.0 |
5.8% |
18.1 |
0.9% |
45% |
False |
False |
112,982 |
| 60 |
2,028.6 |
1,913.6 |
115.0 |
5.8% |
19.7 |
1.0% |
45% |
False |
False |
77,676 |
| 80 |
2,112.4 |
1,913.6 |
198.8 |
10.1% |
20.9 |
1.1% |
26% |
False |
False |
58,917 |
| 100 |
2,129.7 |
1,913.6 |
216.1 |
11.0% |
22.6 |
1.1% |
24% |
False |
False |
47,534 |
| 120 |
2,129.7 |
1,913.6 |
216.1 |
11.0% |
24.3 |
1.2% |
24% |
False |
False |
39,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,014.9 |
|
2.618 |
1,999.5 |
|
1.618 |
1,990.1 |
|
1.000 |
1,984.3 |
|
0.618 |
1,980.7 |
|
HIGH |
1,974.9 |
|
0.618 |
1,971.3 |
|
0.500 |
1,970.2 |
|
0.382 |
1,969.1 |
|
LOW |
1,965.5 |
|
0.618 |
1,959.7 |
|
1.000 |
1,956.1 |
|
1.618 |
1,950.3 |
|
2.618 |
1,940.9 |
|
4.250 |
1,925.6 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,970.2 |
1,963.7 |
| PP |
1,968.8 |
1,961.6 |
| S1 |
1,967.3 |
1,959.4 |
|