| 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 |
1,876.0 |
1,893.0 |
17.0 |
0.9% |
1,887.0 |
| High |
1,903.8 |
1,920.0 |
16.2 |
0.9% |
1,901.6 |
| Low |
1,875.4 |
1,881.6 |
6.2 |
0.3% |
1,852.3 |
| Close |
1,892.1 |
1,918.1 |
26.0 |
1.4% |
1,876.2 |
| Range |
28.4 |
38.4 |
10.0 |
35.2% |
49.3 |
| ATR |
30.9 |
31.4 |
0.5 |
1.7% |
0.0 |
| Volume |
1,173 |
1,580 |
407 |
34.7% |
2,753 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,021.8 |
2,008.3 |
1,939.2 |
|
| R3 |
1,983.4 |
1,969.9 |
1,928.7 |
|
| R2 |
1,945.0 |
1,945.0 |
1,925.1 |
|
| R1 |
1,931.5 |
1,931.5 |
1,921.6 |
1,938.3 |
| PP |
1,906.6 |
1,906.6 |
1,906.6 |
1,909.9 |
| S1 |
1,893.1 |
1,893.1 |
1,914.6 |
1,899.9 |
| S2 |
1,868.2 |
1,868.2 |
1,911.1 |
|
| S3 |
1,829.8 |
1,854.7 |
1,907.5 |
|
| S4 |
1,791.4 |
1,816.3 |
1,897.0 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,024.6 |
1,999.7 |
1,903.3 |
|
| R3 |
1,975.3 |
1,950.4 |
1,889.8 |
|
| R2 |
1,926.0 |
1,926.0 |
1,885.2 |
|
| R1 |
1,901.1 |
1,901.1 |
1,880.7 |
1,888.9 |
| PP |
1,876.7 |
1,876.7 |
1,876.7 |
1,870.6 |
| S1 |
1,851.8 |
1,851.8 |
1,871.7 |
1,839.6 |
| S2 |
1,827.4 |
1,827.4 |
1,867.2 |
|
| S3 |
1,778.1 |
1,802.5 |
1,862.6 |
|
| S4 |
1,728.8 |
1,753.2 |
1,849.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,920.0 |
1,852.3 |
67.7 |
3.5% |
32.5 |
1.7% |
97% |
True |
False |
759 |
| 10 |
1,930.8 |
1,852.3 |
78.5 |
4.1% |
31.4 |
1.6% |
84% |
False |
False |
623 |
| 20 |
2,019.3 |
1,852.3 |
167.0 |
8.7% |
31.1 |
1.6% |
39% |
False |
False |
399 |
| 40 |
2,038.2 |
1,852.3 |
185.9 |
9.7% |
31.8 |
1.7% |
35% |
False |
False |
252 |
| 60 |
2,038.2 |
1,837.4 |
200.8 |
10.5% |
29.8 |
1.6% |
40% |
False |
False |
210 |
| 80 |
2,038.2 |
1,766.6 |
271.6 |
14.2% |
28.4 |
1.5% |
56% |
False |
False |
158 |
| 100 |
2,038.2 |
1,739.6 |
298.6 |
15.6% |
26.2 |
1.4% |
60% |
False |
False |
126 |
| 120 |
2,038.2 |
1,732.5 |
305.7 |
15.9% |
25.1 |
1.3% |
61% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.2 |
|
2.618 |
2,020.5 |
|
1.618 |
1,982.1 |
|
1.000 |
1,958.4 |
|
0.618 |
1,943.7 |
|
HIGH |
1,920.0 |
|
0.618 |
1,905.3 |
|
0.500 |
1,900.8 |
|
0.382 |
1,896.3 |
|
LOW |
1,881.6 |
|
0.618 |
1,857.9 |
|
1.000 |
1,843.2 |
|
1.618 |
1,819.5 |
|
2.618 |
1,781.1 |
|
4.250 |
1,718.4 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,912.3 |
1,907.5 |
| PP |
1,906.6 |
1,896.8 |
| S1 |
1,900.8 |
1,886.2 |
|