| 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 |
1,984.7 |
1,991.9 |
7.2 |
0.4% |
1,939.7 |
| High |
1,997.1 |
1,994.9 |
-2.2 |
-0.1% |
1,970.9 |
| Low |
1,983.1 |
1,985.9 |
2.8 |
0.1% |
1,933.8 |
| Close |
1,993.4 |
1,986.3 |
-7.1 |
-0.4% |
1,960.0 |
| Range |
14.0 |
9.0 |
-5.0 |
-35.7% |
37.1 |
| ATR |
17.2 |
16.6 |
-0.6 |
-3.4% |
0.0 |
| Volume |
2,050 |
1,647 |
-403 |
-19.7% |
7,927 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,016.0 |
2,010.2 |
1,991.3 |
|
| R3 |
2,007.0 |
2,001.2 |
1,988.8 |
|
| R2 |
1,998.0 |
1,998.0 |
1,988.0 |
|
| R1 |
1,992.2 |
1,992.2 |
1,987.1 |
1,990.6 |
| PP |
1,989.0 |
1,989.0 |
1,989.0 |
1,988.3 |
| S1 |
1,983.2 |
1,983.2 |
1,985.5 |
1,981.6 |
| S2 |
1,980.0 |
1,980.0 |
1,984.7 |
|
| S3 |
1,971.0 |
1,974.2 |
1,983.8 |
|
| S4 |
1,962.0 |
1,965.2 |
1,981.4 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,066.2 |
2,050.2 |
1,980.4 |
|
| R3 |
2,029.1 |
2,013.1 |
1,970.2 |
|
| R2 |
1,992.0 |
1,992.0 |
1,966.8 |
|
| R1 |
1,976.0 |
1,976.0 |
1,963.4 |
1,984.0 |
| PP |
1,954.9 |
1,954.9 |
1,954.9 |
1,958.9 |
| S1 |
1,938.9 |
1,938.9 |
1,956.6 |
1,946.9 |
| S2 |
1,917.8 |
1,917.8 |
1,953.2 |
|
| S3 |
1,880.7 |
1,901.8 |
1,949.8 |
|
| S4 |
1,843.6 |
1,864.7 |
1,939.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,997.1 |
1,951.6 |
45.5 |
2.3% |
15.6 |
0.8% |
76% |
False |
False |
1,739 |
| 10 |
1,997.1 |
1,933.8 |
63.3 |
3.2% |
14.9 |
0.8% |
83% |
False |
False |
1,679 |
| 20 |
2,004.4 |
1,933.8 |
70.6 |
3.6% |
15.8 |
0.8% |
74% |
False |
False |
1,613 |
| 40 |
2,047.9 |
1,933.8 |
114.1 |
5.7% |
17.0 |
0.9% |
46% |
False |
False |
1,799 |
| 60 |
2,047.9 |
1,933.8 |
114.1 |
5.7% |
18.5 |
0.9% |
46% |
False |
False |
1,453 |
| 80 |
2,129.1 |
1,933.8 |
195.3 |
9.8% |
19.6 |
1.0% |
27% |
False |
False |
1,232 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.4% |
20.1 |
1.0% |
25% |
False |
False |
1,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,033.2 |
|
2.618 |
2,018.5 |
|
1.618 |
2,009.5 |
|
1.000 |
2,003.9 |
|
0.618 |
2,000.5 |
|
HIGH |
1,994.9 |
|
0.618 |
1,991.5 |
|
0.500 |
1,990.4 |
|
0.382 |
1,989.3 |
|
LOW |
1,985.9 |
|
0.618 |
1,980.3 |
|
1.000 |
1,976.9 |
|
1.618 |
1,971.3 |
|
2.618 |
1,962.3 |
|
4.250 |
1,947.7 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,990.4 |
1,984.1 |
| PP |
1,989.0 |
1,982.0 |
| S1 |
1,987.7 |
1,979.8 |
|