| 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 |
1,851.9 |
1,857.7 |
5.8 |
0.3% |
1,864.6 |
| High |
1,867.2 |
1,884.5 |
17.3 |
0.9% |
1,883.7 |
| Low |
1,832.8 |
1,856.1 |
23.3 |
1.3% |
1,832.8 |
| Close |
1,857.4 |
1,873.3 |
15.9 |
0.9% |
1,857.4 |
| Range |
34.4 |
28.4 |
-6.0 |
-17.4% |
50.9 |
| ATR |
32.1 |
31.9 |
-0.3 |
-0.8% |
0.0 |
| Volume |
211,810 |
146,663 |
-65,147 |
-30.8% |
977,164 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,956.5 |
1,943.3 |
1,888.9 |
|
| R3 |
1,928.1 |
1,914.9 |
1,881.1 |
|
| R2 |
1,899.7 |
1,899.7 |
1,878.5 |
|
| R1 |
1,886.5 |
1,886.5 |
1,875.9 |
1,893.1 |
| PP |
1,871.3 |
1,871.3 |
1,871.3 |
1,874.6 |
| S1 |
1,858.1 |
1,858.1 |
1,870.7 |
1,864.7 |
| S2 |
1,842.9 |
1,842.9 |
1,868.1 |
|
| S3 |
1,814.5 |
1,829.7 |
1,865.5 |
|
| S4 |
1,786.1 |
1,801.3 |
1,857.7 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,010.7 |
1,984.9 |
1,885.4 |
|
| R3 |
1,959.8 |
1,934.0 |
1,871.4 |
|
| R2 |
1,908.9 |
1,908.9 |
1,866.7 |
|
| R1 |
1,883.1 |
1,883.1 |
1,862.1 |
1,870.6 |
| PP |
1,858.0 |
1,858.0 |
1,858.0 |
1,851.7 |
| S1 |
1,832.2 |
1,832.2 |
1,852.7 |
1,819.7 |
| S2 |
1,807.1 |
1,807.1 |
1,848.1 |
|
| S3 |
1,756.2 |
1,781.3 |
1,843.4 |
|
| S4 |
1,705.3 |
1,730.4 |
1,829.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,884.5 |
1,832.8 |
51.7 |
2.8% |
30.2 |
1.6% |
78% |
True |
False |
187,853 |
| 10 |
1,933.9 |
1,832.8 |
101.1 |
5.4% |
31.4 |
1.7% |
40% |
False |
False |
194,717 |
| 20 |
2,017.8 |
1,832.8 |
185.0 |
9.9% |
31.8 |
1.7% |
22% |
False |
False |
184,101 |
| 40 |
2,017.8 |
1,832.8 |
185.0 |
9.9% |
32.5 |
1.7% |
22% |
False |
False |
179,452 |
| 60 |
2,017.8 |
1,788.7 |
229.1 |
12.2% |
33.5 |
1.8% |
37% |
False |
False |
177,693 |
| 80 |
2,017.8 |
1,723.4 |
294.4 |
15.7% |
33.2 |
1.8% |
51% |
False |
False |
133,369 |
| 100 |
2,017.8 |
1,723.4 |
294.4 |
15.7% |
32.5 |
1.7% |
51% |
False |
False |
106,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,005.2 |
|
2.618 |
1,958.9 |
|
1.618 |
1,930.5 |
|
1.000 |
1,912.9 |
|
0.618 |
1,902.1 |
|
HIGH |
1,884.5 |
|
0.618 |
1,873.7 |
|
0.500 |
1,870.3 |
|
0.382 |
1,866.9 |
|
LOW |
1,856.1 |
|
0.618 |
1,838.5 |
|
1.000 |
1,827.7 |
|
1.618 |
1,810.1 |
|
2.618 |
1,781.7 |
|
4.250 |
1,735.4 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,872.3 |
1,868.4 |
| PP |
1,871.3 |
1,863.5 |
| S1 |
1,870.3 |
1,858.7 |
|