Trading Metrics calculated at close of trading on 01-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
27,257.00 |
26,001.10 |
-1,255.90 |
-4.6% |
26,044.83 |
High |
27,464.32 |
26,138.94 |
-1,325.38 |
-4.8% |
28,045.13 |
Low |
25,987.46 |
25,358.57 |
-628.89 |
-2.4% |
25,358.57 |
Close |
26,001.66 |
25,761.56 |
-240.10 |
-0.9% |
25,761.56 |
Range |
1,476.86 |
780.37 |
-696.49 |
-47.2% |
2,686.56 |
ATR |
866.31 |
860.17 |
-6.14 |
-0.7% |
0.00 |
Volume |
25,931 |
34,020 |
8,089 |
31.2% |
125,036 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,094.13 |
27,708.22 |
26,190.76 |
|
R3 |
27,313.76 |
26,927.85 |
25,976.16 |
|
R2 |
26,533.39 |
26,533.39 |
25,904.63 |
|
R1 |
26,147.48 |
26,147.48 |
25,833.09 |
25,950.25 |
PP |
25,753.02 |
25,753.02 |
25,753.02 |
25,654.41 |
S1 |
25,367.11 |
25,367.11 |
25,690.03 |
25,169.88 |
S2 |
24,972.65 |
24,972.65 |
25,618.49 |
|
S3 |
24,192.28 |
24,586.74 |
25,546.96 |
|
S4 |
23,411.91 |
23,806.37 |
25,332.36 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,448.10 |
32,791.39 |
27,239.17 |
|
R3 |
31,761.54 |
30,104.83 |
26,500.36 |
|
R2 |
29,074.98 |
29,074.98 |
26,254.10 |
|
R1 |
27,418.27 |
27,418.27 |
26,007.83 |
26,903.35 |
PP |
26,388.42 |
26,388.42 |
26,388.42 |
26,130.96 |
S1 |
24,731.71 |
24,731.71 |
25,515.29 |
24,216.79 |
S2 |
23,701.86 |
23,701.86 |
25,269.02 |
|
S3 |
21,015.30 |
22,045.15 |
25,022.76 |
|
S4 |
18,328.74 |
19,358.59 |
24,283.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,045.13 |
25,358.57 |
2,686.56 |
10.4% |
1,084.36 |
4.2% |
15% |
False |
True |
25,007 |
10 |
28,045.13 |
25,358.57 |
2,686.56 |
10.4% |
875.23 |
3.4% |
15% |
False |
True |
21,903 |
20 |
30,167.38 |
25,358.57 |
4,808.81 |
18.7% |
817.30 |
3.2% |
8% |
False |
True |
21,840 |
40 |
31,765.71 |
25,358.57 |
6,407.14 |
24.9% |
776.81 |
3.0% |
6% |
False |
True |
19,009 |
60 |
31,765.71 |
24,815.78 |
6,949.93 |
27.0% |
869.70 |
3.4% |
14% |
False |
False |
20,251 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
27.0% |
888.08 |
3.4% |
14% |
False |
False |
19,778 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
27.0% |
953.96 |
3.7% |
14% |
False |
False |
21,380 |
120 |
31,765.71 |
23,952.08 |
7,813.63 |
30.3% |
1,020.35 |
4.0% |
23% |
False |
False |
24,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,455.51 |
2.618 |
28,181.95 |
1.618 |
27,401.58 |
1.000 |
26,919.31 |
0.618 |
26,621.21 |
HIGH |
26,138.94 |
0.618 |
25,840.84 |
0.500 |
25,748.76 |
0.382 |
25,656.67 |
LOW |
25,358.57 |
0.618 |
24,876.30 |
1.000 |
24,578.20 |
1.618 |
24,095.93 |
2.618 |
23,315.56 |
4.250 |
22,042.00 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
25,757.29 |
26,558.67 |
PP |
25,753.02 |
26,292.97 |
S1 |
25,748.76 |
26,027.26 |
|