Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,001.10 |
25,836.67 |
-164.43 |
-0.6% |
26,044.83 |
High |
26,138.94 |
25,860.44 |
-278.50 |
-1.1% |
28,045.13 |
Low |
25,358.57 |
25,587.75 |
229.18 |
0.9% |
25,358.57 |
Close |
25,761.56 |
25,713.34 |
-48.22 |
-0.2% |
25,761.56 |
Range |
780.37 |
272.69 |
-507.68 |
-65.1% |
2,686.56 |
ATR |
860.17 |
818.20 |
-41.96 |
-4.9% |
0.00 |
Volume |
34,020 |
15,460 |
-18,560 |
-54.6% |
125,036 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,538.58 |
26,398.65 |
25,863.32 |
|
R3 |
26,265.89 |
26,125.96 |
25,788.33 |
|
R2 |
25,993.20 |
25,993.20 |
25,763.33 |
|
R1 |
25,853.27 |
25,853.27 |
25,738.34 |
25,786.89 |
PP |
25,720.51 |
25,720.51 |
25,720.51 |
25,687.32 |
S1 |
25,580.58 |
25,580.58 |
25,688.34 |
25,514.20 |
S2 |
25,447.82 |
25,447.82 |
25,663.35 |
|
S3 |
25,175.13 |
25,307.89 |
25,638.35 |
|
S4 |
24,902.44 |
25,035.20 |
25,563.36 |
|
|
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% |
1,070.71 |
4.2% |
13% |
False |
False |
28,074 |
10 |
28,045.13 |
25,358.57 |
2,686.56 |
10.4% |
854.26 |
3.3% |
13% |
False |
False |
23,431 |
20 |
30,167.38 |
25,358.57 |
4,808.81 |
18.7% |
807.14 |
3.1% |
7% |
False |
False |
22,605 |
40 |
31,765.71 |
25,358.57 |
6,407.14 |
24.9% |
757.67 |
2.9% |
6% |
False |
False |
19,390 |
60 |
31,765.71 |
24,815.78 |
6,949.93 |
27.0% |
864.19 |
3.4% |
13% |
False |
False |
20,235 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
27.0% |
875.24 |
3.4% |
13% |
False |
False |
19,531 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
27.0% |
949.32 |
3.7% |
13% |
False |
False |
21,196 |
120 |
31,765.71 |
23,952.08 |
7,813.63 |
30.4% |
1,003.02 |
3.9% |
23% |
False |
False |
23,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,019.37 |
2.618 |
26,574.34 |
1.618 |
26,301.65 |
1.000 |
26,133.13 |
0.618 |
26,028.96 |
HIGH |
25,860.44 |
0.618 |
25,756.27 |
0.500 |
25,724.10 |
0.382 |
25,691.92 |
LOW |
25,587.75 |
0.618 |
25,419.23 |
1.000 |
25,315.06 |
1.618 |
25,146.54 |
2.618 |
24,873.85 |
4.250 |
24,428.82 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
25,724.10 |
26,411.45 |
PP |
25,720.51 |
26,178.74 |
S1 |
25,716.93 |
25,946.04 |
|