Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
25,836.67 |
25,708.15 |
-128.52 |
-0.5% |
26,044.83 |
High |
25,860.44 |
25,943.83 |
83.39 |
0.3% |
28,045.13 |
Low |
25,587.75 |
25,431.29 |
-156.46 |
-0.6% |
25,358.57 |
Close |
25,713.34 |
25,675.43 |
-37.91 |
-0.1% |
25,761.56 |
Range |
272.69 |
512.54 |
239.85 |
88.0% |
2,686.56 |
ATR |
818.20 |
796.37 |
-21.83 |
-2.7% |
0.00 |
Volume |
15,460 |
18,667 |
3,207 |
20.7% |
125,036 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,221.14 |
26,960.82 |
25,957.33 |
|
R3 |
26,708.60 |
26,448.28 |
25,816.38 |
|
R2 |
26,196.06 |
26,196.06 |
25,769.40 |
|
R1 |
25,935.74 |
25,935.74 |
25,722.41 |
25,809.63 |
PP |
25,683.52 |
25,683.52 |
25,683.52 |
25,620.46 |
S1 |
25,423.20 |
25,423.20 |
25,628.45 |
25,297.09 |
S2 |
25,170.98 |
25,170.98 |
25,581.46 |
|
S3 |
24,658.44 |
24,910.66 |
25,534.48 |
|
S4 |
24,145.90 |
24,398.12 |
25,393.53 |
|
|
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 |
27,758.77 |
25,358.57 |
2,400.20 |
9.3% |
747.31 |
2.9% |
13% |
False |
False |
23,623 |
10 |
28,045.13 |
25,358.57 |
2,686.56 |
10.5% |
856.97 |
3.3% |
12% |
False |
False |
23,502 |
20 |
30,167.38 |
25,358.57 |
4,808.81 |
18.7% |
788.40 |
3.1% |
7% |
False |
False |
22,270 |
40 |
31,765.71 |
25,358.57 |
6,407.14 |
25.0% |
755.72 |
2.9% |
5% |
False |
False |
19,319 |
60 |
31,765.71 |
24,815.78 |
6,949.93 |
27.1% |
865.48 |
3.4% |
12% |
False |
False |
20,273 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
27.1% |
867.76 |
3.4% |
12% |
False |
False |
19,321 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
27.1% |
947.32 |
3.7% |
12% |
False |
False |
21,122 |
120 |
31,765.71 |
24,210.89 |
7,554.82 |
29.4% |
996.93 |
3.9% |
19% |
False |
False |
22,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,122.13 |
2.618 |
27,285.66 |
1.618 |
26,773.12 |
1.000 |
26,456.37 |
0.618 |
26,260.58 |
HIGH |
25,943.83 |
0.618 |
25,748.04 |
0.500 |
25,687.56 |
0.382 |
25,627.08 |
LOW |
25,431.29 |
0.618 |
25,114.54 |
1.000 |
24,918.75 |
1.618 |
24,602.00 |
2.618 |
24,089.46 |
4.250 |
23,253.00 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
25,687.56 |
25,748.76 |
PP |
25,683.52 |
25,724.31 |
S1 |
25,679.47 |
25,699.87 |
|