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 |
1,704.3360 |
1,648.3340 |
-56.0020 |
-3.3% |
1,648.8310 |
High |
1,720.4370 |
1,654.4980 |
-65.9390 |
-3.8% |
1,742.3600 |
Low |
1,646.6690 |
1,603.1680 |
-43.5010 |
-2.6% |
1,603.1680 |
Close |
1,648.3350 |
1,627.9870 |
-20.3480 |
-1.2% |
1,627.9870 |
Range |
73.7680 |
51.3300 |
-22.4380 |
-30.4% |
139.1920 |
ATR |
56.1143 |
55.7726 |
-0.3417 |
-0.6% |
0.0000 |
Volume |
169,107 |
199,671 |
30,564 |
18.1% |
1,107,821 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.5410 |
1,756.5940 |
1,656.2185 |
|
R3 |
1,731.2110 |
1,705.2640 |
1,642.1028 |
|
R2 |
1,679.8810 |
1,679.8810 |
1,637.3975 |
|
R1 |
1,653.9340 |
1,653.9340 |
1,632.6923 |
1,641.2425 |
PP |
1,628.5510 |
1,628.5510 |
1,628.5510 |
1,622.2053 |
S1 |
1,602.6040 |
1,602.6040 |
1,623.2818 |
1,589.9125 |
S2 |
1,577.2210 |
1,577.2210 |
1,618.5765 |
|
S3 |
1,525.8910 |
1,551.2740 |
1,613.8713 |
|
S4 |
1,474.5610 |
1,499.9440 |
1,599.7555 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,075.4143 |
1,990.8927 |
1,704.5426 |
|
R3 |
1,936.2223 |
1,851.7007 |
1,666.2648 |
|
R2 |
1,797.0303 |
1,797.0303 |
1,653.5055 |
|
R1 |
1,712.5087 |
1,712.5087 |
1,640.7463 |
1,685.1735 |
PP |
1,657.8383 |
1,657.8383 |
1,657.8383 |
1,644.1708 |
S1 |
1,573.3167 |
1,573.3167 |
1,615.2277 |
1,545.9815 |
S2 |
1,518.6463 |
1,518.6463 |
1,602.4685 |
|
S3 |
1,379.4543 |
1,434.1247 |
1,589.7092 |
|
S4 |
1,240.2623 |
1,294.9327 |
1,551.4314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,742.3600 |
1,603.1680 |
139.1920 |
8.5% |
59.8942 |
3.7% |
18% |
False |
True |
221,564 |
10 |
1,742.3600 |
1,596.4400 |
145.9200 |
9.0% |
57.9253 |
3.6% |
22% |
False |
False |
180,095 |
20 |
1,872.9570 |
1,570.6850 |
302.2720 |
18.6% |
53.4855 |
3.3% |
19% |
False |
False |
157,409 |
40 |
2,026.3210 |
1,570.6850 |
455.6360 |
28.0% |
51.7513 |
3.2% |
13% |
False |
False |
137,961 |
60 |
2,026.3210 |
1,570.6850 |
455.6360 |
28.0% |
58.4211 |
3.6% |
13% |
False |
False |
135,208 |
80 |
2,026.3210 |
1,570.6850 |
455.6360 |
28.0% |
58.7926 |
3.6% |
13% |
False |
False |
133,139 |
100 |
2,137.7700 |
1,570.6850 |
567.0850 |
34.8% |
65.6990 |
4.0% |
10% |
False |
False |
154,220 |
120 |
2,137.7700 |
1,570.6850 |
567.0850 |
34.8% |
69.3413 |
4.3% |
10% |
False |
False |
168,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.6505 |
2.618 |
1,788.8799 |
1.618 |
1,737.5499 |
1.000 |
1,705.8280 |
0.618 |
1,686.2199 |
HIGH |
1,654.4980 |
0.618 |
1,634.8899 |
0.500 |
1,628.8330 |
0.382 |
1,622.7761 |
LOW |
1,603.1680 |
0.618 |
1,571.4461 |
1.000 |
1,551.8380 |
1.618 |
1,520.1161 |
2.618 |
1,468.7861 |
4.250 |
1,385.0155 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,628.8330 |
1,668.7745 |
PP |
1,628.5510 |
1,655.1787 |
S1 |
1,628.2690 |
1,641.5828 |
|