| 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 |
1,648.3340 |
1,628.0780 |
-20.2560 |
-1.2% |
1,648.8310 |
| High |
1,654.4980 |
1,646.5460 |
-7.9520 |
-0.5% |
1,742.3600 |
| Low |
1,603.1680 |
1,610.0030 |
6.8350 |
0.4% |
1,603.1680 |
| Close |
1,627.9870 |
1,630.1090 |
2.1220 |
0.1% |
1,627.9870 |
| Range |
51.3300 |
36.5430 |
-14.7870 |
-28.8% |
139.1920 |
| ATR |
55.7726 |
54.3991 |
-1.3735 |
-2.5% |
0.0000 |
| Volume |
199,671 |
129,694 |
-69,977 |
-35.0% |
1,107,821 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,738.5150 |
1,720.8550 |
1,650.2077 |
|
| R3 |
1,701.9720 |
1,684.3120 |
1,640.1583 |
|
| R2 |
1,665.4290 |
1,665.4290 |
1,636.8086 |
|
| R1 |
1,647.7690 |
1,647.7690 |
1,633.4588 |
1,656.5990 |
| PP |
1,628.8860 |
1,628.8860 |
1,628.8860 |
1,633.3010 |
| S1 |
1,611.2260 |
1,611.2260 |
1,626.7592 |
1,620.0560 |
| S2 |
1,592.3430 |
1,592.3430 |
1,623.4095 |
|
| S3 |
1,555.8000 |
1,574.6830 |
1,620.0597 |
|
| S4 |
1,519.2570 |
1,538.1400 |
1,610.0104 |
|
|
| 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% |
60.3514 |
3.7% |
19% |
False |
False |
247,281 |
| 10 |
1,742.3600 |
1,596.4400 |
145.9200 |
9.0% |
57.1966 |
3.5% |
23% |
False |
False |
192,919 |
| 20 |
1,872.9570 |
1,570.6850 |
302.2720 |
18.5% |
53.3178 |
3.3% |
20% |
False |
False |
163,821 |
| 40 |
2,026.3210 |
1,570.6850 |
455.6360 |
28.0% |
51.1293 |
3.1% |
13% |
False |
False |
141,178 |
| 60 |
2,026.3210 |
1,570.6850 |
455.6360 |
28.0% |
58.3918 |
3.6% |
13% |
False |
False |
135,278 |
| 80 |
2,026.3210 |
1,570.6850 |
455.6360 |
28.0% |
58.1509 |
3.6% |
13% |
False |
False |
130,733 |
| 100 |
2,137.7700 |
1,570.6850 |
567.0850 |
34.8% |
65.3773 |
4.0% |
10% |
False |
False |
152,744 |
| 120 |
2,137.7700 |
1,570.6850 |
567.0850 |
34.8% |
68.6879 |
4.2% |
10% |
False |
False |
164,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,801.8538 |
|
2.618 |
1,742.2156 |
|
1.618 |
1,705.6726 |
|
1.000 |
1,683.0890 |
|
0.618 |
1,669.1296 |
|
HIGH |
1,646.5460 |
|
0.618 |
1,632.5866 |
|
0.500 |
1,628.2745 |
|
0.382 |
1,623.9624 |
|
LOW |
1,610.0030 |
|
0.618 |
1,587.4194 |
|
1.000 |
1,573.4600 |
|
1.618 |
1,550.8764 |
|
2.618 |
1,514.3334 |
|
4.250 |
1,454.6953 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,629.4975 |
1,661.8025 |
| PP |
1,628.8860 |
1,651.2380 |
| S1 |
1,628.2745 |
1,640.6735 |
|