| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,629.3690 |
1,628.1810 |
-1.1880 |
-0.1% |
1,648.8310 |
| High |
1,666.7730 |
1,641.3930 |
-25.3800 |
-1.5% |
1,742.3600 |
| Low |
1,612.5130 |
1,623.6360 |
11.1230 |
0.7% |
1,603.1680 |
| Close |
1,628.6080 |
1,639.6350 |
11.0270 |
0.7% |
1,627.9870 |
| Range |
54.2600 |
17.7570 |
-36.5030 |
-67.3% |
139.1920 |
| ATR |
54.3891 |
51.7725 |
-2.6166 |
-4.8% |
0.0000 |
| Volume |
141,098 |
104,641 |
-36,457 |
-25.8% |
1,107,821 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,688.1590 |
1,681.6540 |
1,649.4014 |
|
| R3 |
1,670.4020 |
1,663.8970 |
1,644.5182 |
|
| R2 |
1,652.6450 |
1,652.6450 |
1,642.8905 |
|
| R1 |
1,646.1400 |
1,646.1400 |
1,641.2627 |
1,649.3925 |
| PP |
1,634.8880 |
1,634.8880 |
1,634.8880 |
1,636.5143 |
| S1 |
1,628.3830 |
1,628.3830 |
1,638.0073 |
1,631.6355 |
| S2 |
1,617.1310 |
1,617.1310 |
1,636.3796 |
|
| S3 |
1,599.3740 |
1,610.6260 |
1,634.7518 |
|
| S4 |
1,581.6170 |
1,592.8690 |
1,629.8687 |
|
|
| 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 |
1,720.4370 |
1,603.1680 |
117.2690 |
7.2% |
46.7316 |
2.9% |
31% |
False |
False |
148,842 |
| 10 |
1,742.3600 |
1,603.1680 |
139.1920 |
8.5% |
48.8461 |
3.0% |
26% |
False |
False |
178,111 |
| 20 |
1,865.0350 |
1,570.6850 |
294.3500 |
18.0% |
53.1369 |
3.2% |
23% |
False |
False |
162,898 |
| 40 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.8% |
51.2903 |
3.1% |
15% |
False |
False |
140,726 |
| 60 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.8% |
57.0967 |
3.5% |
15% |
False |
False |
137,706 |
| 80 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.8% |
57.3056 |
3.5% |
15% |
False |
False |
126,445 |
| 100 |
2,137.7700 |
1,570.6850 |
567.0850 |
34.6% |
63.6791 |
3.9% |
12% |
False |
False |
146,389 |
| 120 |
2,137.7700 |
1,570.6850 |
567.0850 |
34.6% |
67.9716 |
4.1% |
12% |
False |
False |
160,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,716.8603 |
|
2.618 |
1,687.8808 |
|
1.618 |
1,670.1238 |
|
1.000 |
1,659.1500 |
|
0.618 |
1,652.3668 |
|
HIGH |
1,641.3930 |
|
0.618 |
1,634.6098 |
|
0.500 |
1,632.5145 |
|
0.382 |
1,630.4192 |
|
LOW |
1,623.6360 |
|
0.618 |
1,612.6622 |
|
1.000 |
1,605.8790 |
|
1.618 |
1,594.9052 |
|
2.618 |
1,577.1482 |
|
4.250 |
1,548.1688 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,637.2615 |
1,639.2193 |
| PP |
1,634.8880 |
1,638.8037 |
| S1 |
1,632.5145 |
1,638.3880 |
|