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 |
1,942.54 |
1,939.96 |
-2.58 |
-0.1% |
1,914.84 |
High |
1,947.65 |
1,950.48 |
2.83 |
0.1% |
1,950.48 |
Low |
1,939.60 |
1,935.79 |
-3.81 |
-0.2% |
1,913.91 |
Close |
1,939.91 |
1,939.90 |
-0.01 |
0.0% |
1,939.90 |
Range |
8.05 |
14.69 |
6.64 |
82.5% |
36.57 |
ATR |
14.80 |
14.79 |
-0.01 |
-0.1% |
0.00 |
Volume |
6,002 |
5,938 |
-64 |
-1.1% |
29,789 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,986.13 |
1,977.70 |
1,947.98 |
|
R3 |
1,971.44 |
1,963.01 |
1,943.94 |
|
R2 |
1,956.75 |
1,956.75 |
1,942.59 |
|
R1 |
1,948.32 |
1,948.32 |
1,941.25 |
1,945.19 |
PP |
1,942.06 |
1,942.06 |
1,942.06 |
1,940.49 |
S1 |
1,933.63 |
1,933.63 |
1,938.55 |
1,930.50 |
S2 |
1,927.37 |
1,927.37 |
1,937.21 |
|
S3 |
1,912.68 |
1,918.94 |
1,935.86 |
|
S4 |
1,897.99 |
1,904.25 |
1,931.82 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.47 |
2,028.76 |
1,960.01 |
|
R3 |
2,007.90 |
1,992.19 |
1,949.96 |
|
R2 |
1,971.33 |
1,971.33 |
1,946.60 |
|
R1 |
1,955.62 |
1,955.62 |
1,943.25 |
1,963.48 |
PP |
1,934.76 |
1,934.76 |
1,934.76 |
1,938.69 |
S1 |
1,919.05 |
1,919.05 |
1,936.55 |
1,926.91 |
S2 |
1,898.19 |
1,898.19 |
1,933.20 |
|
S3 |
1,861.62 |
1,882.48 |
1,929.84 |
|
S4 |
1,825.05 |
1,845.91 |
1,919.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,950.48 |
1,913.91 |
36.57 |
1.9% |
13.97 |
0.7% |
71% |
True |
False |
5,957 |
10 |
1,950.48 |
1,887.49 |
62.99 |
3.2% |
13.86 |
0.7% |
83% |
True |
False |
5,660 |
20 |
1,950.48 |
1,885.45 |
65.03 |
3.4% |
13.63 |
0.7% |
84% |
True |
False |
5,703 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.2% |
15.52 |
0.8% |
53% |
False |
False |
5,718 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.2% |
17.00 |
0.9% |
53% |
False |
False |
5,710 |
80 |
2,046.46 |
1,885.45 |
161.01 |
8.3% |
18.40 |
0.9% |
34% |
False |
False |
5,680 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
20.11 |
1.0% |
31% |
False |
False |
5,622 |
120 |
2,059.31 |
1,868.03 |
191.28 |
9.9% |
22.08 |
1.1% |
38% |
False |
False |
5,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,012.91 |
2.618 |
1,988.94 |
1.618 |
1,974.25 |
1.000 |
1,965.17 |
0.618 |
1,959.56 |
HIGH |
1,950.48 |
0.618 |
1,944.87 |
0.500 |
1,943.14 |
0.382 |
1,941.40 |
LOW |
1,935.79 |
0.618 |
1,926.71 |
1.000 |
1,921.10 |
1.618 |
1,912.02 |
2.618 |
1,897.33 |
4.250 |
1,873.36 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,943.14 |
1,942.85 |
PP |
1,942.06 |
1,941.87 |
S1 |
1,940.98 |
1,940.88 |
|