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 |
1,939.96 |
1,938.51 |
-1.45 |
-0.1% |
1,914.84 |
High |
1,950.48 |
1,938.75 |
-11.73 |
-0.6% |
1,950.48 |
Low |
1,935.79 |
1,925.62 |
-10.17 |
-0.5% |
1,913.91 |
Close |
1,939.90 |
1,925.92 |
-13.98 |
-0.7% |
1,939.90 |
Range |
14.69 |
13.13 |
-1.56 |
-10.6% |
36.57 |
ATR |
14.79 |
14.75 |
-0.04 |
-0.2% |
0.00 |
Volume |
5,938 |
5,927 |
-11 |
-0.2% |
29,789 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,969.49 |
1,960.83 |
1,933.14 |
|
R3 |
1,956.36 |
1,947.70 |
1,929.53 |
|
R2 |
1,943.23 |
1,943.23 |
1,928.33 |
|
R1 |
1,934.57 |
1,934.57 |
1,927.12 |
1,932.34 |
PP |
1,930.10 |
1,930.10 |
1,930.10 |
1,928.98 |
S1 |
1,921.44 |
1,921.44 |
1,924.72 |
1,919.21 |
S2 |
1,916.97 |
1,916.97 |
1,923.51 |
|
S3 |
1,903.84 |
1,908.31 |
1,922.31 |
|
S4 |
1,890.71 |
1,895.18 |
1,918.70 |
|
|
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 |
1,915.23 |
35.25 |
1.8% |
14.31 |
0.7% |
30% |
False |
False |
5,963 |
10 |
1,950.48 |
1,890.34 |
60.14 |
3.1% |
14.38 |
0.7% |
59% |
False |
False |
5,664 |
20 |
1,950.48 |
1,885.45 |
65.03 |
3.4% |
13.55 |
0.7% |
62% |
False |
False |
5,707 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
15.24 |
0.8% |
40% |
False |
False |
5,721 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.75 |
0.9% |
40% |
False |
False |
5,714 |
80 |
2,046.46 |
1,885.45 |
161.01 |
8.4% |
18.35 |
1.0% |
25% |
False |
False |
5,684 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
20.07 |
1.0% |
23% |
False |
False |
5,626 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
21.81 |
1.1% |
23% |
False |
False |
5,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,994.55 |
2.618 |
1,973.12 |
1.618 |
1,959.99 |
1.000 |
1,951.88 |
0.618 |
1,946.86 |
HIGH |
1,938.75 |
0.618 |
1,933.73 |
0.500 |
1,932.19 |
0.382 |
1,930.64 |
LOW |
1,925.62 |
0.618 |
1,917.51 |
1.000 |
1,912.49 |
1.618 |
1,904.38 |
2.618 |
1,891.25 |
4.250 |
1,869.82 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,932.19 |
1,938.05 |
PP |
1,930.10 |
1,934.01 |
S1 |
1,928.01 |
1,929.96 |
|