Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,938.51 |
1,926.06 |
-12.45 |
-0.6% |
1,914.84 |
High |
1,938.75 |
1,928.21 |
-10.54 |
-0.5% |
1,950.48 |
Low |
1,925.62 |
1,915.98 |
-9.64 |
-0.5% |
1,913.91 |
Close |
1,925.92 |
1,916.21 |
-9.71 |
-0.5% |
1,939.90 |
Range |
13.13 |
12.23 |
-0.90 |
-6.9% |
36.57 |
ATR |
14.75 |
14.57 |
-0.18 |
-1.2% |
0.00 |
Volume |
5,927 |
5,970 |
43 |
0.7% |
29,789 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.82 |
1,948.75 |
1,922.94 |
|
R3 |
1,944.59 |
1,936.52 |
1,919.57 |
|
R2 |
1,932.36 |
1,932.36 |
1,918.45 |
|
R1 |
1,924.29 |
1,924.29 |
1,917.33 |
1,922.21 |
PP |
1,920.13 |
1,920.13 |
1,920.13 |
1,919.10 |
S1 |
1,912.06 |
1,912.06 |
1,915.09 |
1,909.98 |
S2 |
1,907.90 |
1,907.90 |
1,913.97 |
|
S3 |
1,895.67 |
1,899.83 |
1,912.85 |
|
S4 |
1,883.44 |
1,887.60 |
1,909.48 |
|
|
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 |
1,915.98 |
34.50 |
1.8% |
12.20 |
0.6% |
1% |
False |
True |
5,962 |
10 |
1,950.48 |
1,897.56 |
52.92 |
2.8% |
14.23 |
0.7% |
35% |
False |
False |
5,927 |
20 |
1,950.48 |
1,885.45 |
65.03 |
3.4% |
13.56 |
0.7% |
47% |
False |
False |
5,747 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
15.20 |
0.8% |
30% |
False |
False |
5,729 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.46 |
0.9% |
30% |
False |
False |
5,718 |
80 |
2,038.66 |
1,885.45 |
153.21 |
8.0% |
18.21 |
1.0% |
20% |
False |
False |
5,690 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
19.98 |
1.0% |
18% |
False |
False |
5,633 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
21.79 |
1.1% |
18% |
False |
False |
5,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.19 |
2.618 |
1,960.23 |
1.618 |
1,948.00 |
1.000 |
1,940.44 |
0.618 |
1,935.77 |
HIGH |
1,928.21 |
0.618 |
1,923.54 |
0.500 |
1,922.10 |
0.382 |
1,920.65 |
LOW |
1,915.98 |
0.618 |
1,908.42 |
1.000 |
1,903.75 |
1.618 |
1,896.19 |
2.618 |
1,883.96 |
4.250 |
1,864.00 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,922.10 |
1,933.23 |
PP |
1,920.13 |
1,927.56 |
S1 |
1,918.17 |
1,921.88 |
|