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 |
1,926.06 |
1,916.45 |
-9.61 |
-0.5% |
1,914.84 |
High |
1,928.21 |
1,922.88 |
-5.33 |
-0.3% |
1,950.48 |
Low |
1,915.98 |
1,916.41 |
0.43 |
0.0% |
1,913.91 |
Close |
1,916.21 |
1,919.54 |
3.33 |
0.2% |
1,939.90 |
Range |
12.23 |
6.47 |
-5.76 |
-47.1% |
36.57 |
ATR |
14.57 |
14.01 |
-0.56 |
-3.9% |
0.00 |
Volume |
5,970 |
6,017 |
47 |
0.8% |
29,789 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.02 |
1,935.75 |
1,923.10 |
|
R3 |
1,932.55 |
1,929.28 |
1,921.32 |
|
R2 |
1,926.08 |
1,926.08 |
1,920.73 |
|
R1 |
1,922.81 |
1,922.81 |
1,920.13 |
1,924.45 |
PP |
1,919.61 |
1,919.61 |
1,919.61 |
1,920.43 |
S1 |
1,916.34 |
1,916.34 |
1,918.95 |
1,917.98 |
S2 |
1,913.14 |
1,913.14 |
1,918.35 |
|
S3 |
1,906.67 |
1,909.87 |
1,917.76 |
|
S4 |
1,900.20 |
1,903.40 |
1,915.98 |
|
|
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% |
10.91 |
0.6% |
10% |
False |
False |
5,970 |
10 |
1,950.48 |
1,904.63 |
45.85 |
2.4% |
12.62 |
0.7% |
33% |
False |
False |
5,938 |
20 |
1,950.48 |
1,885.45 |
65.03 |
3.4% |
13.21 |
0.7% |
52% |
False |
False |
5,758 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
15.03 |
0.8% |
33% |
False |
False |
5,733 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.43 |
0.9% |
33% |
False |
False |
5,721 |
80 |
2,020.90 |
1,885.45 |
135.45 |
7.1% |
17.98 |
0.9% |
25% |
False |
False |
5,698 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
19.73 |
1.0% |
20% |
False |
False |
5,639 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
21.44 |
1.1% |
20% |
False |
False |
5,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,950.38 |
2.618 |
1,939.82 |
1.618 |
1,933.35 |
1.000 |
1,929.35 |
0.618 |
1,926.88 |
HIGH |
1,922.88 |
0.618 |
1,920.41 |
0.500 |
1,919.65 |
0.382 |
1,918.88 |
LOW |
1,916.41 |
0.618 |
1,912.41 |
1.000 |
1,909.94 |
1.618 |
1,905.94 |
2.618 |
1,899.47 |
4.250 |
1,888.91 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,919.65 |
1,927.37 |
PP |
1,919.61 |
1,924.76 |
S1 |
1,919.58 |
1,922.15 |
|