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 |
4,330.0 |
4,304.0 |
-26.0 |
-0.6% |
4,266.0 |
High |
4,345.0 |
4,327.0 |
-18.0 |
-0.4% |
4,358.0 |
Low |
4,293.0 |
4,282.0 |
-11.0 |
-0.3% |
4,264.0 |
Close |
4,313.0 |
4,290.0 |
-23.0 |
-0.5% |
4,290.0 |
Range |
52.0 |
45.0 |
-7.0 |
-13.5% |
94.0 |
ATR |
62.4 |
61.2 |
-1.2 |
-2.0% |
0.0 |
Volume |
877,264 |
702,640 |
-174,624 |
-19.9% |
3,340,803 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,434.7 |
4,407.3 |
4,314.8 |
|
R3 |
4,389.7 |
4,362.3 |
4,302.4 |
|
R2 |
4,344.7 |
4,344.7 |
4,298.3 |
|
R1 |
4,317.3 |
4,317.3 |
4,294.1 |
4,308.5 |
PP |
4,299.7 |
4,299.7 |
4,299.7 |
4,295.3 |
S1 |
4,272.3 |
4,272.3 |
4,285.9 |
4,263.5 |
S2 |
4,254.7 |
4,254.7 |
4,281.8 |
|
S3 |
4,209.7 |
4,227.3 |
4,277.6 |
|
S4 |
4,164.7 |
4,182.3 |
4,265.3 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,586.0 |
4,532.0 |
4,341.7 |
|
R3 |
4,492.0 |
4,438.0 |
4,315.9 |
|
R2 |
4,398.0 |
4,398.0 |
4,307.2 |
|
R1 |
4,344.0 |
4,344.0 |
4,298.6 |
4,371.0 |
PP |
4,304.0 |
4,304.0 |
4,304.0 |
4,317.5 |
S1 |
4,250.0 |
4,250.0 |
4,281.4 |
4,277.0 |
S2 |
4,210.0 |
4,210.0 |
4,272.8 |
|
S3 |
4,116.0 |
4,156.0 |
4,264.2 |
|
S4 |
4,022.0 |
4,062.0 |
4,238.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,358.0 |
4,264.0 |
94.0 |
2.2% |
49.8 |
1.2% |
28% |
False |
False |
668,160 |
10 |
4,358.0 |
4,222.0 |
136.0 |
3.2% |
57.0 |
1.3% |
50% |
False |
False |
661,319 |
20 |
4,420.0 |
4,187.0 |
233.0 |
5.4% |
60.3 |
1.4% |
44% |
False |
False |
700,935 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
57.6 |
1.3% |
32% |
False |
False |
740,132 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
55.0 |
1.3% |
32% |
False |
False |
772,966 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
52.4 |
1.2% |
32% |
False |
False |
582,759 |
100 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
48.1 |
1.1% |
32% |
False |
False |
466,648 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.7% |
48.6 |
1.1% |
59% |
False |
False |
389,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,518.3 |
2.618 |
4,444.8 |
1.618 |
4,399.8 |
1.000 |
4,372.0 |
0.618 |
4,354.8 |
HIGH |
4,327.0 |
0.618 |
4,309.8 |
0.500 |
4,304.5 |
0.382 |
4,299.2 |
LOW |
4,282.0 |
0.618 |
4,254.2 |
1.000 |
4,237.0 |
1.618 |
4,209.2 |
2.618 |
4,164.2 |
4.250 |
4,090.8 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,304.5 |
4,320.0 |
PP |
4,299.7 |
4,310.0 |
S1 |
4,294.8 |
4,300.0 |
|