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 |
4,304.0 |
4,284.0 |
-20.0 |
-0.5% |
4,266.0 |
High |
4,327.0 |
4,293.0 |
-34.0 |
-0.8% |
4,358.0 |
Low |
4,282.0 |
4,239.0 |
-43.0 |
-1.0% |
4,264.0 |
Close |
4,290.0 |
4,275.0 |
-15.0 |
-0.3% |
4,290.0 |
Range |
45.0 |
54.0 |
9.0 |
20.0% |
94.0 |
ATR |
61.2 |
60.7 |
-0.5 |
-0.8% |
0.0 |
Volume |
702,640 |
624,382 |
-78,258 |
-11.1% |
3,340,803 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,431.0 |
4,407.0 |
4,304.7 |
|
R3 |
4,377.0 |
4,353.0 |
4,289.9 |
|
R2 |
4,323.0 |
4,323.0 |
4,284.9 |
|
R1 |
4,299.0 |
4,299.0 |
4,280.0 |
4,284.0 |
PP |
4,269.0 |
4,269.0 |
4,269.0 |
4,261.5 |
S1 |
4,245.0 |
4,245.0 |
4,270.1 |
4,230.0 |
S2 |
4,215.0 |
4,215.0 |
4,265.1 |
|
S3 |
4,161.0 |
4,191.0 |
4,260.2 |
|
S4 |
4,107.0 |
4,137.0 |
4,245.3 |
|
|
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 |
4,239.0 |
119.0 |
2.8% |
50.6 |
1.2% |
30% |
False |
True |
689,264 |
10 |
4,358.0 |
4,225.0 |
133.0 |
3.1% |
57.1 |
1.3% |
38% |
False |
False |
658,063 |
20 |
4,420.0 |
4,187.0 |
233.0 |
5.5% |
60.6 |
1.4% |
38% |
False |
False |
704,284 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
57.4 |
1.3% |
27% |
False |
False |
739,837 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
55.3 |
1.3% |
27% |
False |
False |
780,820 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
52.5 |
1.2% |
27% |
False |
False |
590,560 |
100 |
4,513.0 |
4,187.0 |
326.0 |
7.6% |
48.5 |
1.1% |
27% |
False |
False |
472,890 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.7% |
49.0 |
1.1% |
56% |
False |
False |
394,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,522.5 |
2.618 |
4,434.4 |
1.618 |
4,380.4 |
1.000 |
4,347.0 |
0.618 |
4,326.4 |
HIGH |
4,293.0 |
0.618 |
4,272.4 |
0.500 |
4,266.0 |
0.382 |
4,259.6 |
LOW |
4,239.0 |
0.618 |
4,205.6 |
1.000 |
4,185.0 |
1.618 |
4,151.6 |
2.618 |
4,097.6 |
4.250 |
4,009.5 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,272.0 |
4,292.0 |
PP |
4,269.0 |
4,286.3 |
S1 |
4,266.0 |
4,280.7 |
|