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 |
4,284.0 |
4,269.0 |
-15.0 |
-0.4% |
4,266.0 |
High |
4,293.0 |
4,273.0 |
-20.0 |
-0.5% |
4,358.0 |
Low |
4,239.0 |
4,229.0 |
-10.0 |
-0.2% |
4,264.0 |
Close |
4,275.0 |
4,244.0 |
-31.0 |
-0.7% |
4,290.0 |
Range |
54.0 |
44.0 |
-10.0 |
-18.5% |
94.0 |
ATR |
60.7 |
59.6 |
-1.0 |
-1.7% |
0.0 |
Volume |
624,382 |
742,624 |
118,242 |
18.9% |
3,340,803 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,380.7 |
4,356.3 |
4,268.2 |
|
R3 |
4,336.7 |
4,312.3 |
4,256.1 |
|
R2 |
4,292.7 |
4,292.7 |
4,252.1 |
|
R1 |
4,268.3 |
4,268.3 |
4,248.0 |
4,258.5 |
PP |
4,248.7 |
4,248.7 |
4,248.7 |
4,243.8 |
S1 |
4,224.3 |
4,224.3 |
4,240.0 |
4,214.5 |
S2 |
4,204.7 |
4,204.7 |
4,235.9 |
|
S3 |
4,160.7 |
4,180.3 |
4,231.9 |
|
S4 |
4,116.7 |
4,136.3 |
4,219.8 |
|
|
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 |
4,229.0 |
129.0 |
3.0% |
50.2 |
1.2% |
12% |
False |
True |
715,291 |
10 |
4,358.0 |
4,225.0 |
133.0 |
3.1% |
55.7 |
1.3% |
14% |
False |
False |
669,309 |
20 |
4,420.0 |
4,187.0 |
233.0 |
5.5% |
58.1 |
1.4% |
24% |
False |
False |
698,185 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
57.3 |
1.4% |
17% |
False |
False |
739,877 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
55.5 |
1.3% |
17% |
False |
False |
787,100 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
52.5 |
1.2% |
17% |
False |
False |
599,754 |
100 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
48.7 |
1.1% |
17% |
False |
False |
480,316 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.8% |
48.9 |
1.2% |
50% |
False |
False |
400,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,460.0 |
2.618 |
4,388.2 |
1.618 |
4,344.2 |
1.000 |
4,317.0 |
0.618 |
4,300.2 |
HIGH |
4,273.0 |
0.618 |
4,256.2 |
0.500 |
4,251.0 |
0.382 |
4,245.8 |
LOW |
4,229.0 |
0.618 |
4,201.8 |
1.000 |
4,185.0 |
1.618 |
4,157.8 |
2.618 |
4,113.8 |
4.250 |
4,042.0 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,251.0 |
4,278.0 |
PP |
4,248.7 |
4,266.7 |
S1 |
4,246.3 |
4,255.3 |
|