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 |
4,269.0 |
4,242.0 |
-27.0 |
-0.6% |
4,266.0 |
High |
4,273.0 |
4,257.0 |
-16.0 |
-0.4% |
4,358.0 |
Low |
4,229.0 |
4,212.0 |
-17.0 |
-0.4% |
4,264.0 |
Close |
4,244.0 |
4,222.0 |
-22.0 |
-0.5% |
4,290.0 |
Range |
44.0 |
45.0 |
1.0 |
2.3% |
94.0 |
ATR |
59.6 |
58.6 |
-1.0 |
-1.8% |
0.0 |
Volume |
742,624 |
899,450 |
156,826 |
21.1% |
3,340,803 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,365.3 |
4,338.7 |
4,246.8 |
|
R3 |
4,320.3 |
4,293.7 |
4,234.4 |
|
R2 |
4,275.3 |
4,275.3 |
4,230.3 |
|
R1 |
4,248.7 |
4,248.7 |
4,226.1 |
4,239.5 |
PP |
4,230.3 |
4,230.3 |
4,230.3 |
4,225.8 |
S1 |
4,203.7 |
4,203.7 |
4,217.9 |
4,194.5 |
S2 |
4,185.3 |
4,185.3 |
4,213.8 |
|
S3 |
4,140.3 |
4,158.7 |
4,209.6 |
|
S4 |
4,095.3 |
4,113.7 |
4,197.3 |
|
|
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 |
4,345.0 |
4,212.0 |
133.0 |
3.2% |
48.0 |
1.1% |
8% |
False |
True |
769,272 |
10 |
4,358.0 |
4,212.0 |
146.0 |
3.5% |
55.4 |
1.3% |
7% |
False |
True |
698,080 |
20 |
4,420.0 |
4,187.0 |
233.0 |
5.5% |
58.0 |
1.4% |
15% |
False |
False |
706,296 |
40 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
56.7 |
1.3% |
11% |
False |
False |
739,476 |
60 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
55.6 |
1.3% |
11% |
False |
False |
779,321 |
80 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
52.6 |
1.2% |
11% |
False |
False |
610,997 |
100 |
4,513.0 |
4,187.0 |
326.0 |
7.7% |
49.0 |
1.2% |
11% |
False |
False |
489,235 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.9% |
48.8 |
1.2% |
46% |
False |
False |
407,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,448.3 |
2.618 |
4,374.8 |
1.618 |
4,329.8 |
1.000 |
4,302.0 |
0.618 |
4,284.8 |
HIGH |
4,257.0 |
0.618 |
4,239.8 |
0.500 |
4,234.5 |
0.382 |
4,229.2 |
LOW |
4,212.0 |
0.618 |
4,184.2 |
1.000 |
4,167.0 |
1.618 |
4,139.2 |
2.618 |
4,094.2 |
4.250 |
4,020.8 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,234.5 |
4,252.5 |
PP |
4,230.3 |
4,242.3 |
S1 |
4,226.2 |
4,232.2 |
|