Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,242.0 |
4,225.0 |
-17.0 |
-0.4% |
4,284.0 |
High |
4,257.0 |
4,248.0 |
-9.0 |
-0.2% |
4,293.0 |
Low |
4,212.0 |
4,182.0 |
-30.0 |
-0.7% |
4,182.0 |
Close |
4,222.0 |
4,242.0 |
20.0 |
0.5% |
4,242.0 |
Range |
45.0 |
66.0 |
21.0 |
46.7% |
111.0 |
ATR |
58.6 |
59.1 |
0.5 |
0.9% |
0.0 |
Volume |
899,450 |
1,312,479 |
413,029 |
45.9% |
3,578,935 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,422.0 |
4,398.0 |
4,278.3 |
|
R3 |
4,356.0 |
4,332.0 |
4,260.2 |
|
R2 |
4,290.0 |
4,290.0 |
4,254.1 |
|
R1 |
4,266.0 |
4,266.0 |
4,248.1 |
4,278.0 |
PP |
4,224.0 |
4,224.0 |
4,224.0 |
4,230.0 |
S1 |
4,200.0 |
4,200.0 |
4,236.0 |
4,212.0 |
S2 |
4,158.0 |
4,158.0 |
4,229.9 |
|
S3 |
4,092.0 |
4,134.0 |
4,223.9 |
|
S4 |
4,026.0 |
4,068.0 |
4,205.7 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,572.0 |
4,518.0 |
4,303.1 |
|
R3 |
4,461.0 |
4,407.0 |
4,272.5 |
|
R2 |
4,350.0 |
4,350.0 |
4,262.4 |
|
R1 |
4,296.0 |
4,296.0 |
4,252.2 |
4,267.5 |
PP |
4,239.0 |
4,239.0 |
4,239.0 |
4,224.8 |
S1 |
4,185.0 |
4,185.0 |
4,231.8 |
4,156.5 |
S2 |
4,128.0 |
4,128.0 |
4,221.7 |
|
S3 |
4,017.0 |
4,074.0 |
4,211.5 |
|
S4 |
3,906.0 |
3,963.0 |
4,181.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,327.0 |
4,182.0 |
145.0 |
3.4% |
50.8 |
1.2% |
41% |
False |
True |
856,315 |
10 |
4,358.0 |
4,182.0 |
176.0 |
4.1% |
51.2 |
1.2% |
34% |
False |
True |
755,987 |
20 |
4,393.0 |
4,182.0 |
211.0 |
5.0% |
57.6 |
1.4% |
28% |
False |
True |
726,991 |
40 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
57.0 |
1.3% |
18% |
False |
True |
752,868 |
60 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
56.0 |
1.3% |
18% |
False |
True |
770,127 |
80 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
53.2 |
1.3% |
18% |
False |
True |
627,377 |
100 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
49.4 |
1.2% |
18% |
False |
True |
502,355 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.8% |
48.6 |
1.1% |
50% |
False |
False |
418,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,528.5 |
2.618 |
4,420.8 |
1.618 |
4,354.8 |
1.000 |
4,314.0 |
0.618 |
4,288.8 |
HIGH |
4,248.0 |
0.618 |
4,222.8 |
0.500 |
4,215.0 |
0.382 |
4,207.2 |
LOW |
4,182.0 |
0.618 |
4,141.2 |
1.000 |
4,116.0 |
1.618 |
4,075.2 |
2.618 |
4,009.2 |
4.250 |
3,901.5 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,233.0 |
4,237.2 |
PP |
4,224.0 |
4,232.3 |
S1 |
4,215.0 |
4,227.5 |
|