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 |
15,936.0 |
15,985.0 |
49.0 |
0.3% |
15,728.0 |
High |
16,070.0 |
16,032.0 |
-38.0 |
-0.2% |
16,070.0 |
Low |
15,924.0 |
15,847.0 |
-77.0 |
-0.5% |
15,704.0 |
Close |
15,999.0 |
15,870.0 |
-129.0 |
-0.8% |
15,870.0 |
Range |
146.0 |
185.0 |
39.0 |
26.7% |
366.0 |
ATR |
197.0 |
196.1 |
-0.9 |
-0.4% |
0.0 |
Volume |
56,610 |
55,213 |
-1,397 |
-2.5% |
249,569 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,471.3 |
16,355.7 |
15,971.8 |
|
R3 |
16,286.3 |
16,170.7 |
15,920.9 |
|
R2 |
16,101.3 |
16,101.3 |
15,903.9 |
|
R1 |
15,985.7 |
15,985.7 |
15,887.0 |
15,951.0 |
PP |
15,916.3 |
15,916.3 |
15,916.3 |
15,899.0 |
S1 |
15,800.7 |
15,800.7 |
15,853.0 |
15,766.0 |
S2 |
15,731.3 |
15,731.3 |
15,836.1 |
|
S3 |
15,546.3 |
15,615.7 |
15,819.1 |
|
S4 |
15,361.3 |
15,430.7 |
15,768.3 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,979.3 |
16,790.7 |
16,071.3 |
|
R3 |
16,613.3 |
16,424.7 |
15,970.7 |
|
R2 |
16,247.3 |
16,247.3 |
15,937.1 |
|
R1 |
16,058.7 |
16,058.7 |
15,903.6 |
16,153.0 |
PP |
15,881.3 |
15,881.3 |
15,881.3 |
15,928.5 |
S1 |
15,692.7 |
15,692.7 |
15,836.5 |
15,787.0 |
S2 |
15,515.3 |
15,515.3 |
15,802.9 |
|
S3 |
15,149.3 |
15,326.7 |
15,769.4 |
|
S4 |
14,783.3 |
14,960.7 |
15,668.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,070.0 |
15,704.0 |
366.0 |
2.3% |
170.6 |
1.1% |
45% |
False |
False |
49,913 |
10 |
16,070.0 |
15,587.0 |
483.0 |
3.0% |
185.8 |
1.2% |
59% |
False |
False |
50,737 |
20 |
16,123.0 |
15,511.0 |
612.0 |
3.9% |
191.5 |
1.2% |
59% |
False |
False |
53,705 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
186.3 |
1.2% |
33% |
False |
False |
54,410 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
183.7 |
1.2% |
33% |
False |
False |
53,077 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
171.9 |
1.1% |
33% |
False |
False |
39,882 |
100 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
155.2 |
1.0% |
33% |
False |
False |
31,909 |
120 |
16,615.0 |
14,978.0 |
1,637.0 |
10.3% |
141.6 |
0.9% |
54% |
False |
False |
26,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,818.3 |
2.618 |
16,516.3 |
1.618 |
16,331.3 |
1.000 |
16,217.0 |
0.618 |
16,146.3 |
HIGH |
16,032.0 |
0.618 |
15,961.3 |
0.500 |
15,939.5 |
0.382 |
15,917.7 |
LOW |
15,847.0 |
0.618 |
15,732.7 |
1.000 |
15,662.0 |
1.618 |
15,547.7 |
2.618 |
15,362.7 |
4.250 |
15,060.8 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,939.5 |
15,958.5 |
PP |
15,916.3 |
15,929.0 |
S1 |
15,893.2 |
15,899.5 |
|