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 |
15,985.0 |
15,836.0 |
-149.0 |
-0.9% |
15,728.0 |
High |
16,032.0 |
15,861.0 |
-171.0 |
-1.1% |
16,070.0 |
Low |
15,847.0 |
15,707.0 |
-140.0 |
-0.9% |
15,704.0 |
Close |
15,870.0 |
15,791.0 |
-79.0 |
-0.5% |
15,870.0 |
Range |
185.0 |
154.0 |
-31.0 |
-16.8% |
366.0 |
ATR |
196.1 |
193.8 |
-2.4 |
-1.2% |
0.0 |
Volume |
55,213 |
53,971 |
-1,242 |
-2.2% |
249,569 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,248.3 |
16,173.7 |
15,875.7 |
|
R3 |
16,094.3 |
16,019.7 |
15,833.4 |
|
R2 |
15,940.3 |
15,940.3 |
15,819.2 |
|
R1 |
15,865.7 |
15,865.7 |
15,805.1 |
15,826.0 |
PP |
15,786.3 |
15,786.3 |
15,786.3 |
15,766.5 |
S1 |
15,711.7 |
15,711.7 |
15,776.9 |
15,672.0 |
S2 |
15,632.3 |
15,632.3 |
15,762.8 |
|
S3 |
15,478.3 |
15,557.7 |
15,748.7 |
|
S4 |
15,324.3 |
15,403.7 |
15,706.3 |
|
|
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 |
15,707.0 |
363.0 |
2.3% |
170.6 |
1.1% |
23% |
False |
True |
51,989 |
10 |
16,070.0 |
15,587.0 |
483.0 |
3.1% |
186.1 |
1.2% |
42% |
False |
False |
51,280 |
20 |
16,123.0 |
15,511.0 |
612.0 |
3.9% |
190.7 |
1.2% |
46% |
False |
False |
54,121 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
185.7 |
1.2% |
25% |
False |
False |
54,462 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
184.4 |
1.2% |
25% |
False |
False |
53,944 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
172.4 |
1.1% |
25% |
False |
False |
40,556 |
100 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
156.1 |
1.0% |
25% |
False |
False |
32,449 |
120 |
16,615.0 |
14,978.0 |
1,637.0 |
10.4% |
142.3 |
0.9% |
50% |
False |
False |
27,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,515.5 |
2.618 |
16,264.2 |
1.618 |
16,110.2 |
1.000 |
16,015.0 |
0.618 |
15,956.2 |
HIGH |
15,861.0 |
0.618 |
15,802.2 |
0.500 |
15,784.0 |
0.382 |
15,765.8 |
LOW |
15,707.0 |
0.618 |
15,611.8 |
1.000 |
15,553.0 |
1.618 |
15,457.8 |
2.618 |
15,303.8 |
4.250 |
15,052.5 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,788.7 |
15,888.5 |
PP |
15,786.3 |
15,856.0 |
S1 |
15,784.0 |
15,823.5 |
|