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 |
15,836.0 |
15,787.0 |
-49.0 |
-0.3% |
15,728.0 |
High |
15,861.0 |
15,803.0 |
-58.0 |
-0.4% |
16,070.0 |
Low |
15,707.0 |
15,691.0 |
-16.0 |
-0.1% |
15,704.0 |
Close |
15,791.0 |
15,759.0 |
-32.0 |
-0.2% |
15,870.0 |
Range |
154.0 |
112.0 |
-42.0 |
-27.3% |
366.0 |
ATR |
193.8 |
187.9 |
-5.8 |
-3.0% |
0.0 |
Volume |
53,971 |
57,067 |
3,096 |
5.7% |
249,569 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,087.0 |
16,035.0 |
15,820.6 |
|
R3 |
15,975.0 |
15,923.0 |
15,789.8 |
|
R2 |
15,863.0 |
15,863.0 |
15,779.5 |
|
R1 |
15,811.0 |
15,811.0 |
15,769.3 |
15,781.0 |
PP |
15,751.0 |
15,751.0 |
15,751.0 |
15,736.0 |
S1 |
15,699.0 |
15,699.0 |
15,748.7 |
15,669.0 |
S2 |
15,639.0 |
15,639.0 |
15,738.5 |
|
S3 |
15,527.0 |
15,587.0 |
15,728.2 |
|
S4 |
15,415.0 |
15,475.0 |
15,697.4 |
|
|
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 |
15,691.0 |
379.0 |
2.4% |
156.4 |
1.0% |
18% |
False |
True |
53,701 |
10 |
16,070.0 |
15,587.0 |
483.0 |
3.1% |
180.5 |
1.1% |
36% |
False |
False |
52,097 |
20 |
16,123.0 |
15,511.0 |
612.0 |
3.9% |
182.1 |
1.2% |
41% |
False |
False |
53,710 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
183.9 |
1.2% |
22% |
False |
False |
54,444 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
184.8 |
1.2% |
22% |
False |
False |
54,817 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
171.6 |
1.1% |
22% |
False |
False |
41,270 |
100 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
155.9 |
1.0% |
22% |
False |
False |
33,019 |
120 |
16,615.0 |
14,978.0 |
1,637.0 |
10.4% |
143.2 |
0.9% |
48% |
False |
False |
27,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,279.0 |
2.618 |
16,096.2 |
1.618 |
15,984.2 |
1.000 |
15,915.0 |
0.618 |
15,872.2 |
HIGH |
15,803.0 |
0.618 |
15,760.2 |
0.500 |
15,747.0 |
0.382 |
15,733.8 |
LOW |
15,691.0 |
0.618 |
15,621.8 |
1.000 |
15,579.0 |
1.618 |
15,509.8 |
2.618 |
15,397.8 |
4.250 |
15,215.0 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,755.0 |
15,861.5 |
PP |
15,751.0 |
15,827.3 |
S1 |
15,747.0 |
15,793.2 |
|