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 |
15,787.0 |
15,750.0 |
-37.0 |
-0.2% |
15,728.0 |
High |
15,803.0 |
15,809.0 |
6.0 |
0.0% |
16,070.0 |
Low |
15,691.0 |
15,667.0 |
-24.0 |
-0.2% |
15,704.0 |
Close |
15,759.0 |
15,726.0 |
-33.0 |
-0.2% |
15,870.0 |
Range |
112.0 |
142.0 |
30.0 |
26.8% |
366.0 |
ATR |
187.9 |
184.7 |
-3.3 |
-1.7% |
0.0 |
Volume |
57,067 |
63,021 |
5,954 |
10.4% |
249,569 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,160.0 |
16,085.0 |
15,804.1 |
|
R3 |
16,018.0 |
15,943.0 |
15,765.1 |
|
R2 |
15,876.0 |
15,876.0 |
15,752.0 |
|
R1 |
15,801.0 |
15,801.0 |
15,739.0 |
15,767.5 |
PP |
15,734.0 |
15,734.0 |
15,734.0 |
15,717.3 |
S1 |
15,659.0 |
15,659.0 |
15,713.0 |
15,625.5 |
S2 |
15,592.0 |
15,592.0 |
15,700.0 |
|
S3 |
15,450.0 |
15,517.0 |
15,687.0 |
|
S4 |
15,308.0 |
15,375.0 |
15,647.9 |
|
|
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 |
15,667.0 |
403.0 |
2.6% |
147.8 |
0.9% |
15% |
False |
True |
57,176 |
10 |
16,070.0 |
15,587.0 |
483.0 |
3.1% |
179.2 |
1.1% |
29% |
False |
False |
53,545 |
20 |
16,123.0 |
15,511.0 |
612.0 |
3.9% |
181.3 |
1.2% |
35% |
False |
False |
54,042 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
181.5 |
1.2% |
19% |
False |
False |
54,295 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
184.5 |
1.2% |
19% |
False |
False |
55,339 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
172.9 |
1.1% |
19% |
False |
False |
42,057 |
100 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
157.0 |
1.0% |
19% |
False |
False |
33,649 |
120 |
16,615.0 |
14,978.0 |
1,637.0 |
10.4% |
144.4 |
0.9% |
46% |
False |
False |
28,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,412.5 |
2.618 |
16,180.8 |
1.618 |
16,038.8 |
1.000 |
15,951.0 |
0.618 |
15,896.8 |
HIGH |
15,809.0 |
0.618 |
15,754.8 |
0.500 |
15,738.0 |
0.382 |
15,721.2 |
LOW |
15,667.0 |
0.618 |
15,579.2 |
1.000 |
15,525.0 |
1.618 |
15,437.2 |
2.618 |
15,295.2 |
4.250 |
15,063.5 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,738.0 |
15,764.0 |
PP |
15,734.0 |
15,751.3 |
S1 |
15,730.0 |
15,738.7 |
|