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 |
15,750.0 |
15,740.0 |
-10.0 |
-0.1% |
15,836.0 |
High |
15,809.0 |
15,802.0 |
-7.0 |
0.0% |
15,861.0 |
Low |
15,667.0 |
15,585.0 |
-82.0 |
-0.5% |
15,585.0 |
Close |
15,726.0 |
15,753.0 |
27.0 |
0.2% |
15,753.0 |
Range |
142.0 |
217.0 |
75.0 |
52.8% |
276.0 |
ATR |
184.7 |
187.0 |
2.3 |
1.3% |
0.0 |
Volume |
63,021 |
82,309 |
19,288 |
30.6% |
256,368 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,364.3 |
16,275.7 |
15,872.4 |
|
R3 |
16,147.3 |
16,058.7 |
15,812.7 |
|
R2 |
15,930.3 |
15,930.3 |
15,792.8 |
|
R1 |
15,841.7 |
15,841.7 |
15,772.9 |
15,886.0 |
PP |
15,713.3 |
15,713.3 |
15,713.3 |
15,735.5 |
S1 |
15,624.7 |
15,624.7 |
15,733.1 |
15,669.0 |
S2 |
15,496.3 |
15,496.3 |
15,713.2 |
|
S3 |
15,279.3 |
15,407.7 |
15,693.3 |
|
S4 |
15,062.3 |
15,190.7 |
15,633.7 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,561.0 |
16,433.0 |
15,904.8 |
|
R3 |
16,285.0 |
16,157.0 |
15,828.9 |
|
R2 |
16,009.0 |
16,009.0 |
15,803.6 |
|
R1 |
15,881.0 |
15,881.0 |
15,778.3 |
15,807.0 |
PP |
15,733.0 |
15,733.0 |
15,733.0 |
15,696.0 |
S1 |
15,605.0 |
15,605.0 |
15,727.7 |
15,531.0 |
S2 |
15,457.0 |
15,457.0 |
15,702.4 |
|
S3 |
15,181.0 |
15,329.0 |
15,677.1 |
|
S4 |
14,905.0 |
15,053.0 |
15,601.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,032.0 |
15,585.0 |
447.0 |
2.8% |
162.0 |
1.0% |
38% |
False |
True |
62,316 |
10 |
16,070.0 |
15,585.0 |
485.0 |
3.1% |
166.1 |
1.1% |
35% |
False |
True |
56,063 |
20 |
16,070.0 |
15,511.0 |
559.0 |
3.5% |
182.7 |
1.2% |
43% |
False |
False |
54,842 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
182.0 |
1.2% |
22% |
False |
False |
54,844 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
185.6 |
1.2% |
22% |
False |
False |
56,016 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
175.6 |
1.1% |
22% |
False |
False |
43,086 |
100 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
159.0 |
1.0% |
22% |
False |
False |
34,471 |
120 |
16,615.0 |
15,004.0 |
1,611.0 |
10.2% |
146.2 |
0.9% |
46% |
False |
False |
28,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,724.3 |
2.618 |
16,370.1 |
1.618 |
16,153.1 |
1.000 |
16,019.0 |
0.618 |
15,936.1 |
HIGH |
15,802.0 |
0.618 |
15,719.1 |
0.500 |
15,693.5 |
0.382 |
15,667.9 |
LOW |
15,585.0 |
0.618 |
15,450.9 |
1.000 |
15,368.0 |
1.618 |
15,233.9 |
2.618 |
15,016.9 |
4.250 |
14,662.8 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,733.2 |
15,734.3 |
PP |
15,713.3 |
15,715.7 |
S1 |
15,693.5 |
15,697.0 |
|