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 |
4,527.00 |
4,516.75 |
-10.25 |
-0.2% |
4,418.00 |
High |
4,541.25 |
4,547.75 |
6.50 |
0.1% |
4,547.75 |
Low |
4,512.75 |
4,507.25 |
-5.50 |
-0.1% |
4,414.50 |
Close |
4,516.00 |
4,521.50 |
5.50 |
0.1% |
4,521.50 |
Range |
28.50 |
40.50 |
12.00 |
42.1% |
133.25 |
ATR |
52.56 |
51.70 |
-0.86 |
-1.6% |
0.00 |
Volume |
1,395,751 |
1,416,762 |
21,011 |
1.5% |
6,921,310 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,647.00 |
4,624.75 |
4,543.75 |
|
R3 |
4,606.50 |
4,584.25 |
4,532.75 |
|
R2 |
4,566.00 |
4,566.00 |
4,529.00 |
|
R1 |
4,543.75 |
4,543.75 |
4,525.25 |
4,555.00 |
PP |
4,525.50 |
4,525.50 |
4,525.50 |
4,531.00 |
S1 |
4,503.25 |
4,503.25 |
4,517.75 |
4,514.50 |
S2 |
4,485.00 |
4,485.00 |
4,514.00 |
|
S3 |
4,444.50 |
4,462.75 |
4,510.25 |
|
S4 |
4,404.00 |
4,422.25 |
4,499.25 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,894.25 |
4,841.25 |
4,594.75 |
|
R3 |
4,761.00 |
4,708.00 |
4,558.25 |
|
R2 |
4,627.75 |
4,627.75 |
4,546.00 |
|
R1 |
4,574.75 |
4,574.75 |
4,533.75 |
4,601.25 |
PP |
4,494.50 |
4,494.50 |
4,494.50 |
4,508.00 |
S1 |
4,441.50 |
4,441.50 |
4,509.25 |
4,468.00 |
S2 |
4,361.25 |
4,361.25 |
4,497.00 |
|
S3 |
4,228.00 |
4,308.25 |
4,484.75 |
|
S4 |
4,094.75 |
4,175.00 |
4,448.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,547.75 |
4,414.50 |
133.25 |
2.9% |
43.00 |
0.9% |
80% |
True |
False |
1,384,262 |
10 |
4,547.75 |
4,365.25 |
182.50 |
4.0% |
55.75 |
1.2% |
86% |
True |
False |
1,460,220 |
20 |
4,547.75 |
4,350.00 |
197.75 |
4.4% |
54.50 |
1.2% |
87% |
True |
False |
1,536,001 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.3% |
48.50 |
1.1% |
60% |
False |
False |
1,503,411 |
60 |
4,634.50 |
4,305.75 |
328.75 |
7.3% |
47.00 |
1.0% |
66% |
False |
False |
1,530,446 |
80 |
4,634.50 |
4,150.00 |
484.50 |
10.7% |
47.50 |
1.0% |
77% |
False |
False |
1,151,705 |
100 |
4,634.50 |
4,098.25 |
536.25 |
11.9% |
48.00 |
1.1% |
79% |
False |
False |
921,882 |
120 |
4,634.50 |
3,896.00 |
738.50 |
16.3% |
50.00 |
1.1% |
85% |
False |
False |
768,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,720.00 |
2.618 |
4,653.75 |
1.618 |
4,613.25 |
1.000 |
4,588.25 |
0.618 |
4,572.75 |
HIGH |
4,547.75 |
0.618 |
4,532.25 |
0.500 |
4,527.50 |
0.382 |
4,522.75 |
LOW |
4,507.25 |
0.618 |
4,482.25 |
1.000 |
4,466.75 |
1.618 |
4,441.75 |
2.618 |
4,401.25 |
4.250 |
4,335.00 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,527.50 |
4,522.00 |
PP |
4,525.50 |
4,521.75 |
S1 |
4,523.50 |
4,521.75 |
|