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 |
4,516.75 |
4,521.25 |
4.50 |
0.1% |
4,418.00 |
High |
4,547.75 |
4,531.25 |
-16.50 |
-0.4% |
4,547.75 |
Low |
4,507.25 |
4,499.25 |
-8.00 |
-0.2% |
4,414.50 |
Close |
4,521.50 |
4,502.50 |
-19.00 |
-0.4% |
4,521.50 |
Range |
40.50 |
32.00 |
-8.50 |
-21.0% |
133.25 |
ATR |
51.70 |
50.29 |
-1.41 |
-2.7% |
0.00 |
Volume |
1,416,762 |
1,391,805 |
-24,957 |
-1.8% |
6,921,310 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,607.00 |
4,586.75 |
4,520.00 |
|
R3 |
4,575.00 |
4,554.75 |
4,511.25 |
|
R2 |
4,543.00 |
4,543.00 |
4,508.25 |
|
R1 |
4,522.75 |
4,522.75 |
4,505.50 |
4,517.00 |
PP |
4,511.00 |
4,511.00 |
4,511.00 |
4,508.00 |
S1 |
4,490.75 |
4,490.75 |
4,499.50 |
4,485.00 |
S2 |
4,479.00 |
4,479.00 |
4,496.75 |
|
S3 |
4,447.00 |
4,458.75 |
4,493.75 |
|
S4 |
4,415.00 |
4,426.75 |
4,485.00 |
|
|
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 |
4,433.50 |
114.25 |
2.5% |
42.25 |
0.9% |
60% |
False |
False |
1,409,340 |
10 |
4,547.75 |
4,365.25 |
182.50 |
4.1% |
54.00 |
1.2% |
75% |
False |
False |
1,463,253 |
20 |
4,547.75 |
4,350.00 |
197.75 |
4.4% |
54.25 |
1.2% |
77% |
False |
False |
1,535,727 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.3% |
48.50 |
1.1% |
54% |
False |
False |
1,504,177 |
60 |
4,634.50 |
4,327.50 |
307.00 |
6.8% |
47.00 |
1.0% |
57% |
False |
False |
1,549,317 |
80 |
4,634.50 |
4,150.00 |
484.50 |
10.8% |
47.00 |
1.0% |
73% |
False |
False |
1,169,044 |
100 |
4,634.50 |
4,098.25 |
536.25 |
11.9% |
47.75 |
1.1% |
75% |
False |
False |
935,769 |
120 |
4,634.50 |
3,925.00 |
709.50 |
15.8% |
49.50 |
1.1% |
81% |
False |
False |
780,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,667.25 |
2.618 |
4,615.00 |
1.618 |
4,583.00 |
1.000 |
4,563.25 |
0.618 |
4,551.00 |
HIGH |
4,531.25 |
0.618 |
4,519.00 |
0.500 |
4,515.25 |
0.382 |
4,511.50 |
LOW |
4,499.25 |
0.618 |
4,479.50 |
1.000 |
4,467.25 |
1.618 |
4,447.50 |
2.618 |
4,415.50 |
4.250 |
4,363.25 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,515.25 |
4,523.50 |
PP |
4,511.00 |
4,516.50 |
S1 |
4,506.75 |
4,509.50 |
|