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 |
4,521.25 |
4,500.00 |
-21.25 |
-0.5% |
4,418.00 |
High |
4,531.25 |
4,503.75 |
-27.50 |
-0.6% |
4,547.75 |
Low |
4,499.25 |
4,447.00 |
-52.25 |
-1.2% |
4,414.50 |
Close |
4,502.50 |
4,471.50 |
-31.00 |
-0.7% |
4,521.50 |
Range |
32.00 |
56.75 |
24.75 |
77.3% |
133.25 |
ATR |
50.29 |
50.75 |
0.46 |
0.9% |
0.00 |
Volume |
1,391,805 |
1,600,128 |
208,323 |
15.0% |
6,921,310 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,644.25 |
4,614.75 |
4,502.75 |
|
R3 |
4,587.50 |
4,558.00 |
4,487.00 |
|
R2 |
4,530.75 |
4,530.75 |
4,482.00 |
|
R1 |
4,501.25 |
4,501.25 |
4,476.75 |
4,487.50 |
PP |
4,474.00 |
4,474.00 |
4,474.00 |
4,467.25 |
S1 |
4,444.50 |
4,444.50 |
4,466.25 |
4,431.00 |
S2 |
4,417.25 |
4,417.25 |
4,461.00 |
|
S3 |
4,360.50 |
4,387.75 |
4,456.00 |
|
S4 |
4,303.75 |
4,331.00 |
4,440.25 |
|
|
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 |
4,447.00 |
100.75 |
2.3% |
38.50 |
0.9% |
24% |
False |
True |
1,440,423 |
10 |
4,547.75 |
4,365.25 |
182.50 |
4.1% |
55.00 |
1.2% |
58% |
False |
False |
1,485,701 |
20 |
4,547.75 |
4,350.00 |
197.75 |
4.4% |
54.00 |
1.2% |
61% |
False |
False |
1,530,906 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
48.75 |
1.1% |
43% |
False |
False |
1,510,675 |
60 |
4,634.50 |
4,348.75 |
285.75 |
6.4% |
47.25 |
1.1% |
43% |
False |
False |
1,555,992 |
80 |
4,634.50 |
4,150.00 |
484.50 |
10.8% |
47.25 |
1.1% |
66% |
False |
False |
1,188,987 |
100 |
4,634.50 |
4,098.25 |
536.25 |
12.0% |
47.50 |
1.1% |
70% |
False |
False |
951,756 |
120 |
4,634.50 |
3,925.00 |
709.50 |
15.9% |
49.00 |
1.1% |
77% |
False |
False |
793,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,745.00 |
2.618 |
4,652.25 |
1.618 |
4,595.50 |
1.000 |
4,560.50 |
0.618 |
4,538.75 |
HIGH |
4,503.75 |
0.618 |
4,482.00 |
0.500 |
4,475.50 |
0.382 |
4,468.75 |
LOW |
4,447.00 |
0.618 |
4,412.00 |
1.000 |
4,390.25 |
1.618 |
4,355.25 |
2.618 |
4,298.50 |
4.250 |
4,205.75 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,475.50 |
4,497.50 |
PP |
4,474.00 |
4,488.75 |
S1 |
4,472.75 |
4,480.00 |
|