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 |
4,469.50 |
4,458.25 |
-11.25 |
-0.3% |
4,521.25 |
High |
4,471.75 |
4,477.50 |
5.75 |
0.1% |
4,531.25 |
Low |
4,434.25 |
4,443.00 |
8.75 |
0.2% |
4,434.25 |
Close |
4,456.25 |
4,461.75 |
5.50 |
0.1% |
4,461.75 |
Range |
37.50 |
34.50 |
-3.00 |
-8.0% |
97.00 |
ATR |
49.81 |
48.71 |
-1.09 |
-2.2% |
0.00 |
Volume |
1,602,226 |
1,686,158 |
83,932 |
5.2% |
6,280,317 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,564.25 |
4,547.50 |
4,480.75 |
|
R3 |
4,529.75 |
4,513.00 |
4,471.25 |
|
R2 |
4,495.25 |
4,495.25 |
4,468.00 |
|
R1 |
4,478.50 |
4,478.50 |
4,465.00 |
4,487.00 |
PP |
4,460.75 |
4,460.75 |
4,460.75 |
4,465.00 |
S1 |
4,444.00 |
4,444.00 |
4,458.50 |
4,452.50 |
S2 |
4,426.25 |
4,426.25 |
4,455.50 |
|
S3 |
4,391.75 |
4,409.50 |
4,452.25 |
|
S4 |
4,357.25 |
4,375.00 |
4,442.75 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,766.75 |
4,711.25 |
4,515.00 |
|
R3 |
4,669.75 |
4,614.25 |
4,488.50 |
|
R2 |
4,572.75 |
4,572.75 |
4,479.50 |
|
R1 |
4,517.25 |
4,517.25 |
4,470.75 |
4,496.50 |
PP |
4,475.75 |
4,475.75 |
4,475.75 |
4,465.50 |
S1 |
4,420.25 |
4,420.25 |
4,452.75 |
4,399.50 |
S2 |
4,378.75 |
4,378.75 |
4,444.00 |
|
S3 |
4,281.75 |
4,323.25 |
4,435.00 |
|
S4 |
4,184.75 |
4,226.25 |
4,408.50 |
|
|
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 |
4,434.25 |
113.50 |
2.5% |
40.25 |
0.9% |
24% |
False |
False |
1,539,415 |
10 |
4,547.75 |
4,365.25 |
182.50 |
4.1% |
44.00 |
1.0% |
53% |
False |
False |
1,505,496 |
20 |
4,547.75 |
4,350.00 |
197.75 |
4.4% |
51.25 |
1.1% |
57% |
False |
False |
1,501,960 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
48.25 |
1.1% |
39% |
False |
False |
1,519,322 |
60 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
47.00 |
1.1% |
39% |
False |
False |
1,531,958 |
80 |
4,634.50 |
4,154.75 |
479.75 |
10.8% |
47.00 |
1.1% |
64% |
False |
False |
1,229,996 |
100 |
4,634.50 |
4,098.25 |
536.25 |
12.0% |
47.50 |
1.1% |
68% |
False |
False |
984,595 |
120 |
4,634.50 |
3,966.75 |
667.75 |
15.0% |
48.25 |
1.1% |
74% |
False |
False |
820,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,624.00 |
2.618 |
4,567.75 |
1.618 |
4,533.25 |
1.000 |
4,512.00 |
0.618 |
4,498.75 |
HIGH |
4,477.50 |
0.618 |
4,464.25 |
0.500 |
4,460.25 |
0.382 |
4,456.25 |
LOW |
4,443.00 |
0.618 |
4,421.75 |
1.000 |
4,408.50 |
1.618 |
4,387.25 |
2.618 |
4,352.75 |
4.250 |
4,296.50 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,461.25 |
4,469.00 |
PP |
4,460.75 |
4,466.50 |
S1 |
4,460.25 |
4,464.25 |
|