| 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 |
15,513.75 |
15,534.00 |
20.25 |
0.1% |
14,991.00 |
| High |
15,606.75 |
15,661.25 |
54.50 |
0.3% |
15,661.25 |
| Low |
15,460.00 |
15,454.00 |
-6.00 |
0.0% |
14,973.50 |
| Close |
15,538.50 |
15,516.25 |
-22.25 |
-0.1% |
15,516.25 |
| Range |
146.75 |
207.25 |
60.50 |
41.2% |
687.75 |
| ATR |
263.07 |
259.08 |
-3.99 |
-1.5% |
0.00 |
| Volume |
584,743 |
572,689 |
-12,054 |
-2.1% |
2,950,191 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,165.50 |
16,048.25 |
15,630.25 |
|
| R3 |
15,958.25 |
15,841.00 |
15,573.25 |
|
| R2 |
15,751.00 |
15,751.00 |
15,554.25 |
|
| R1 |
15,633.75 |
15,633.75 |
15,535.25 |
15,588.75 |
| PP |
15,543.75 |
15,543.75 |
15,543.75 |
15,521.50 |
| S1 |
15,426.50 |
15,426.50 |
15,497.25 |
15,381.50 |
| S2 |
15,336.50 |
15,336.50 |
15,478.25 |
|
| S3 |
15,129.25 |
15,219.25 |
15,459.25 |
|
| S4 |
14,922.00 |
15,012.00 |
15,402.25 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,447.00 |
17,169.25 |
15,894.50 |
|
| R3 |
16,759.25 |
16,481.50 |
15,705.50 |
|
| R2 |
16,071.50 |
16,071.50 |
15,642.25 |
|
| R1 |
15,793.75 |
15,793.75 |
15,579.25 |
15,932.50 |
| PP |
15,383.75 |
15,383.75 |
15,383.75 |
15,453.00 |
| S1 |
15,106.00 |
15,106.00 |
15,453.25 |
15,245.00 |
| S2 |
14,696.00 |
14,696.00 |
15,390.25 |
|
| S3 |
14,008.25 |
14,418.25 |
15,327.00 |
|
| S4 |
13,320.50 |
13,730.50 |
15,138.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,661.25 |
14,973.50 |
687.75 |
4.4% |
209.75 |
1.4% |
79% |
True |
False |
590,038 |
| 10 |
15,661.25 |
14,720.50 |
940.75 |
6.1% |
282.50 |
1.8% |
85% |
True |
False |
649,296 |
| 20 |
15,661.25 |
14,609.25 |
1,052.00 |
6.8% |
266.50 |
1.7% |
86% |
True |
False |
649,317 |
| 40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.4% |
251.75 |
1.6% |
62% |
False |
False |
648,508 |
| 60 |
16,062.75 |
14,425.00 |
1,637.75 |
10.6% |
247.00 |
1.6% |
67% |
False |
False |
616,401 |
| 80 |
16,062.75 |
13,354.25 |
2,708.50 |
17.5% |
239.00 |
1.5% |
80% |
False |
False |
463,497 |
| 100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.1% |
230.00 |
1.5% |
82% |
False |
False |
370,915 |
| 120 |
16,062.75 |
12,228.00 |
3,834.75 |
24.7% |
230.00 |
1.5% |
86% |
False |
False |
309,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,542.00 |
|
2.618 |
16,203.75 |
|
1.618 |
15,996.50 |
|
1.000 |
15,868.50 |
|
0.618 |
15,789.25 |
|
HIGH |
15,661.25 |
|
0.618 |
15,582.00 |
|
0.500 |
15,557.50 |
|
0.382 |
15,533.25 |
|
LOW |
15,454.00 |
|
0.618 |
15,326.00 |
|
1.000 |
15,246.75 |
|
1.618 |
15,118.75 |
|
2.618 |
14,911.50 |
|
4.250 |
14,573.25 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,557.50 |
15,514.50 |
| PP |
15,543.75 |
15,513.00 |
| S1 |
15,530.00 |
15,511.50 |
|