| 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 |
15,534.00 |
15,517.00 |
-17.00 |
-0.1% |
14,991.00 |
| High |
15,661.25 |
15,586.75 |
-74.50 |
-0.5% |
15,661.25 |
| Low |
15,454.00 |
15,418.25 |
-35.75 |
-0.2% |
14,973.50 |
| Close |
15,516.25 |
15,534.50 |
18.25 |
0.1% |
15,516.25 |
| Range |
207.25 |
168.50 |
-38.75 |
-18.7% |
687.75 |
| ATR |
259.08 |
252.61 |
-6.47 |
-2.5% |
0.00 |
| Volume |
572,689 |
604,891 |
32,202 |
5.6% |
2,950,191 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,018.75 |
15,945.00 |
15,627.25 |
|
| R3 |
15,850.25 |
15,776.50 |
15,580.75 |
|
| R2 |
15,681.75 |
15,681.75 |
15,565.50 |
|
| R1 |
15,608.00 |
15,608.00 |
15,550.00 |
15,645.00 |
| PP |
15,513.25 |
15,513.25 |
15,513.25 |
15,531.50 |
| S1 |
15,439.50 |
15,439.50 |
15,519.00 |
15,476.50 |
| S2 |
15,344.75 |
15,344.75 |
15,503.50 |
|
| S3 |
15,176.25 |
15,271.00 |
15,488.25 |
|
| S4 |
15,007.75 |
15,102.50 |
15,441.75 |
|
|
| 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 |
15,049.75 |
611.50 |
3.9% |
213.00 |
1.4% |
79% |
False |
False |
593,748 |
| 10 |
15,661.25 |
14,751.75 |
909.50 |
5.9% |
270.00 |
1.7% |
86% |
False |
False |
645,617 |
| 20 |
15,661.25 |
14,609.25 |
1,052.00 |
6.8% |
266.75 |
1.7% |
88% |
False |
False |
650,647 |
| 40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.4% |
252.00 |
1.6% |
64% |
False |
False |
648,382 |
| 60 |
16,062.75 |
14,609.25 |
1,453.50 |
9.4% |
245.25 |
1.6% |
64% |
False |
False |
625,610 |
| 80 |
16,062.75 |
13,460.50 |
2,602.25 |
16.8% |
238.00 |
1.5% |
80% |
False |
False |
471,039 |
| 100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.1% |
228.75 |
1.5% |
83% |
False |
False |
376,956 |
| 120 |
16,062.75 |
12,438.00 |
3,624.75 |
23.3% |
229.00 |
1.5% |
85% |
False |
False |
314,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,303.00 |
|
2.618 |
16,028.00 |
|
1.618 |
15,859.50 |
|
1.000 |
15,755.25 |
|
0.618 |
15,691.00 |
|
HIGH |
15,586.75 |
|
0.618 |
15,522.50 |
|
0.500 |
15,502.50 |
|
0.382 |
15,482.50 |
|
LOW |
15,418.25 |
|
0.618 |
15,314.00 |
|
1.000 |
15,249.75 |
|
1.618 |
15,145.50 |
|
2.618 |
14,977.00 |
|
4.250 |
14,702.00 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,523.75 |
15,539.75 |
| PP |
15,513.25 |
15,538.00 |
| S1 |
15,502.50 |
15,536.25 |
|