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 |
15,517.00 |
15,511.25 |
-5.75 |
0.0% |
14,991.00 |
High |
15,586.75 |
15,533.00 |
-53.75 |
-0.3% |
15,661.25 |
Low |
15,418.25 |
15,310.50 |
-107.75 |
-0.7% |
14,973.50 |
Close |
15,534.50 |
15,399.50 |
-135.00 |
-0.9% |
15,516.25 |
Range |
168.50 |
222.50 |
54.00 |
32.0% |
687.75 |
ATR |
252.61 |
250.57 |
-2.04 |
-0.8% |
0.00 |
Volume |
604,891 |
596,503 |
-8,388 |
-1.4% |
2,950,191 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,081.75 |
15,963.25 |
15,522.00 |
|
R3 |
15,859.25 |
15,740.75 |
15,460.75 |
|
R2 |
15,636.75 |
15,636.75 |
15,440.25 |
|
R1 |
15,518.25 |
15,518.25 |
15,420.00 |
15,466.25 |
PP |
15,414.25 |
15,414.25 |
15,414.25 |
15,388.50 |
S1 |
15,295.75 |
15,295.75 |
15,379.00 |
15,243.75 |
S2 |
15,191.75 |
15,191.75 |
15,358.75 |
|
S3 |
14,969.25 |
15,073.25 |
15,338.25 |
|
S4 |
14,746.75 |
14,850.75 |
15,277.00 |
|
|
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 |
15,310.50 |
350.75 |
2.3% |
181.25 |
1.2% |
25% |
False |
True |
589,804 |
10 |
15,661.25 |
14,751.75 |
909.50 |
5.9% |
273.75 |
1.8% |
71% |
False |
False |
642,895 |
20 |
15,661.25 |
14,609.25 |
1,052.00 |
6.8% |
264.00 |
1.7% |
75% |
False |
False |
648,531 |
40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.4% |
253.25 |
1.6% |
54% |
False |
False |
649,478 |
60 |
16,062.75 |
14,609.25 |
1,453.50 |
9.4% |
245.00 |
1.6% |
54% |
False |
False |
632,442 |
80 |
16,062.75 |
13,460.50 |
2,602.25 |
16.9% |
239.50 |
1.6% |
75% |
False |
False |
478,482 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.2% |
228.00 |
1.5% |
79% |
False |
False |
382,916 |
120 |
16,062.75 |
12,653.00 |
3,409.75 |
22.1% |
227.25 |
1.5% |
81% |
False |
False |
319,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,478.50 |
2.618 |
16,115.50 |
1.618 |
15,893.00 |
1.000 |
15,755.50 |
0.618 |
15,670.50 |
HIGH |
15,533.00 |
0.618 |
15,448.00 |
0.500 |
15,421.75 |
0.382 |
15,395.50 |
LOW |
15,310.50 |
0.618 |
15,173.00 |
1.000 |
15,088.00 |
1.618 |
14,950.50 |
2.618 |
14,728.00 |
4.250 |
14,365.00 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,421.75 |
15,486.00 |
PP |
15,414.25 |
15,457.00 |
S1 |
15,407.00 |
15,428.25 |
|