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 |
15,385.00 |
15,286.25 |
-98.75 |
-0.6% |
15,517.00 |
High |
15,395.75 |
15,390.75 |
-5.00 |
0.0% |
15,586.75 |
Low |
15,157.50 |
15,223.00 |
65.50 |
0.4% |
15,157.50 |
Close |
15,282.25 |
15,297.50 |
15.25 |
0.1% |
15,297.50 |
Range |
238.25 |
167.75 |
-70.50 |
-29.6% |
429.25 |
ATR |
249.96 |
244.08 |
-5.87 |
-2.3% |
0.00 |
Volume |
644,887 |
598,477 |
-46,410 |
-7.2% |
2,444,758 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,807.00 |
15,720.00 |
15,389.75 |
|
R3 |
15,639.25 |
15,552.25 |
15,343.75 |
|
R2 |
15,471.50 |
15,471.50 |
15,328.25 |
|
R1 |
15,384.50 |
15,384.50 |
15,313.00 |
15,428.00 |
PP |
15,303.75 |
15,303.75 |
15,303.75 |
15,325.50 |
S1 |
15,216.75 |
15,216.75 |
15,282.00 |
15,260.25 |
S2 |
15,136.00 |
15,136.00 |
15,266.75 |
|
S3 |
14,968.25 |
15,049.00 |
15,251.25 |
|
S4 |
14,800.50 |
14,881.25 |
15,205.25 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,635.00 |
16,395.50 |
15,533.50 |
|
R3 |
16,205.75 |
15,966.25 |
15,415.50 |
|
R2 |
15,776.50 |
15,776.50 |
15,376.25 |
|
R1 |
15,537.00 |
15,537.00 |
15,336.75 |
15,442.00 |
PP |
15,347.25 |
15,347.25 |
15,347.25 |
15,299.75 |
S1 |
15,107.75 |
15,107.75 |
15,258.25 |
15,013.00 |
S2 |
14,918.00 |
14,918.00 |
15,218.75 |
|
S3 |
14,488.75 |
14,678.50 |
15,179.50 |
|
S4 |
14,059.50 |
14,249.25 |
15,061.50 |
|
|
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 |
15,157.50 |
503.75 |
3.3% |
200.75 |
1.3% |
28% |
False |
False |
603,489 |
10 |
15,661.25 |
14,751.75 |
909.50 |
5.9% |
214.25 |
1.4% |
60% |
False |
False |
621,883 |
20 |
15,661.25 |
14,609.25 |
1,052.00 |
6.9% |
254.50 |
1.7% |
65% |
False |
False |
637,708 |
40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.5% |
250.00 |
1.6% |
47% |
False |
False |
650,228 |
60 |
16,062.75 |
14,609.25 |
1,453.50 |
9.5% |
244.00 |
1.6% |
47% |
False |
False |
632,225 |
80 |
16,062.75 |
13,580.25 |
2,482.50 |
16.2% |
240.75 |
1.6% |
69% |
False |
False |
494,000 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.4% |
228.75 |
1.5% |
75% |
False |
False |
395,342 |
120 |
16,062.75 |
12,772.50 |
3,290.25 |
21.5% |
226.75 |
1.5% |
77% |
False |
False |
329,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,103.75 |
2.618 |
15,830.00 |
1.618 |
15,662.25 |
1.000 |
15,558.50 |
0.618 |
15,494.50 |
HIGH |
15,390.75 |
0.618 |
15,326.75 |
0.500 |
15,307.00 |
0.382 |
15,287.00 |
LOW |
15,223.00 |
0.618 |
15,119.25 |
1.000 |
15,055.25 |
1.618 |
14,951.50 |
2.618 |
14,783.75 |
4.250 |
14,510.00 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,307.00 |
15,345.25 |
PP |
15,303.75 |
15,329.25 |
S1 |
15,300.50 |
15,313.50 |
|