| 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 |
1,908.9 |
1,902.8 |
-6.1 |
-0.3% |
1,857.7 |
| High |
1,918.3 |
1,934.0 |
15.7 |
0.8% |
1,934.0 |
| Low |
1,900.3 |
1,902.1 |
1.8 |
0.1% |
1,856.1 |
| Close |
1,901.6 |
1,922.7 |
21.1 |
1.1% |
1,922.7 |
| Range |
18.0 |
31.9 |
13.9 |
77.2% |
77.9 |
| ATR |
30.7 |
30.8 |
0.1 |
0.4% |
0.0 |
| Volume |
150,051 |
195,866 |
45,815 |
30.5% |
814,339 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,015.3 |
2,000.9 |
1,940.2 |
|
| R3 |
1,983.4 |
1,969.0 |
1,931.5 |
|
| R2 |
1,951.5 |
1,951.5 |
1,928.5 |
|
| R1 |
1,937.1 |
1,937.1 |
1,925.6 |
1,944.3 |
| PP |
1,919.6 |
1,919.6 |
1,919.6 |
1,923.2 |
| S1 |
1,905.2 |
1,905.2 |
1,919.8 |
1,912.4 |
| S2 |
1,887.7 |
1,887.7 |
1,916.9 |
|
| S3 |
1,855.8 |
1,873.3 |
1,913.9 |
|
| S4 |
1,823.9 |
1,841.4 |
1,905.2 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.0 |
2,108.2 |
1,965.5 |
|
| R3 |
2,060.1 |
2,030.3 |
1,944.1 |
|
| R2 |
1,982.2 |
1,982.2 |
1,937.0 |
|
| R1 |
1,952.4 |
1,952.4 |
1,929.8 |
1,967.3 |
| PP |
1,904.3 |
1,904.3 |
1,904.3 |
1,911.7 |
| S1 |
1,874.5 |
1,874.5 |
1,915.6 |
1,889.4 |
| S2 |
1,826.4 |
1,826.4 |
1,908.4 |
|
| S3 |
1,748.5 |
1,796.6 |
1,901.3 |
|
| S4 |
1,670.6 |
1,718.7 |
1,879.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,934.0 |
1,856.1 |
77.9 |
4.1% |
28.0 |
1.5% |
85% |
True |
False |
162,867 |
| 10 |
1,934.0 |
1,832.8 |
101.2 |
5.3% |
28.8 |
1.5% |
89% |
True |
False |
179,150 |
| 20 |
1,977.0 |
1,832.8 |
144.2 |
7.5% |
31.1 |
1.6% |
62% |
False |
False |
181,556 |
| 40 |
2,017.8 |
1,832.8 |
185.0 |
9.6% |
31.5 |
1.6% |
49% |
False |
False |
176,983 |
| 60 |
2,017.8 |
1,825.1 |
192.7 |
10.0% |
31.8 |
1.7% |
51% |
False |
False |
188,429 |
| 80 |
2,017.8 |
1,750.0 |
267.8 |
13.9% |
33.1 |
1.7% |
64% |
False |
False |
141,709 |
| 100 |
2,017.8 |
1,723.4 |
294.4 |
15.3% |
32.7 |
1.7% |
68% |
False |
False |
113,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,069.6 |
|
2.618 |
2,017.5 |
|
1.618 |
1,985.6 |
|
1.000 |
1,965.9 |
|
0.618 |
1,953.7 |
|
HIGH |
1,934.0 |
|
0.618 |
1,921.8 |
|
0.500 |
1,918.1 |
|
0.382 |
1,914.3 |
|
LOW |
1,902.1 |
|
0.618 |
1,882.4 |
|
1.000 |
1,870.2 |
|
1.618 |
1,850.5 |
|
2.618 |
1,818.6 |
|
4.250 |
1,766.5 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,921.2 |
1,919.1 |
| PP |
1,919.6 |
1,915.4 |
| S1 |
1,918.1 |
1,911.8 |
|