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 |
1,922.7 |
1,883.3 |
-39.4 |
-2.0% |
1,857.7 |
High |
1,924.7 |
1,895.7 |
-29.0 |
-1.5% |
1,934.0 |
Low |
1,882.2 |
1,865.1 |
-17.1 |
-0.9% |
1,856.1 |
Close |
1,883.1 |
1,876.5 |
-6.6 |
-0.4% |
1,922.7 |
Range |
42.5 |
30.6 |
-11.9 |
-28.0% |
77.9 |
ATR |
31.7 |
31.6 |
-0.1 |
-0.2% |
0.0 |
Volume |
226,585 |
174,251 |
-52,334 |
-23.1% |
814,339 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.9 |
1,954.3 |
1,893.3 |
|
R3 |
1,940.3 |
1,923.7 |
1,884.9 |
|
R2 |
1,909.7 |
1,909.7 |
1,882.1 |
|
R1 |
1,893.1 |
1,893.1 |
1,879.3 |
1,886.1 |
PP |
1,879.1 |
1,879.1 |
1,879.1 |
1,875.6 |
S1 |
1,862.5 |
1,862.5 |
1,873.7 |
1,855.5 |
S2 |
1,848.5 |
1,848.5 |
1,870.9 |
|
S3 |
1,817.9 |
1,831.9 |
1,868.1 |
|
S4 |
1,787.3 |
1,801.3 |
1,859.7 |
|
|
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 |
1,865.1 |
68.9 |
3.7% |
29.2 |
1.6% |
17% |
False |
True |
180,642 |
10 |
1,934.0 |
1,832.8 |
101.2 |
5.4% |
31.1 |
1.7% |
43% |
False |
False |
184,325 |
20 |
1,964.6 |
1,832.8 |
131.8 |
7.0% |
31.4 |
1.7% |
33% |
False |
False |
185,366 |
40 |
2,017.8 |
1,832.8 |
185.0 |
9.9% |
31.5 |
1.7% |
24% |
False |
False |
178,312 |
60 |
2,017.8 |
1,825.1 |
192.7 |
10.3% |
32.1 |
1.7% |
27% |
False |
False |
191,447 |
80 |
2,017.8 |
1,750.0 |
267.8 |
14.3% |
33.1 |
1.8% |
47% |
False |
False |
146,715 |
100 |
2,017.8 |
1,723.4 |
294.4 |
15.7% |
32.7 |
1.7% |
52% |
False |
False |
117,405 |
120 |
2,017.8 |
1,718.4 |
299.4 |
16.0% |
33.3 |
1.8% |
53% |
False |
False |
97,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.8 |
2.618 |
1,975.8 |
1.618 |
1,945.2 |
1.000 |
1,926.3 |
0.618 |
1,914.6 |
HIGH |
1,895.7 |
0.618 |
1,884.0 |
0.500 |
1,880.4 |
0.382 |
1,876.8 |
LOW |
1,865.1 |
0.618 |
1,846.2 |
1.000 |
1,834.5 |
1.618 |
1,815.6 |
2.618 |
1,785.0 |
4.250 |
1,735.1 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,880.4 |
1,899.6 |
PP |
1,879.1 |
1,891.9 |
S1 |
1,877.8 |
1,884.2 |
|