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 |
34,807 |
34,869 |
62 |
0.2% |
34,423 |
High |
35,027 |
34,969 |
-58 |
-0.2% |
35,177 |
Low |
34,761 |
34,673 |
-88 |
-0.3% |
34,400 |
Close |
34,882 |
34,680 |
-202 |
-0.6% |
34,882 |
Range |
266 |
296 |
30 |
11.3% |
777 |
ATR |
361 |
356 |
-5 |
-1.3% |
0 |
Volume |
144,441 |
152,734 |
8,293 |
5.7% |
731,219 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,662 |
35,467 |
34,843 |
|
R3 |
35,366 |
35,171 |
34,762 |
|
R2 |
35,070 |
35,070 |
34,734 |
|
R1 |
34,875 |
34,875 |
34,707 |
34,825 |
PP |
34,774 |
34,774 |
34,774 |
34,749 |
S1 |
34,579 |
34,579 |
34,653 |
34,529 |
S2 |
34,478 |
34,478 |
34,626 |
|
S3 |
34,182 |
34,283 |
34,599 |
|
S4 |
33,886 |
33,987 |
34,517 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,151 |
36,793 |
35,309 |
|
R3 |
36,374 |
36,016 |
35,096 |
|
R2 |
35,597 |
35,597 |
35,025 |
|
R1 |
35,239 |
35,239 |
34,953 |
35,418 |
PP |
34,820 |
34,820 |
34,820 |
34,909 |
S1 |
34,462 |
34,462 |
34,811 |
34,641 |
S2 |
34,043 |
34,043 |
34,740 |
|
S3 |
33,266 |
33,685 |
34,668 |
|
S4 |
32,489 |
32,908 |
34,455 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,177 |
34,525 |
652 |
1.9% |
319 |
0.9% |
24% |
False |
False |
148,323 |
10 |
35,177 |
34,062 |
1,115 |
3.2% |
354 |
1.0% |
55% |
False |
False |
152,563 |
20 |
35,660 |
34,062 |
1,598 |
4.6% |
373 |
1.1% |
39% |
False |
False |
154,838 |
40 |
35,843 |
34,060 |
1,783 |
5.1% |
349 |
1.0% |
35% |
False |
False |
150,961 |
60 |
35,843 |
33,803 |
2,040 |
5.9% |
341 |
1.0% |
43% |
False |
False |
148,511 |
80 |
35,843 |
32,900 |
2,943 |
8.5% |
346 |
1.0% |
60% |
False |
False |
111,848 |
100 |
35,843 |
32,900 |
2,943 |
8.5% |
352 |
1.0% |
60% |
False |
False |
89,518 |
120 |
35,843 |
31,862 |
3,981 |
11.5% |
361 |
1.0% |
71% |
False |
False |
74,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,227 |
2.618 |
35,744 |
1.618 |
35,448 |
1.000 |
35,265 |
0.618 |
35,152 |
HIGH |
34,969 |
0.618 |
34,856 |
0.500 |
34,821 |
0.382 |
34,786 |
LOW |
34,673 |
0.618 |
34,490 |
1.000 |
34,377 |
1.618 |
34,194 |
2.618 |
33,898 |
4.250 |
33,415 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,821 |
34,925 |
PP |
34,774 |
34,843 |
S1 |
34,727 |
34,762 |
|