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 |
34,869 |
34,685 |
-184 |
-0.5% |
34,423 |
High |
34,969 |
34,709 |
-260 |
-0.7% |
35,177 |
Low |
34,673 |
34,317 |
-356 |
-1.0% |
34,400 |
Close |
34,680 |
34,479 |
-201 |
-0.6% |
34,882 |
Range |
296 |
392 |
96 |
32.4% |
777 |
ATR |
356 |
359 |
3 |
0.7% |
0 |
Volume |
152,734 |
156,452 |
3,718 |
2.4% |
731,219 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,678 |
35,470 |
34,695 |
|
R3 |
35,286 |
35,078 |
34,587 |
|
R2 |
34,894 |
34,894 |
34,551 |
|
R1 |
34,686 |
34,686 |
34,515 |
34,594 |
PP |
34,502 |
34,502 |
34,502 |
34,456 |
S1 |
34,294 |
34,294 |
34,443 |
34,202 |
S2 |
34,110 |
34,110 |
34,407 |
|
S3 |
33,718 |
33,902 |
34,371 |
|
S4 |
33,326 |
33,510 |
34,264 |
|
|
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 |
34,317 |
860 |
2.5% |
321 |
0.9% |
19% |
False |
True |
151,247 |
10 |
35,177 |
34,062 |
1,115 |
3.2% |
359 |
1.0% |
37% |
False |
False |
154,227 |
20 |
35,660 |
34,062 |
1,598 |
4.6% |
368 |
1.1% |
26% |
False |
False |
155,007 |
40 |
35,843 |
34,062 |
1,781 |
5.2% |
348 |
1.0% |
23% |
False |
False |
151,357 |
60 |
35,843 |
33,803 |
2,040 |
5.9% |
343 |
1.0% |
33% |
False |
False |
150,180 |
80 |
35,843 |
32,900 |
2,943 |
8.5% |
345 |
1.0% |
54% |
False |
False |
113,793 |
100 |
35,843 |
32,900 |
2,943 |
8.5% |
351 |
1.0% |
54% |
False |
False |
91,082 |
120 |
35,843 |
31,862 |
3,981 |
11.5% |
358 |
1.0% |
66% |
False |
False |
75,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,375 |
2.618 |
35,735 |
1.618 |
35,343 |
1.000 |
35,101 |
0.618 |
34,951 |
HIGH |
34,709 |
0.618 |
34,559 |
0.500 |
34,513 |
0.382 |
34,467 |
LOW |
34,317 |
0.618 |
34,075 |
1.000 |
33,925 |
1.618 |
33,683 |
2.618 |
33,291 |
4.250 |
32,651 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,513 |
34,672 |
PP |
34,502 |
34,608 |
S1 |
34,490 |
34,543 |
|