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 |
7,484.0 |
7,451.5 |
-32.5 |
-0.4% |
7,397.0 |
High |
7,517.0 |
7,507.5 |
-9.5 |
-0.1% |
7,519.5 |
Low |
7,434.0 |
7,443.5 |
9.5 |
0.1% |
7,378.5 |
Close |
7,462.5 |
7,481.5 |
19.0 |
0.3% |
7,481.5 |
Range |
83.0 |
64.0 |
-19.0 |
-22.9% |
141.0 |
ATR |
83.0 |
81.7 |
-1.4 |
-1.6% |
0.0 |
Volume |
172,289 |
83,678 |
-88,611 |
-51.4% |
435,712 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,669.5 |
7,639.5 |
7,516.5 |
|
R3 |
7,605.5 |
7,575.5 |
7,499.0 |
|
R2 |
7,541.5 |
7,541.5 |
7,493.0 |
|
R1 |
7,511.5 |
7,511.5 |
7,487.5 |
7,526.5 |
PP |
7,477.5 |
7,477.5 |
7,477.5 |
7,485.0 |
S1 |
7,447.5 |
7,447.5 |
7,475.5 |
7,462.5 |
S2 |
7,413.5 |
7,413.5 |
7,470.0 |
|
S3 |
7,349.5 |
7,383.5 |
7,464.0 |
|
S4 |
7,285.5 |
7,319.5 |
7,446.5 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,883.0 |
7,823.0 |
7,559.0 |
|
R3 |
7,742.0 |
7,682.0 |
7,520.5 |
|
R2 |
7,601.0 |
7,601.0 |
7,507.5 |
|
R1 |
7,541.0 |
7,541.0 |
7,494.5 |
7,571.0 |
PP |
7,460.0 |
7,460.0 |
7,460.0 |
7,475.0 |
S1 |
7,400.0 |
7,400.0 |
7,468.5 |
7,430.0 |
S2 |
7,319.0 |
7,319.0 |
7,455.5 |
|
S3 |
7,178.0 |
7,259.0 |
7,442.5 |
|
S4 |
7,037.0 |
7,118.0 |
7,404.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,519.5 |
7,322.5 |
197.0 |
2.6% |
77.0 |
1.0% |
81% |
False |
False |
102,731 |
10 |
7,519.5 |
7,224.5 |
295.0 |
3.9% |
76.0 |
1.0% |
87% |
False |
False |
93,425 |
20 |
7,638.0 |
7,224.5 |
413.5 |
5.5% |
79.0 |
1.1% |
62% |
False |
False |
91,699 |
40 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
79.0 |
1.1% |
53% |
False |
False |
92,266 |
60 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
75.5 |
1.0% |
53% |
False |
False |
99,560 |
80 |
7,814.0 |
7,223.0 |
591.0 |
7.9% |
70.5 |
0.9% |
44% |
False |
False |
75,512 |
100 |
7,944.0 |
7,223.0 |
721.0 |
9.6% |
61.5 |
0.8% |
36% |
False |
False |
60,412 |
120 |
7,944.0 |
7,223.0 |
721.0 |
9.6% |
55.0 |
0.7% |
36% |
False |
False |
50,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,779.5 |
2.618 |
7,675.0 |
1.618 |
7,611.0 |
1.000 |
7,571.5 |
0.618 |
7,547.0 |
HIGH |
7,507.5 |
0.618 |
7,483.0 |
0.500 |
7,475.5 |
0.382 |
7,468.0 |
LOW |
7,443.5 |
0.618 |
7,404.0 |
1.000 |
7,379.5 |
1.618 |
7,340.0 |
2.618 |
7,276.0 |
4.250 |
7,171.5 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,479.5 |
7,480.0 |
PP |
7,477.5 |
7,478.5 |
S1 |
7,475.5 |
7,477.0 |
|