Trading Metrics calculated at close of trading on 04-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
04-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,451.5 |
7,502.0 |
50.5 |
0.7% |
7,397.0 |
High |
7,507.5 |
7,537.5 |
30.0 |
0.4% |
7,519.5 |
Low |
7,443.5 |
7,459.0 |
15.5 |
0.2% |
7,378.5 |
Close |
7,481.5 |
7,463.5 |
-18.0 |
-0.2% |
7,481.5 |
Range |
64.0 |
78.5 |
14.5 |
22.7% |
141.0 |
ATR |
81.7 |
81.4 |
-0.2 |
-0.3% |
0.0 |
Volume |
83,678 |
49,862 |
-33,816 |
-40.4% |
435,712 |
|
Daily Pivots for day following 04-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,722.0 |
7,671.5 |
7,506.5 |
|
R3 |
7,643.5 |
7,593.0 |
7,485.0 |
|
R2 |
7,565.0 |
7,565.0 |
7,478.0 |
|
R1 |
7,514.5 |
7,514.5 |
7,470.5 |
7,500.5 |
PP |
7,486.5 |
7,486.5 |
7,486.5 |
7,480.0 |
S1 |
7,436.0 |
7,436.0 |
7,456.5 |
7,422.0 |
S2 |
7,408.0 |
7,408.0 |
7,449.0 |
|
S3 |
7,329.5 |
7,357.5 |
7,442.0 |
|
S4 |
7,251.0 |
7,279.0 |
7,420.5 |
|
|
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 |
7,537.5 |
7,378.5 |
159.0 |
2.1% |
77.0 |
1.0% |
53% |
True |
False |
97,114 |
10 |
7,537.5 |
7,258.5 |
279.0 |
3.7% |
75.5 |
1.0% |
73% |
True |
False |
87,026 |
20 |
7,638.0 |
7,224.5 |
413.5 |
5.5% |
79.0 |
1.1% |
58% |
False |
False |
90,138 |
40 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
79.5 |
1.1% |
49% |
False |
False |
90,758 |
60 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
76.0 |
1.0% |
49% |
False |
False |
99,091 |
80 |
7,814.0 |
7,223.0 |
591.0 |
7.9% |
70.0 |
0.9% |
41% |
False |
False |
76,135 |
100 |
7,944.0 |
7,223.0 |
721.0 |
9.7% |
62.5 |
0.8% |
33% |
False |
False |
60,910 |
120 |
7,944.0 |
7,223.0 |
721.0 |
9.7% |
55.5 |
0.7% |
33% |
False |
False |
50,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,871.0 |
2.618 |
7,743.0 |
1.618 |
7,664.5 |
1.000 |
7,616.0 |
0.618 |
7,586.0 |
HIGH |
7,537.5 |
0.618 |
7,507.5 |
0.500 |
7,498.0 |
0.382 |
7,489.0 |
LOW |
7,459.0 |
0.618 |
7,410.5 |
1.000 |
7,380.5 |
1.618 |
7,332.0 |
2.618 |
7,253.5 |
4.250 |
7,125.5 |
|
|
Fisher Pivots for day following 04-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,498.0 |
7,486.0 |
PP |
7,486.5 |
7,478.5 |
S1 |
7,475.0 |
7,471.0 |
|