Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,502.0 |
7,468.0 |
-34.0 |
-0.5% |
7,397.0 |
High |
7,537.5 |
7,493.0 |
-44.5 |
-0.6% |
7,519.5 |
Low |
7,459.0 |
7,398.5 |
-60.5 |
-0.8% |
7,378.5 |
Close |
7,463.5 |
7,447.5 |
-16.0 |
-0.2% |
7,481.5 |
Range |
78.5 |
94.5 |
16.0 |
20.4% |
141.0 |
ATR |
81.4 |
82.4 |
0.9 |
1.1% |
0.0 |
Volume |
49,862 |
86,968 |
37,106 |
74.4% |
435,712 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,730.0 |
7,683.0 |
7,499.5 |
|
R3 |
7,635.5 |
7,588.5 |
7,473.5 |
|
R2 |
7,541.0 |
7,541.0 |
7,465.0 |
|
R1 |
7,494.0 |
7,494.0 |
7,456.0 |
7,470.0 |
PP |
7,446.5 |
7,446.5 |
7,446.5 |
7,434.5 |
S1 |
7,399.5 |
7,399.5 |
7,439.0 |
7,376.0 |
S2 |
7,352.0 |
7,352.0 |
7,430.0 |
|
S3 |
7,257.5 |
7,305.0 |
7,421.5 |
|
S4 |
7,163.0 |
7,210.5 |
7,395.5 |
|
|
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 |
7,398.5 |
139.0 |
1.9% |
73.0 |
1.0% |
35% |
False |
True |
93,324 |
10 |
7,537.5 |
7,263.5 |
274.0 |
3.7% |
78.0 |
1.0% |
67% |
False |
False |
88,123 |
20 |
7,638.0 |
7,224.5 |
413.5 |
5.6% |
80.5 |
1.1% |
54% |
False |
False |
91,015 |
40 |
7,710.0 |
7,224.5 |
485.5 |
6.5% |
79.5 |
1.1% |
46% |
False |
False |
90,638 |
60 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
76.5 |
1.0% |
46% |
False |
False |
95,421 |
80 |
7,814.0 |
7,223.0 |
591.0 |
7.9% |
71.5 |
1.0% |
38% |
False |
False |
77,198 |
100 |
7,944.0 |
7,223.0 |
721.0 |
9.7% |
63.0 |
0.8% |
31% |
False |
False |
61,780 |
120 |
7,944.0 |
7,223.0 |
721.0 |
9.7% |
56.0 |
0.8% |
31% |
False |
False |
51,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,894.5 |
2.618 |
7,740.5 |
1.618 |
7,646.0 |
1.000 |
7,587.5 |
0.618 |
7,551.5 |
HIGH |
7,493.0 |
0.618 |
7,457.0 |
0.500 |
7,446.0 |
0.382 |
7,434.5 |
LOW |
7,398.5 |
0.618 |
7,340.0 |
1.000 |
7,304.0 |
1.618 |
7,245.5 |
2.618 |
7,151.0 |
4.250 |
6,997.0 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,447.0 |
7,468.0 |
PP |
7,446.5 |
7,461.0 |
S1 |
7,446.0 |
7,454.5 |
|