Trading Metrics calculated at close of trading on 07-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,431.5 |
7,435.0 |
3.5 |
0.0% |
7,397.0 |
High |
7,458.5 |
7,470.5 |
12.0 |
0.2% |
7,519.5 |
Low |
7,377.5 |
7,391.0 |
13.5 |
0.2% |
7,378.5 |
Close |
7,434.0 |
7,449.5 |
15.5 |
0.2% |
7,481.5 |
Range |
81.0 |
79.5 |
-1.5 |
-1.9% |
141.0 |
ATR |
82.3 |
82.1 |
-0.2 |
-0.2% |
0.0 |
Volume |
83,897 |
110,281 |
26,384 |
31.4% |
435,712 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,675.5 |
7,642.0 |
7,493.0 |
|
R3 |
7,596.0 |
7,562.5 |
7,471.5 |
|
R2 |
7,516.5 |
7,516.5 |
7,464.0 |
|
R1 |
7,483.0 |
7,483.0 |
7,457.0 |
7,500.0 |
PP |
7,437.0 |
7,437.0 |
7,437.0 |
7,445.5 |
S1 |
7,403.5 |
7,403.5 |
7,442.0 |
7,420.0 |
S2 |
7,357.5 |
7,357.5 |
7,435.0 |
|
S3 |
7,278.0 |
7,324.0 |
7,427.5 |
|
S4 |
7,198.5 |
7,244.5 |
7,406.0 |
|
|
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 |
7,377.5 |
160.0 |
2.1% |
79.5 |
1.1% |
45% |
False |
False |
82,937 |
10 |
7,537.5 |
7,322.5 |
215.0 |
2.9% |
79.5 |
1.1% |
59% |
False |
False |
92,515 |
20 |
7,638.0 |
7,224.5 |
413.5 |
5.6% |
81.0 |
1.1% |
54% |
False |
False |
91,899 |
40 |
7,710.0 |
7,224.5 |
485.5 |
6.5% |
79.0 |
1.1% |
46% |
False |
False |
90,715 |
60 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
77.5 |
1.0% |
47% |
False |
False |
90,133 |
80 |
7,814.0 |
7,223.0 |
591.0 |
7.9% |
72.5 |
1.0% |
38% |
False |
False |
79,619 |
100 |
7,944.0 |
7,223.0 |
721.0 |
9.7% |
64.5 |
0.9% |
31% |
False |
False |
63,721 |
120 |
7,944.0 |
7,223.0 |
721.0 |
9.7% |
56.0 |
0.8% |
31% |
False |
False |
53,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,808.5 |
2.618 |
7,678.5 |
1.618 |
7,599.0 |
1.000 |
7,550.0 |
0.618 |
7,519.5 |
HIGH |
7,470.5 |
0.618 |
7,440.0 |
0.500 |
7,431.0 |
0.382 |
7,421.5 |
LOW |
7,391.0 |
0.618 |
7,342.0 |
1.000 |
7,311.5 |
1.618 |
7,262.5 |
2.618 |
7,183.0 |
4.250 |
7,053.0 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,443.0 |
7,445.0 |
PP |
7,437.0 |
7,440.0 |
S1 |
7,431.0 |
7,435.0 |
|