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 |
27,385 |
26,070 |
-1,315 |
-4.8% |
26,210 |
High |
27,705 |
26,225 |
-1,480 |
-5.3% |
28,335 |
Low |
26,010 |
25,390 |
-620 |
-2.4% |
25,390 |
Close |
26,240 |
25,700 |
-540 |
-2.1% |
25,700 |
Range |
1,695 |
835 |
-860 |
-50.7% |
2,945 |
ATR |
974 |
965 |
-9 |
-0.9% |
0 |
Volume |
10,310 |
6,918 |
-3,392 |
-32.9% |
47,741 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,277 |
27,823 |
26,159 |
|
R3 |
27,442 |
26,988 |
25,930 |
|
R2 |
26,607 |
26,607 |
25,853 |
|
R1 |
26,153 |
26,153 |
25,777 |
25,963 |
PP |
25,772 |
25,772 |
25,772 |
25,676 |
S1 |
25,318 |
25,318 |
25,623 |
25,128 |
S2 |
24,937 |
24,937 |
25,547 |
|
S3 |
24,102 |
24,483 |
25,470 |
|
S4 |
23,267 |
23,648 |
25,241 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,310 |
33,450 |
27,320 |
|
R3 |
32,365 |
30,505 |
26,510 |
|
R2 |
29,420 |
29,420 |
26,240 |
|
R1 |
27,560 |
27,560 |
25,970 |
27,018 |
PP |
26,475 |
26,475 |
26,475 |
26,204 |
S1 |
24,615 |
24,615 |
25,430 |
24,073 |
S2 |
23,530 |
23,530 |
25,160 |
|
S3 |
20,585 |
21,670 |
24,890 |
|
S4 |
17,640 |
18,725 |
24,080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,335 |
25,390 |
2,945 |
11.5% |
1,231 |
4.8% |
11% |
False |
True |
9,548 |
10 |
28,335 |
25,390 |
2,945 |
11.5% |
959 |
3.7% |
11% |
False |
True |
7,679 |
20 |
30,535 |
25,390 |
5,145 |
20.0% |
855 |
3.3% |
6% |
False |
True |
4,211 |
40 |
32,705 |
25,390 |
7,315 |
28.5% |
817 |
3.2% |
4% |
False |
True |
2,413 |
60 |
32,705 |
25,250 |
7,455 |
29.0% |
884 |
3.4% |
6% |
False |
False |
1,619 |
80 |
32,705 |
25,250 |
7,455 |
29.0% |
855 |
3.3% |
6% |
False |
False |
1,215 |
100 |
32,705 |
25,250 |
7,455 |
29.0% |
853 |
3.3% |
6% |
False |
False |
972 |
120 |
32,705 |
24,375 |
8,330 |
32.4% |
849 |
3.3% |
16% |
False |
False |
810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,774 |
2.618 |
28,411 |
1.618 |
27,576 |
1.000 |
27,060 |
0.618 |
26,741 |
HIGH |
26,225 |
0.618 |
25,906 |
0.500 |
25,808 |
0.382 |
25,709 |
LOW |
25,390 |
0.618 |
24,874 |
1.000 |
24,555 |
1.618 |
24,039 |
2.618 |
23,204 |
4.250 |
21,841 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
25,808 |
26,680 |
PP |
25,772 |
26,353 |
S1 |
25,736 |
26,027 |
|