Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
25,985 |
25,795 |
-190 |
-0.7% |
26,210 |
High |
26,170 |
26,140 |
-30 |
-0.1% |
28,335 |
Low |
25,575 |
25,335 |
-240 |
-0.9% |
25,390 |
Close |
25,735 |
25,705 |
-30 |
-0.1% |
25,700 |
Range |
595 |
805 |
210 |
35.3% |
2,945 |
ATR |
938 |
929 |
-10 |
-1.0% |
0 |
Volume |
4,758 |
5,237 |
479 |
10.1% |
47,741 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,142 |
27,728 |
26,148 |
|
R3 |
27,337 |
26,923 |
25,926 |
|
R2 |
26,532 |
26,532 |
25,853 |
|
R1 |
26,118 |
26,118 |
25,779 |
25,923 |
PP |
25,727 |
25,727 |
25,727 |
25,629 |
S1 |
25,313 |
25,313 |
25,631 |
25,118 |
S2 |
24,922 |
24,922 |
25,557 |
|
S3 |
24,117 |
24,508 |
25,484 |
|
S4 |
23,312 |
23,703 |
25,262 |
|
|
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 |
27,970 |
25,335 |
2,635 |
10.3% |
954 |
3.7% |
14% |
False |
True |
6,903 |
10 |
28,335 |
25,335 |
3,000 |
11.7% |
1,001 |
3.9% |
12% |
False |
True |
7,877 |
20 |
30,535 |
25,335 |
5,200 |
20.2% |
846 |
3.3% |
7% |
False |
True |
4,648 |
40 |
32,705 |
25,335 |
7,370 |
28.7% |
813 |
3.2% |
5% |
False |
True |
2,660 |
60 |
32,705 |
25,250 |
7,455 |
29.0% |
891 |
3.5% |
6% |
False |
False |
1,785 |
80 |
32,705 |
25,250 |
7,455 |
29.0% |
854 |
3.3% |
6% |
False |
False |
1,340 |
100 |
32,705 |
25,250 |
7,455 |
29.0% |
856 |
3.3% |
6% |
False |
False |
1,072 |
120 |
32,705 |
25,240 |
7,465 |
29.0% |
847 |
3.3% |
6% |
False |
False |
893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,561 |
2.618 |
28,247 |
1.618 |
27,442 |
1.000 |
26,945 |
0.618 |
26,637 |
HIGH |
26,140 |
0.618 |
25,832 |
0.500 |
25,738 |
0.382 |
25,643 |
LOW |
25,335 |
0.618 |
24,838 |
1.000 |
24,530 |
1.618 |
24,033 |
2.618 |
23,228 |
4.250 |
21,914 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
25,738 |
25,780 |
PP |
25,727 |
25,755 |
S1 |
25,716 |
25,730 |
|