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 |
1,970.2 |
1,966.4 |
-3.8 |
-0.2% |
1,944.0 |
High |
1,974.9 |
1,980.2 |
5.3 |
0.3% |
1,980.2 |
Low |
1,965.5 |
1,960.7 |
-4.8 |
-0.2% |
1,940.1 |
Close |
1,965.9 |
1,967.1 |
1.2 |
0.1% |
1,967.1 |
Range |
9.4 |
19.5 |
10.1 |
107.4% |
40.1 |
ATR |
17.4 |
17.6 |
0.1 |
0.9% |
0.0 |
Volume |
133,712 |
160,725 |
27,013 |
20.2% |
726,590 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,027.8 |
2,017.0 |
1,977.8 |
|
R3 |
2,008.3 |
1,997.5 |
1,972.5 |
|
R2 |
1,988.8 |
1,988.8 |
1,970.7 |
|
R1 |
1,978.0 |
1,978.0 |
1,968.9 |
1,983.4 |
PP |
1,969.3 |
1,969.3 |
1,969.3 |
1,972.1 |
S1 |
1,958.5 |
1,958.5 |
1,965.3 |
1,963.9 |
S2 |
1,949.8 |
1,949.8 |
1,963.5 |
|
S3 |
1,930.3 |
1,939.0 |
1,961.7 |
|
S4 |
1,910.8 |
1,919.5 |
1,956.4 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,082.8 |
2,065.0 |
1,989.2 |
|
R3 |
2,042.7 |
2,024.9 |
1,978.1 |
|
R2 |
2,002.6 |
2,002.6 |
1,974.5 |
|
R1 |
1,984.8 |
1,984.8 |
1,970.8 |
1,993.7 |
PP |
1,962.5 |
1,962.5 |
1,962.5 |
1,966.9 |
S1 |
1,944.7 |
1,944.7 |
1,963.4 |
1,953.6 |
S2 |
1,922.4 |
1,922.4 |
1,959.7 |
|
S3 |
1,882.3 |
1,904.6 |
1,956.1 |
|
S4 |
1,842.2 |
1,864.5 |
1,945.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,980.2 |
1,940.1 |
40.1 |
2.0% |
16.4 |
0.8% |
67% |
True |
False |
145,318 |
10 |
1,980.2 |
1,913.6 |
66.6 |
3.4% |
16.7 |
0.8% |
80% |
True |
False |
147,020 |
20 |
1,981.7 |
1,913.6 |
68.1 |
3.5% |
16.2 |
0.8% |
79% |
False |
False |
141,530 |
40 |
2,028.6 |
1,913.6 |
115.0 |
5.8% |
18.0 |
0.9% |
47% |
False |
False |
116,533 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.8% |
19.5 |
1.0% |
47% |
False |
False |
80,300 |
80 |
2,112.4 |
1,913.6 |
198.8 |
10.1% |
20.9 |
1.1% |
27% |
False |
False |
60,887 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.0% |
22.6 |
1.1% |
25% |
False |
False |
49,121 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.0% |
24.2 |
1.2% |
25% |
False |
False |
41,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,063.1 |
2.618 |
2,031.3 |
1.618 |
2,011.8 |
1.000 |
1,999.7 |
0.618 |
1,992.3 |
HIGH |
1,980.2 |
0.618 |
1,972.8 |
0.500 |
1,970.5 |
0.382 |
1,968.1 |
LOW |
1,960.7 |
0.618 |
1,948.6 |
1.000 |
1,941.2 |
1.618 |
1,929.1 |
2.618 |
1,909.6 |
4.250 |
1,877.8 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,970.5 |
1,970.5 |
PP |
1,969.3 |
1,969.3 |
S1 |
1,968.2 |
1,968.2 |
|