Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,966.4 |
1,966.7 |
0.3 |
0.0% |
1,944.0 |
High |
1,980.2 |
1,972.6 |
-7.6 |
-0.4% |
1,980.2 |
Low |
1,960.7 |
1,950.6 |
-10.1 |
-0.5% |
1,940.1 |
Close |
1,967.1 |
1,952.6 |
-14.5 |
-0.7% |
1,967.1 |
Range |
19.5 |
22.0 |
2.5 |
12.8% |
40.1 |
ATR |
17.6 |
17.9 |
0.3 |
1.8% |
0.0 |
Volume |
160,725 |
192,789 |
32,064 |
19.9% |
726,590 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.6 |
2,010.6 |
1,964.7 |
|
R3 |
2,002.6 |
1,988.6 |
1,958.7 |
|
R2 |
1,980.6 |
1,980.6 |
1,956.6 |
|
R1 |
1,966.6 |
1,966.6 |
1,954.6 |
1,962.6 |
PP |
1,958.6 |
1,958.6 |
1,958.6 |
1,956.6 |
S1 |
1,944.6 |
1,944.6 |
1,950.6 |
1,940.6 |
S2 |
1,936.6 |
1,936.6 |
1,948.6 |
|
S3 |
1,914.6 |
1,922.6 |
1,946.6 |
|
S4 |
1,892.6 |
1,900.6 |
1,940.5 |
|
|
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 |
1,941.7 |
38.5 |
2.0% |
18.0 |
0.9% |
28% |
False |
False |
160,765 |
10 |
1,980.2 |
1,917.5 |
62.7 |
3.2% |
17.5 |
0.9% |
56% |
False |
False |
152,488 |
20 |
1,980.2 |
1,913.6 |
66.6 |
3.4% |
16.5 |
0.8% |
59% |
False |
False |
145,949 |
40 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
18.1 |
0.9% |
34% |
False |
False |
120,024 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
19.4 |
1.0% |
34% |
False |
False |
83,448 |
80 |
2,103.6 |
1,913.6 |
190.0 |
9.7% |
20.9 |
1.1% |
21% |
False |
False |
63,245 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
22.6 |
1.2% |
18% |
False |
False |
51,020 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
24.2 |
1.2% |
18% |
False |
False |
42,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,066.1 |
2.618 |
2,030.2 |
1.618 |
2,008.2 |
1.000 |
1,994.6 |
0.618 |
1,986.2 |
HIGH |
1,972.6 |
0.618 |
1,964.2 |
0.500 |
1,961.6 |
0.382 |
1,959.0 |
LOW |
1,950.6 |
0.618 |
1,937.0 |
1.000 |
1,928.6 |
1.618 |
1,915.0 |
2.618 |
1,893.0 |
4.250 |
1,857.1 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,961.6 |
1,965.4 |
PP |
1,958.6 |
1,961.1 |
S1 |
1,955.6 |
1,956.9 |
|