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 |
1,966.7 |
1,951.5 |
-15.2 |
-0.8% |
1,944.0 |
High |
1,972.6 |
1,954.5 |
-18.1 |
-0.9% |
1,980.2 |
Low |
1,950.6 |
1,940.0 |
-10.6 |
-0.5% |
1,940.1 |
Close |
1,952.6 |
1,944.2 |
-8.4 |
-0.4% |
1,967.1 |
Range |
22.0 |
14.5 |
-7.5 |
-34.1% |
40.1 |
ATR |
17.9 |
17.6 |
-0.2 |
-1.4% |
0.0 |
Volume |
192,789 |
148,775 |
-44,014 |
-22.8% |
726,590 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,989.7 |
1,981.5 |
1,952.2 |
|
R3 |
1,975.2 |
1,967.0 |
1,948.2 |
|
R2 |
1,960.7 |
1,960.7 |
1,946.9 |
|
R1 |
1,952.5 |
1,952.5 |
1,945.5 |
1,949.4 |
PP |
1,946.2 |
1,946.2 |
1,946.2 |
1,944.7 |
S1 |
1,938.0 |
1,938.0 |
1,942.9 |
1,934.9 |
S2 |
1,931.7 |
1,931.7 |
1,941.5 |
|
S3 |
1,917.2 |
1,923.5 |
1,940.2 |
|
S4 |
1,902.7 |
1,909.0 |
1,936.2 |
|
|
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 |
1,940.0 |
40.2 |
2.1% |
15.9 |
0.8% |
10% |
False |
True |
155,676 |
10 |
1,980.2 |
1,926.2 |
54.0 |
2.8% |
17.4 |
0.9% |
33% |
False |
False |
154,257 |
20 |
1,980.2 |
1,913.6 |
66.6 |
3.4% |
16.4 |
0.8% |
46% |
False |
False |
146,271 |
40 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
18.1 |
0.9% |
27% |
False |
False |
122,721 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
19.3 |
1.0% |
27% |
False |
False |
85,866 |
80 |
2,084.4 |
1,913.6 |
170.8 |
8.8% |
20.7 |
1.1% |
18% |
False |
False |
65,051 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
22.4 |
1.2% |
14% |
False |
False |
52,486 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
24.0 |
1.2% |
14% |
False |
False |
44,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,016.1 |
2.618 |
1,992.5 |
1.618 |
1,978.0 |
1.000 |
1,969.0 |
0.618 |
1,963.5 |
HIGH |
1,954.5 |
0.618 |
1,949.0 |
0.500 |
1,947.3 |
0.382 |
1,945.5 |
LOW |
1,940.0 |
0.618 |
1,931.0 |
1.000 |
1,925.5 |
1.618 |
1,916.5 |
2.618 |
1,902.0 |
4.250 |
1,878.4 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,947.3 |
1,960.1 |
PP |
1,946.2 |
1,954.8 |
S1 |
1,945.2 |
1,949.5 |
|