Trading Metrics calculated at close of trading on 07-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,951.5 |
1,942.2 |
-9.3 |
-0.5% |
1,944.0 |
High |
1,954.5 |
1,947.9 |
-6.6 |
-0.3% |
1,980.2 |
Low |
1,940.0 |
1,940.3 |
0.3 |
0.0% |
1,940.1 |
Close |
1,944.2 |
1,942.5 |
-1.7 |
-0.1% |
1,967.1 |
Range |
14.5 |
7.6 |
-6.9 |
-47.6% |
40.1 |
ATR |
17.6 |
16.9 |
-0.7 |
-4.1% |
0.0 |
Volume |
148,775 |
117,168 |
-31,607 |
-21.2% |
726,590 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.4 |
1,962.0 |
1,946.7 |
|
R3 |
1,958.8 |
1,954.4 |
1,944.6 |
|
R2 |
1,951.2 |
1,951.2 |
1,943.9 |
|
R1 |
1,946.8 |
1,946.8 |
1,943.2 |
1,949.0 |
PP |
1,943.6 |
1,943.6 |
1,943.6 |
1,944.7 |
S1 |
1,939.2 |
1,939.2 |
1,941.8 |
1,941.4 |
S2 |
1,936.0 |
1,936.0 |
1,941.1 |
|
S3 |
1,928.4 |
1,931.6 |
1,940.4 |
|
S4 |
1,920.8 |
1,924.0 |
1,938.3 |
|
|
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% |
14.6 |
0.8% |
6% |
False |
False |
150,633 |
10 |
1,980.2 |
1,931.0 |
49.2 |
2.5% |
15.8 |
0.8% |
23% |
False |
False |
148,970 |
20 |
1,980.2 |
1,913.6 |
66.6 |
3.4% |
15.9 |
0.8% |
43% |
False |
False |
145,166 |
40 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
17.6 |
0.9% |
25% |
False |
False |
124,544 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
19.2 |
1.0% |
25% |
False |
False |
87,749 |
80 |
2,084.4 |
1,913.6 |
170.8 |
8.8% |
20.5 |
1.1% |
17% |
False |
False |
66,494 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
21.9 |
1.1% |
13% |
False |
False |
53,634 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
23.8 |
1.2% |
13% |
False |
False |
45,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.2 |
2.618 |
1,967.8 |
1.618 |
1,960.2 |
1.000 |
1,955.5 |
0.618 |
1,952.6 |
HIGH |
1,947.9 |
0.618 |
1,945.0 |
0.500 |
1,944.1 |
0.382 |
1,943.2 |
LOW |
1,940.3 |
0.618 |
1,935.6 |
1.000 |
1,932.7 |
1.618 |
1,928.0 |
2.618 |
1,920.4 |
4.250 |
1,908.0 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,944.1 |
1,956.3 |
PP |
1,943.6 |
1,951.7 |
S1 |
1,943.0 |
1,947.1 |
|