Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,942.2 |
1,943.8 |
1.6 |
0.1% |
1,966.7 |
High |
1,947.9 |
1,954.0 |
6.1 |
0.3% |
1,972.6 |
Low |
1,940.3 |
1,940.8 |
0.5 |
0.0% |
1,940.0 |
Close |
1,942.5 |
1,942.7 |
0.2 |
0.0% |
1,942.7 |
Range |
7.6 |
13.2 |
5.6 |
73.7% |
32.6 |
ATR |
16.9 |
16.7 |
-0.3 |
-1.6% |
0.0 |
Volume |
117,168 |
138,694 |
21,526 |
18.4% |
597,426 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.4 |
1,977.3 |
1,950.0 |
|
R3 |
1,972.2 |
1,964.1 |
1,946.3 |
|
R2 |
1,959.0 |
1,959.0 |
1,945.1 |
|
R1 |
1,950.9 |
1,950.9 |
1,943.9 |
1,948.4 |
PP |
1,945.8 |
1,945.8 |
1,945.8 |
1,944.6 |
S1 |
1,937.7 |
1,937.7 |
1,941.5 |
1,935.2 |
S2 |
1,932.6 |
1,932.6 |
1,940.3 |
|
S3 |
1,919.4 |
1,924.5 |
1,939.1 |
|
S4 |
1,906.2 |
1,911.3 |
1,935.4 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.6 |
2,028.7 |
1,960.6 |
|
R3 |
2,017.0 |
1,996.1 |
1,951.7 |
|
R2 |
1,984.4 |
1,984.4 |
1,948.7 |
|
R1 |
1,963.5 |
1,963.5 |
1,945.7 |
1,957.7 |
PP |
1,951.8 |
1,951.8 |
1,951.8 |
1,948.8 |
S1 |
1,930.9 |
1,930.9 |
1,939.7 |
1,925.1 |
S2 |
1,919.2 |
1,919.2 |
1,936.7 |
|
S3 |
1,886.6 |
1,898.3 |
1,933.7 |
|
S4 |
1,854.0 |
1,865.7 |
1,924.8 |
|
|
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% |
15.4 |
0.8% |
7% |
False |
False |
151,630 |
10 |
1,980.2 |
1,931.0 |
49.2 |
2.5% |
15.9 |
0.8% |
24% |
False |
False |
149,100 |
20 |
1,980.2 |
1,913.6 |
66.6 |
3.4% |
15.6 |
0.8% |
44% |
False |
False |
143,688 |
40 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
17.7 |
0.9% |
25% |
False |
False |
126,726 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
18.8 |
1.0% |
25% |
False |
False |
89,950 |
80 |
2,079.5 |
1,913.6 |
165.9 |
8.5% |
20.5 |
1.1% |
18% |
False |
False |
68,200 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
21.7 |
1.1% |
13% |
False |
False |
55,011 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
23.4 |
1.2% |
13% |
False |
False |
46,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.1 |
2.618 |
1,988.6 |
1.618 |
1,975.4 |
1.000 |
1,967.2 |
0.618 |
1,962.2 |
HIGH |
1,954.0 |
0.618 |
1,949.0 |
0.500 |
1,947.4 |
0.382 |
1,945.8 |
LOW |
1,940.8 |
0.618 |
1,932.6 |
1.000 |
1,927.6 |
1.618 |
1,919.4 |
2.618 |
1,906.2 |
4.250 |
1,884.7 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,947.4 |
1,947.3 |
PP |
1,945.8 |
1,945.7 |
S1 |
1,944.3 |
1,944.2 |
|