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 |
4,356.0 |
4,376.0 |
20.0 |
0.5% |
4,300.0 |
High |
4,370.0 |
4,376.0 |
6.0 |
0.1% |
4,388.0 |
Low |
4,322.0 |
4,310.0 |
-12.0 |
-0.3% |
4,297.0 |
Close |
4,341.0 |
4,318.0 |
-23.0 |
-0.5% |
4,318.0 |
Range |
48.0 |
66.0 |
18.0 |
37.5% |
91.0 |
ATR |
56.0 |
56.7 |
0.7 |
1.3% |
0.0 |
Volume |
20,536 |
3,292 |
-17,244 |
-84.0% |
40,263 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,532.7 |
4,491.3 |
4,354.3 |
|
R3 |
4,466.7 |
4,425.3 |
4,336.2 |
|
R2 |
4,400.7 |
4,400.7 |
4,330.1 |
|
R1 |
4,359.3 |
4,359.3 |
4,324.1 |
4,347.0 |
PP |
4,334.7 |
4,334.7 |
4,334.7 |
4,328.5 |
S1 |
4,293.3 |
4,293.3 |
4,312.0 |
4,281.0 |
S2 |
4,268.7 |
4,268.7 |
4,305.9 |
|
S3 |
4,202.7 |
4,227.3 |
4,299.9 |
|
S4 |
4,136.7 |
4,161.3 |
4,281.7 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,607.3 |
4,553.7 |
4,368.1 |
|
R3 |
4,516.3 |
4,462.7 |
4,343.0 |
|
R2 |
4,425.3 |
4,425.3 |
4,334.7 |
|
R1 |
4,371.7 |
4,371.7 |
4,326.3 |
4,398.5 |
PP |
4,334.3 |
4,334.3 |
4,334.3 |
4,347.8 |
S1 |
4,280.7 |
4,280.7 |
4,309.7 |
4,307.5 |
S2 |
4,243.3 |
4,243.3 |
4,301.3 |
|
S3 |
4,152.3 |
4,189.7 |
4,293.0 |
|
S4 |
4,061.3 |
4,098.7 |
4,268.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,388.0 |
4,297.0 |
91.0 |
2.1% |
50.0 |
1.2% |
23% |
False |
False |
8,052 |
10 |
4,388.0 |
4,249.0 |
139.0 |
3.2% |
55.8 |
1.3% |
50% |
False |
False |
6,309 |
20 |
4,446.0 |
4,221.0 |
225.0 |
5.2% |
52.3 |
1.2% |
43% |
False |
False |
4,599 |
40 |
4,533.0 |
4,221.0 |
312.0 |
7.2% |
44.8 |
1.0% |
31% |
False |
False |
2,445 |
60 |
4,533.0 |
4,221.0 |
312.0 |
7.2% |
39.2 |
0.9% |
31% |
False |
False |
2,168 |
80 |
4,533.0 |
4,221.0 |
312.0 |
7.2% |
32.7 |
0.8% |
31% |
False |
False |
1,629 |
100 |
4,533.0 |
4,221.0 |
312.0 |
7.2% |
26.7 |
0.6% |
31% |
False |
False |
1,388 |
120 |
4,533.0 |
3,996.0 |
537.0 |
12.4% |
22.3 |
0.5% |
60% |
False |
False |
1,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,656.5 |
2.618 |
4,548.8 |
1.618 |
4,482.8 |
1.000 |
4,442.0 |
0.618 |
4,416.8 |
HIGH |
4,376.0 |
0.618 |
4,350.8 |
0.500 |
4,343.0 |
0.382 |
4,335.2 |
LOW |
4,310.0 |
0.618 |
4,269.2 |
1.000 |
4,244.0 |
1.618 |
4,203.2 |
2.618 |
4,137.2 |
4.250 |
4,029.5 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,343.0 |
4,349.0 |
PP |
4,334.7 |
4,338.7 |
S1 |
4,326.3 |
4,328.3 |
|