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 |
4,376.0 |
4,303.0 |
-73.0 |
-1.7% |
4,300.0 |
High |
4,376.0 |
4,320.0 |
-56.0 |
-1.3% |
4,388.0 |
Low |
4,310.0 |
4,269.0 |
-41.0 |
-1.0% |
4,297.0 |
Close |
4,318.0 |
4,303.0 |
-15.0 |
-0.3% |
4,318.0 |
Range |
66.0 |
51.0 |
-15.0 |
-22.7% |
91.0 |
ATR |
56.7 |
56.3 |
-0.4 |
-0.7% |
0.0 |
Volume |
3,292 |
15,916 |
12,624 |
383.5% |
40,263 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,450.3 |
4,427.7 |
4,331.1 |
|
R3 |
4,399.3 |
4,376.7 |
4,317.0 |
|
R2 |
4,348.3 |
4,348.3 |
4,312.4 |
|
R1 |
4,325.7 |
4,325.7 |
4,307.7 |
4,328.5 |
PP |
4,297.3 |
4,297.3 |
4,297.3 |
4,298.8 |
S1 |
4,274.7 |
4,274.7 |
4,298.3 |
4,277.5 |
S2 |
4,246.3 |
4,246.3 |
4,293.7 |
|
S3 |
4,195.3 |
4,223.7 |
4,289.0 |
|
S4 |
4,144.3 |
4,172.7 |
4,275.0 |
|
|
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 |
4,269.0 |
119.0 |
2.8% |
51.6 |
1.2% |
29% |
False |
True |
11,008 |
10 |
4,388.0 |
4,255.0 |
133.0 |
3.1% |
55.6 |
1.3% |
36% |
False |
False |
6,692 |
20 |
4,446.0 |
4,221.0 |
225.0 |
5.2% |
53.0 |
1.2% |
36% |
False |
False |
5,384 |
40 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
45.3 |
1.1% |
26% |
False |
False |
2,843 |
60 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
39.9 |
0.9% |
26% |
False |
False |
2,289 |
80 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
33.2 |
0.8% |
26% |
False |
False |
1,828 |
100 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
27.2 |
0.6% |
26% |
False |
False |
1,545 |
120 |
4,533.0 |
4,041.0 |
492.0 |
11.4% |
22.7 |
0.5% |
53% |
False |
False |
1,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,536.8 |
2.618 |
4,453.5 |
1.618 |
4,402.5 |
1.000 |
4,371.0 |
0.618 |
4,351.5 |
HIGH |
4,320.0 |
0.618 |
4,300.5 |
0.500 |
4,294.5 |
0.382 |
4,288.5 |
LOW |
4,269.0 |
0.618 |
4,237.5 |
1.000 |
4,218.0 |
1.618 |
4,186.5 |
2.618 |
4,135.5 |
4.250 |
4,052.3 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,300.2 |
4,322.5 |
PP |
4,297.3 |
4,316.0 |
S1 |
4,294.5 |
4,309.5 |
|