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 |
4,303.0 |
4,296.0 |
-7.0 |
-0.2% |
4,300.0 |
High |
4,320.0 |
4,299.0 |
-21.0 |
-0.5% |
4,388.0 |
Low |
4,269.0 |
4,256.0 |
-13.0 |
-0.3% |
4,297.0 |
Close |
4,303.0 |
4,272.0 |
-31.0 |
-0.7% |
4,318.0 |
Range |
51.0 |
43.0 |
-8.0 |
-15.7% |
91.0 |
ATR |
56.3 |
55.6 |
-0.7 |
-1.2% |
0.0 |
Volume |
15,916 |
103,141 |
87,225 |
548.0% |
40,263 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,404.7 |
4,381.3 |
4,295.7 |
|
R3 |
4,361.7 |
4,338.3 |
4,283.8 |
|
R2 |
4,318.7 |
4,318.7 |
4,279.9 |
|
R1 |
4,295.3 |
4,295.3 |
4,275.9 |
4,285.5 |
PP |
4,275.7 |
4,275.7 |
4,275.7 |
4,270.8 |
S1 |
4,252.3 |
4,252.3 |
4,268.1 |
4,242.5 |
S2 |
4,232.7 |
4,232.7 |
4,264.1 |
|
S3 |
4,189.7 |
4,209.3 |
4,260.2 |
|
S4 |
4,146.7 |
4,166.3 |
4,248.4 |
|
|
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 |
4,256.0 |
132.0 |
3.1% |
52.8 |
1.2% |
12% |
False |
True |
31,384 |
10 |
4,388.0 |
4,255.0 |
133.0 |
3.1% |
54.4 |
1.3% |
13% |
False |
False |
16,188 |
20 |
4,446.0 |
4,221.0 |
225.0 |
5.3% |
52.0 |
1.2% |
23% |
False |
False |
10,538 |
40 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
45.5 |
1.1% |
16% |
False |
False |
5,416 |
60 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
40.5 |
0.9% |
16% |
False |
False |
4,008 |
80 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
33.8 |
0.8% |
16% |
False |
False |
3,117 |
100 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
27.7 |
0.6% |
16% |
False |
False |
2,547 |
120 |
4,533.0 |
4,041.0 |
492.0 |
11.5% |
23.0 |
0.5% |
47% |
False |
False |
2,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,481.8 |
2.618 |
4,411.6 |
1.618 |
4,368.6 |
1.000 |
4,342.0 |
0.618 |
4,325.6 |
HIGH |
4,299.0 |
0.618 |
4,282.6 |
0.500 |
4,277.5 |
0.382 |
4,272.4 |
LOW |
4,256.0 |
0.618 |
4,229.4 |
1.000 |
4,213.0 |
1.618 |
4,186.4 |
2.618 |
4,143.4 |
4.250 |
4,073.3 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,277.5 |
4,316.0 |
PP |
4,275.7 |
4,301.3 |
S1 |
4,273.8 |
4,286.7 |
|