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 |
4,296.0 |
4,274.0 |
-22.0 |
-0.5% |
4,300.0 |
High |
4,299.0 |
4,284.0 |
-15.0 |
-0.3% |
4,388.0 |
Low |
4,256.0 |
4,241.0 |
-15.0 |
-0.4% |
4,297.0 |
Close |
4,272.0 |
4,249.0 |
-23.0 |
-0.5% |
4,318.0 |
Range |
43.0 |
43.0 |
0.0 |
0.0% |
91.0 |
ATR |
55.6 |
54.7 |
-0.9 |
-1.6% |
0.0 |
Volume |
103,141 |
186,789 |
83,648 |
81.1% |
40,263 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,387.0 |
4,361.0 |
4,272.7 |
|
R3 |
4,344.0 |
4,318.0 |
4,260.8 |
|
R2 |
4,301.0 |
4,301.0 |
4,256.9 |
|
R1 |
4,275.0 |
4,275.0 |
4,252.9 |
4,266.5 |
PP |
4,258.0 |
4,258.0 |
4,258.0 |
4,253.8 |
S1 |
4,232.0 |
4,232.0 |
4,245.1 |
4,223.5 |
S2 |
4,215.0 |
4,215.0 |
4,241.1 |
|
S3 |
4,172.0 |
4,189.0 |
4,237.2 |
|
S4 |
4,129.0 |
4,146.0 |
4,225.4 |
|
|
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 |
4,376.0 |
4,241.0 |
135.0 |
3.2% |
50.2 |
1.2% |
6% |
False |
True |
65,934 |
10 |
4,388.0 |
4,241.0 |
147.0 |
3.5% |
54.0 |
1.3% |
5% |
False |
True |
34,736 |
20 |
4,446.0 |
4,221.0 |
225.0 |
5.3% |
52.4 |
1.2% |
12% |
False |
False |
19,873 |
40 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
45.3 |
1.1% |
9% |
False |
False |
10,029 |
60 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
41.2 |
1.0% |
9% |
False |
False |
7,121 |
80 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
34.2 |
0.8% |
9% |
False |
False |
5,452 |
100 |
4,533.0 |
4,221.0 |
312.0 |
7.3% |
28.1 |
0.7% |
9% |
False |
False |
4,415 |
120 |
4,533.0 |
4,094.0 |
439.0 |
10.3% |
23.4 |
0.6% |
35% |
False |
False |
3,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,466.8 |
2.618 |
4,396.6 |
1.618 |
4,353.6 |
1.000 |
4,327.0 |
0.618 |
4,310.6 |
HIGH |
4,284.0 |
0.618 |
4,267.6 |
0.500 |
4,262.5 |
0.382 |
4,257.4 |
LOW |
4,241.0 |
0.618 |
4,214.4 |
1.000 |
4,198.0 |
1.618 |
4,171.4 |
2.618 |
4,128.4 |
4.250 |
4,058.3 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,262.5 |
4,280.5 |
PP |
4,258.0 |
4,270.0 |
S1 |
4,253.5 |
4,259.5 |
|