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 |
4,274.0 |
4,254.0 |
-20.0 |
-0.5% |
4,303.0 |
High |
4,284.0 |
4,275.0 |
-9.0 |
-0.2% |
4,320.0 |
Low |
4,241.0 |
4,210.0 |
-31.0 |
-0.7% |
4,210.0 |
Close |
4,249.0 |
4,270.0 |
21.0 |
0.5% |
4,270.0 |
Range |
43.0 |
65.0 |
22.0 |
51.2% |
110.0 |
ATR |
54.7 |
55.5 |
0.7 |
1.3% |
0.0 |
Volume |
186,789 |
527,900 |
341,111 |
182.6% |
833,746 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,446.7 |
4,423.3 |
4,305.8 |
|
R3 |
4,381.7 |
4,358.3 |
4,287.9 |
|
R2 |
4,316.7 |
4,316.7 |
4,281.9 |
|
R1 |
4,293.3 |
4,293.3 |
4,276.0 |
4,305.0 |
PP |
4,251.7 |
4,251.7 |
4,251.7 |
4,257.5 |
S1 |
4,228.3 |
4,228.3 |
4,264.0 |
4,240.0 |
S2 |
4,186.7 |
4,186.7 |
4,258.1 |
|
S3 |
4,121.7 |
4,163.3 |
4,252.1 |
|
S4 |
4,056.7 |
4,098.3 |
4,234.3 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,596.7 |
4,543.3 |
4,330.5 |
|
R3 |
4,486.7 |
4,433.3 |
4,300.3 |
|
R2 |
4,376.7 |
4,376.7 |
4,290.2 |
|
R1 |
4,323.3 |
4,323.3 |
4,280.1 |
4,295.0 |
PP |
4,266.7 |
4,266.7 |
4,266.7 |
4,252.5 |
S1 |
4,213.3 |
4,213.3 |
4,259.9 |
4,185.0 |
S2 |
4,156.7 |
4,156.7 |
4,249.8 |
|
S3 |
4,046.7 |
4,103.3 |
4,239.8 |
|
S4 |
3,936.7 |
3,993.3 |
4,209.5 |
|
|
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 |
4,210.0 |
166.0 |
3.9% |
53.6 |
1.3% |
36% |
False |
True |
167,407 |
10 |
4,388.0 |
4,210.0 |
178.0 |
4.2% |
50.1 |
1.2% |
34% |
False |
True |
87,424 |
20 |
4,408.0 |
4,210.0 |
198.0 |
4.6% |
52.9 |
1.2% |
30% |
False |
True |
46,227 |
40 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
45.9 |
1.1% |
19% |
False |
True |
23,216 |
60 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
42.1 |
1.0% |
19% |
False |
True |
15,819 |
80 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
35.0 |
0.8% |
19% |
False |
True |
12,051 |
100 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
28.7 |
0.7% |
19% |
False |
True |
9,679 |
120 |
4,533.0 |
4,108.0 |
425.0 |
10.0% |
23.9 |
0.6% |
38% |
False |
False |
8,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,551.3 |
2.618 |
4,445.2 |
1.618 |
4,380.2 |
1.000 |
4,340.0 |
0.618 |
4,315.2 |
HIGH |
4,275.0 |
0.618 |
4,250.2 |
0.500 |
4,242.5 |
0.382 |
4,234.8 |
LOW |
4,210.0 |
0.618 |
4,169.8 |
1.000 |
4,145.0 |
1.618 |
4,104.8 |
2.618 |
4,039.8 |
4.250 |
3,933.8 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,260.8 |
4,264.8 |
PP |
4,251.7 |
4,259.7 |
S1 |
4,242.5 |
4,254.5 |
|