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 |
4,576.75 |
4,567.25 |
-9.50 |
-0.2% |
4,466.25 |
High |
4,590.50 |
4,597.50 |
7.00 |
0.2% |
4,597.50 |
Low |
4,562.75 |
4,556.75 |
-6.00 |
-0.1% |
4,463.50 |
Close |
4,565.75 |
4,571.00 |
5.25 |
0.1% |
4,571.00 |
Range |
27.75 |
40.75 |
13.00 |
46.8% |
134.00 |
ATR |
52.43 |
51.60 |
-0.83 |
-1.6% |
0.00 |
Volume |
12,933 |
19,606 |
6,673 |
51.6% |
61,079 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,697.25 |
4,675.00 |
4,593.50 |
|
R3 |
4,656.50 |
4,634.25 |
4,582.25 |
|
R2 |
4,615.75 |
4,615.75 |
4,578.50 |
|
R1 |
4,593.50 |
4,593.50 |
4,574.75 |
4,604.50 |
PP |
4,575.00 |
4,575.00 |
4,575.00 |
4,580.75 |
S1 |
4,552.75 |
4,552.75 |
4,567.25 |
4,564.00 |
S2 |
4,534.25 |
4,534.25 |
4,563.50 |
|
S3 |
4,493.50 |
4,512.00 |
4,559.75 |
|
S4 |
4,452.75 |
4,471.25 |
4,548.50 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,946.00 |
4,892.50 |
4,644.75 |
|
R3 |
4,812.00 |
4,758.50 |
4,607.75 |
|
R2 |
4,678.00 |
4,678.00 |
4,595.50 |
|
R1 |
4,624.50 |
4,624.50 |
4,583.25 |
4,651.25 |
PP |
4,544.00 |
4,544.00 |
4,544.00 |
4,557.50 |
S1 |
4,490.50 |
4,490.50 |
4,558.75 |
4,517.25 |
S2 |
4,410.00 |
4,410.00 |
4,546.50 |
|
S3 |
4,276.00 |
4,356.50 |
4,534.25 |
|
S4 |
4,142.00 |
4,222.50 |
4,497.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,597.50 |
4,463.50 |
134.00 |
2.9% |
42.75 |
0.9% |
80% |
True |
False |
12,215 |
10 |
4,597.50 |
4,412.25 |
185.25 |
4.1% |
55.75 |
1.2% |
86% |
True |
False |
9,266 |
20 |
4,597.50 |
4,397.75 |
199.75 |
4.4% |
54.50 |
1.2% |
87% |
True |
False |
6,489 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.3% |
48.25 |
1.1% |
60% |
False |
False |
4,627 |
60 |
4,685.50 |
4,352.00 |
333.50 |
7.3% |
46.50 |
1.0% |
66% |
False |
False |
3,640 |
80 |
4,685.50 |
4,185.75 |
499.75 |
10.9% |
46.50 |
1.0% |
77% |
False |
False |
2,898 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.1% |
46.25 |
1.0% |
79% |
False |
False |
2,354 |
120 |
4,685.50 |
3,930.00 |
755.50 |
16.5% |
46.50 |
1.0% |
85% |
False |
False |
1,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,770.75 |
2.618 |
4,704.25 |
1.618 |
4,663.50 |
1.000 |
4,638.25 |
0.618 |
4,622.75 |
HIGH |
4,597.50 |
0.618 |
4,582.00 |
0.500 |
4,577.00 |
0.382 |
4,572.25 |
LOW |
4,556.75 |
0.618 |
4,531.50 |
1.000 |
4,516.00 |
1.618 |
4,490.75 |
2.618 |
4,450.00 |
4.250 |
4,383.50 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,577.00 |
4,572.00 |
PP |
4,575.00 |
4,571.50 |
S1 |
4,573.00 |
4,571.25 |
|