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 |
4,567.25 |
4,568.50 |
1.25 |
0.0% |
4,466.25 |
High |
4,597.50 |
4,580.75 |
-16.75 |
-0.4% |
4,597.50 |
Low |
4,556.75 |
4,549.00 |
-7.75 |
-0.2% |
4,463.50 |
Close |
4,571.00 |
4,552.00 |
-19.00 |
-0.4% |
4,571.00 |
Range |
40.75 |
31.75 |
-9.00 |
-22.1% |
134.00 |
ATR |
51.60 |
50.18 |
-1.42 |
-2.7% |
0.00 |
Volume |
19,606 |
30,436 |
10,830 |
55.2% |
61,079 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,655.75 |
4,635.75 |
4,569.50 |
|
R3 |
4,624.00 |
4,604.00 |
4,560.75 |
|
R2 |
4,592.25 |
4,592.25 |
4,557.75 |
|
R1 |
4,572.25 |
4,572.25 |
4,555.00 |
4,566.50 |
PP |
4,560.50 |
4,560.50 |
4,560.50 |
4,557.75 |
S1 |
4,540.50 |
4,540.50 |
4,549.00 |
4,534.50 |
S2 |
4,528.75 |
4,528.75 |
4,546.25 |
|
S3 |
4,497.00 |
4,508.75 |
4,543.25 |
|
S4 |
4,465.25 |
4,477.00 |
4,534.50 |
|
|
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 |
4,482.00 |
115.50 |
2.5% |
42.25 |
0.9% |
61% |
False |
False |
17,455 |
10 |
4,597.50 |
4,412.25 |
185.25 |
4.1% |
54.00 |
1.2% |
75% |
False |
False |
11,917 |
20 |
4,597.50 |
4,397.75 |
199.75 |
4.4% |
54.00 |
1.2% |
77% |
False |
False |
7,913 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.3% |
48.00 |
1.1% |
54% |
False |
False |
5,363 |
60 |
4,685.50 |
4,373.00 |
312.50 |
6.9% |
46.50 |
1.0% |
57% |
False |
False |
4,132 |
80 |
4,685.50 |
4,186.00 |
499.50 |
11.0% |
46.00 |
1.0% |
73% |
False |
False |
3,276 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.2% |
46.00 |
1.0% |
76% |
False |
False |
2,658 |
120 |
4,685.50 |
3,969.00 |
716.50 |
15.7% |
46.25 |
1.0% |
81% |
False |
False |
2,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,715.75 |
2.618 |
4,663.75 |
1.618 |
4,632.00 |
1.000 |
4,612.50 |
0.618 |
4,600.25 |
HIGH |
4,580.75 |
0.618 |
4,568.50 |
0.500 |
4,565.00 |
0.382 |
4,561.25 |
LOW |
4,549.00 |
0.618 |
4,529.50 |
1.000 |
4,517.25 |
1.618 |
4,497.75 |
2.618 |
4,466.00 |
4.250 |
4,414.00 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,565.00 |
4,573.25 |
PP |
4,560.50 |
4,566.25 |
S1 |
4,556.25 |
4,559.00 |
|