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 |
4,568.50 |
4,549.75 |
-18.75 |
-0.4% |
4,466.25 |
High |
4,580.75 |
4,553.25 |
-27.50 |
-0.6% |
4,597.50 |
Low |
4,549.00 |
4,495.75 |
-53.25 |
-1.2% |
4,463.50 |
Close |
4,552.00 |
4,520.50 |
-31.50 |
-0.7% |
4,571.00 |
Range |
31.75 |
57.50 |
25.75 |
81.1% |
134.00 |
ATR |
50.18 |
50.70 |
0.52 |
1.0% |
0.00 |
Volume |
30,436 |
46,347 |
15,911 |
52.3% |
61,079 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,695.75 |
4,665.50 |
4,552.00 |
|
R3 |
4,638.25 |
4,608.00 |
4,536.25 |
|
R2 |
4,580.75 |
4,580.75 |
4,531.00 |
|
R1 |
4,550.50 |
4,550.50 |
4,525.75 |
4,537.00 |
PP |
4,523.25 |
4,523.25 |
4,523.25 |
4,516.25 |
S1 |
4,493.00 |
4,493.00 |
4,515.25 |
4,479.50 |
S2 |
4,465.75 |
4,465.75 |
4,510.00 |
|
S3 |
4,408.25 |
4,435.50 |
4,504.75 |
|
S4 |
4,350.75 |
4,378.00 |
4,489.00 |
|
|
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 |
4,495.75 |
101.75 |
2.3% |
38.25 |
0.8% |
24% |
False |
True |
24,754 |
10 |
4,597.50 |
4,412.25 |
185.25 |
4.1% |
55.00 |
1.2% |
58% |
False |
False |
16,030 |
20 |
4,597.50 |
4,397.75 |
199.75 |
4.4% |
54.00 |
1.2% |
61% |
False |
False |
9,856 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
48.50 |
1.1% |
43% |
False |
False |
6,490 |
60 |
4,685.50 |
4,395.25 |
290.25 |
6.4% |
46.75 |
1.0% |
43% |
False |
False |
4,872 |
80 |
4,685.50 |
4,186.00 |
499.50 |
11.0% |
46.25 |
1.0% |
67% |
False |
False |
3,854 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.3% |
46.00 |
1.0% |
70% |
False |
False |
3,122 |
120 |
4,685.50 |
3,976.00 |
709.50 |
15.7% |
46.00 |
1.0% |
77% |
False |
False |
2,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,797.50 |
2.618 |
4,703.75 |
1.618 |
4,646.25 |
1.000 |
4,610.75 |
0.618 |
4,588.75 |
HIGH |
4,553.25 |
0.618 |
4,531.25 |
0.500 |
4,524.50 |
0.382 |
4,517.75 |
LOW |
4,495.75 |
0.618 |
4,460.25 |
1.000 |
4,438.25 |
1.618 |
4,402.75 |
2.618 |
4,345.25 |
4.250 |
4,251.50 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,524.50 |
4,546.50 |
PP |
4,523.25 |
4,538.00 |
S1 |
4,521.75 |
4,529.25 |
|