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 |
4,549.75 |
4,519.25 |
-30.50 |
-0.7% |
4,466.25 |
High |
4,553.25 |
4,520.50 |
-32.75 |
-0.7% |
4,597.50 |
Low |
4,495.75 |
4,483.25 |
-12.50 |
-0.3% |
4,463.50 |
Close |
4,520.50 |
4,505.25 |
-15.25 |
-0.3% |
4,571.00 |
Range |
57.50 |
37.25 |
-20.25 |
-35.2% |
134.00 |
ATR |
50.70 |
49.74 |
-0.96 |
-1.9% |
0.00 |
Volume |
46,347 |
196,560 |
150,213 |
324.1% |
61,079 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,614.75 |
4,597.25 |
4,525.75 |
|
R3 |
4,577.50 |
4,560.00 |
4,515.50 |
|
R2 |
4,540.25 |
4,540.25 |
4,512.00 |
|
R1 |
4,522.75 |
4,522.75 |
4,508.75 |
4,513.00 |
PP |
4,503.00 |
4,503.00 |
4,503.00 |
4,498.00 |
S1 |
4,485.50 |
4,485.50 |
4,501.75 |
4,475.50 |
S2 |
4,465.75 |
4,465.75 |
4,498.50 |
|
S3 |
4,428.50 |
4,448.25 |
4,495.00 |
|
S4 |
4,391.25 |
4,411.00 |
4,484.75 |
|
|
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 |
4,483.25 |
114.25 |
2.5% |
39.00 |
0.9% |
19% |
False |
True |
61,176 |
10 |
4,597.50 |
4,412.25 |
185.25 |
4.1% |
51.25 |
1.1% |
50% |
False |
False |
35,155 |
20 |
4,597.50 |
4,397.75 |
199.75 |
4.4% |
53.00 |
1.2% |
54% |
False |
False |
19,518 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
48.25 |
1.1% |
37% |
False |
False |
11,337 |
60 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
46.75 |
1.0% |
37% |
False |
False |
8,133 |
80 |
4,685.50 |
4,194.75 |
490.75 |
10.9% |
46.25 |
1.0% |
63% |
False |
False |
6,300 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.3% |
45.75 |
1.0% |
67% |
False |
False |
5,083 |
120 |
4,685.50 |
3,976.00 |
709.50 |
15.7% |
45.75 |
1.0% |
75% |
False |
False |
4,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,678.75 |
2.618 |
4,618.00 |
1.618 |
4,580.75 |
1.000 |
4,557.75 |
0.618 |
4,543.50 |
HIGH |
4,520.50 |
0.618 |
4,506.25 |
0.500 |
4,502.00 |
0.382 |
4,497.50 |
LOW |
4,483.25 |
0.618 |
4,460.25 |
1.000 |
4,446.00 |
1.618 |
4,423.00 |
2.618 |
4,385.75 |
4.250 |
4,325.00 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,504.00 |
4,532.00 |
PP |
4,503.00 |
4,523.00 |
S1 |
4,502.00 |
4,514.25 |
|