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 |
4,519.25 |
4,507.00 |
-12.25 |
-0.3% |
4,568.50 |
High |
4,520.50 |
4,526.75 |
6.25 |
0.1% |
4,580.75 |
Low |
4,483.25 |
4,491.75 |
8.50 |
0.2% |
4,483.25 |
Close |
4,505.25 |
4,511.25 |
6.00 |
0.1% |
4,511.25 |
Range |
37.25 |
35.00 |
-2.25 |
-6.0% |
97.50 |
ATR |
49.74 |
48.69 |
-1.05 |
-2.1% |
0.00 |
Volume |
196,560 |
887,564 |
691,004 |
351.5% |
1,160,907 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,615.00 |
4,598.00 |
4,530.50 |
|
R3 |
4,580.00 |
4,563.00 |
4,521.00 |
|
R2 |
4,545.00 |
4,545.00 |
4,517.75 |
|
R1 |
4,528.00 |
4,528.00 |
4,514.50 |
4,536.50 |
PP |
4,510.00 |
4,510.00 |
4,510.00 |
4,514.00 |
S1 |
4,493.00 |
4,493.00 |
4,508.00 |
4,501.50 |
S2 |
4,475.00 |
4,475.00 |
4,504.75 |
|
S3 |
4,440.00 |
4,458.00 |
4,501.50 |
|
S4 |
4,405.00 |
4,423.00 |
4,492.00 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,817.50 |
4,762.00 |
4,565.00 |
|
R3 |
4,720.00 |
4,664.50 |
4,538.00 |
|
R2 |
4,622.50 |
4,622.50 |
4,529.00 |
|
R1 |
4,567.00 |
4,567.00 |
4,520.25 |
4,546.00 |
PP |
4,525.00 |
4,525.00 |
4,525.00 |
4,514.50 |
S1 |
4,469.50 |
4,469.50 |
4,502.25 |
4,448.50 |
S2 |
4,427.50 |
4,427.50 |
4,493.50 |
|
S3 |
4,330.00 |
4,372.00 |
4,484.50 |
|
S4 |
4,232.50 |
4,274.50 |
4,457.50 |
|
|
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% |
40.50 |
0.9% |
25% |
False |
False |
236,102 |
10 |
4,597.50 |
4,412.25 |
185.25 |
4.1% |
44.00 |
1.0% |
53% |
False |
False |
123,101 |
20 |
4,597.50 |
4,397.75 |
199.75 |
4.4% |
51.25 |
1.1% |
57% |
False |
False |
63,681 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
48.00 |
1.1% |
39% |
False |
False |
33,467 |
60 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
46.75 |
1.0% |
39% |
False |
False |
22,888 |
80 |
4,685.50 |
4,194.75 |
490.75 |
10.9% |
46.25 |
1.0% |
64% |
False |
False |
17,389 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.3% |
45.75 |
1.0% |
69% |
False |
False |
13,958 |
120 |
4,685.50 |
4,000.50 |
685.00 |
15.2% |
45.50 |
1.0% |
75% |
False |
False |
11,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,675.50 |
2.618 |
4,618.50 |
1.618 |
4,583.50 |
1.000 |
4,561.75 |
0.618 |
4,548.50 |
HIGH |
4,526.75 |
0.618 |
4,513.50 |
0.500 |
4,509.25 |
0.382 |
4,505.00 |
LOW |
4,491.75 |
0.618 |
4,470.00 |
1.000 |
4,456.75 |
1.618 |
4,435.00 |
2.618 |
4,400.00 |
4.250 |
4,343.00 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,510.50 |
4,518.25 |
PP |
4,510.00 |
4,516.00 |
S1 |
4,509.25 |
4,513.50 |
|