| 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 |
15,702.25 |
15,726.50 |
24.25 |
0.2% |
15,185.00 |
| High |
15,801.00 |
15,855.50 |
54.50 |
0.3% |
15,855.50 |
| Low |
15,655.75 |
15,648.50 |
-7.25 |
0.0% |
15,163.75 |
| Close |
15,733.00 |
15,710.00 |
-23.00 |
-0.1% |
15,710.00 |
| Range |
145.25 |
207.00 |
61.75 |
42.5% |
691.75 |
| ATR |
261.61 |
257.71 |
-3.90 |
-1.5% |
0.00 |
| Volume |
2,833 |
3,641 |
808 |
28.5% |
14,278 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,359.00 |
16,241.50 |
15,823.75 |
|
| R3 |
16,152.00 |
16,034.50 |
15,767.00 |
|
| R2 |
15,945.00 |
15,945.00 |
15,748.00 |
|
| R1 |
15,827.50 |
15,827.50 |
15,729.00 |
15,782.75 |
| PP |
15,738.00 |
15,738.00 |
15,738.00 |
15,715.50 |
| S1 |
15,620.50 |
15,620.50 |
15,691.00 |
15,575.75 |
| S2 |
15,531.00 |
15,531.00 |
15,672.00 |
|
| S3 |
15,324.00 |
15,413.50 |
15,653.00 |
|
| S4 |
15,117.00 |
15,206.50 |
15,596.25 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,651.75 |
17,372.50 |
16,090.50 |
|
| R3 |
16,960.00 |
16,680.75 |
15,900.25 |
|
| R2 |
16,268.25 |
16,268.25 |
15,836.75 |
|
| R1 |
15,989.00 |
15,989.00 |
15,773.50 |
16,128.50 |
| PP |
15,576.50 |
15,576.50 |
15,576.50 |
15,646.25 |
| S1 |
15,297.25 |
15,297.25 |
15,646.50 |
15,437.00 |
| S2 |
14,884.75 |
14,884.75 |
15,583.25 |
|
| S3 |
14,193.00 |
14,605.50 |
15,519.75 |
|
| S4 |
13,501.25 |
13,913.75 |
15,329.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,855.50 |
15,163.75 |
691.75 |
4.4% |
209.25 |
1.3% |
79% |
True |
False |
2,855 |
| 10 |
15,855.50 |
14,905.00 |
950.50 |
6.1% |
282.00 |
1.8% |
85% |
True |
False |
2,732 |
| 20 |
15,855.50 |
14,792.00 |
1,063.50 |
6.8% |
265.25 |
1.7% |
86% |
True |
False |
2,532 |
| 40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.4% |
250.25 |
1.6% |
62% |
False |
False |
2,150 |
| 60 |
16,264.25 |
14,612.75 |
1,651.50 |
10.5% |
244.50 |
1.6% |
66% |
False |
False |
1,802 |
| 80 |
16,264.25 |
13,508.00 |
2,756.25 |
17.5% |
232.25 |
1.5% |
80% |
False |
False |
1,376 |
| 100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.2% |
210.50 |
1.3% |
83% |
False |
False |
1,102 |
| 120 |
16,264.25 |
12,350.00 |
3,914.25 |
24.9% |
194.50 |
1.2% |
86% |
False |
False |
918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,735.25 |
|
2.618 |
16,397.50 |
|
1.618 |
16,190.50 |
|
1.000 |
16,062.50 |
|
0.618 |
15,983.50 |
|
HIGH |
15,855.50 |
|
0.618 |
15,776.50 |
|
0.500 |
15,752.00 |
|
0.382 |
15,727.50 |
|
LOW |
15,648.50 |
|
0.618 |
15,520.50 |
|
1.000 |
15,441.50 |
|
1.618 |
15,313.50 |
|
2.618 |
15,106.50 |
|
4.250 |
14,768.75 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,752.00 |
15,708.50 |
| PP |
15,738.00 |
15,706.75 |
| S1 |
15,724.00 |
15,705.25 |
|