| 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 |
15,726.50 |
15,709.00 |
-17.50 |
-0.1% |
15,185.00 |
| High |
15,855.50 |
15,784.25 |
-71.25 |
-0.4% |
15,855.50 |
| Low |
15,648.50 |
15,612.25 |
-36.25 |
-0.2% |
15,163.75 |
| Close |
15,710.00 |
15,732.00 |
22.00 |
0.1% |
15,710.00 |
| Range |
207.00 |
172.00 |
-35.00 |
-16.9% |
691.75 |
| ATR |
257.71 |
251.59 |
-6.12 |
-2.4% |
0.00 |
| Volume |
3,641 |
10,515 |
6,874 |
188.8% |
14,278 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,225.50 |
16,150.75 |
15,826.50 |
|
| R3 |
16,053.50 |
15,978.75 |
15,779.25 |
|
| R2 |
15,881.50 |
15,881.50 |
15,763.50 |
|
| R1 |
15,806.75 |
15,806.75 |
15,747.75 |
15,844.00 |
| PP |
15,709.50 |
15,709.50 |
15,709.50 |
15,728.25 |
| S1 |
15,634.75 |
15,634.75 |
15,716.25 |
15,672.00 |
| S2 |
15,537.50 |
15,537.50 |
15,700.50 |
|
| S3 |
15,365.50 |
15,462.75 |
15,684.75 |
|
| S4 |
15,193.50 |
15,290.75 |
15,637.50 |
|
|
| 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 |
15,240.50 |
615.00 |
3.9% |
213.50 |
1.4% |
80% |
False |
False |
4,646 |
| 10 |
15,855.50 |
14,939.75 |
915.75 |
5.8% |
269.75 |
1.7% |
87% |
False |
False |
3,573 |
| 20 |
15,855.50 |
14,792.00 |
1,063.50 |
6.8% |
266.00 |
1.7% |
88% |
False |
False |
2,970 |
| 40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.4% |
250.75 |
1.6% |
64% |
False |
False |
2,377 |
| 60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.4% |
243.00 |
1.5% |
64% |
False |
False |
1,975 |
| 80 |
16,264.25 |
13,609.00 |
2,655.25 |
16.9% |
231.75 |
1.5% |
80% |
False |
False |
1,506 |
| 100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.2% |
210.25 |
1.3% |
83% |
False |
False |
1,207 |
| 120 |
16,264.25 |
12,777.00 |
3,487.25 |
22.2% |
193.50 |
1.2% |
85% |
False |
False |
1,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,515.25 |
|
2.618 |
16,234.50 |
|
1.618 |
16,062.50 |
|
1.000 |
15,956.25 |
|
0.618 |
15,890.50 |
|
HIGH |
15,784.25 |
|
0.618 |
15,718.50 |
|
0.500 |
15,698.25 |
|
0.382 |
15,678.00 |
|
LOW |
15,612.25 |
|
0.618 |
15,506.00 |
|
1.000 |
15,440.25 |
|
1.618 |
15,334.00 |
|
2.618 |
15,162.00 |
|
4.250 |
14,881.25 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,720.75 |
15,734.00 |
| PP |
15,709.50 |
15,733.25 |
| S1 |
15,698.25 |
15,732.50 |
|