| 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 |
15,709.00 |
15,711.75 |
2.75 |
0.0% |
15,185.00 |
| High |
15,784.25 |
15,730.00 |
-54.25 |
-0.3% |
15,855.50 |
| Low |
15,612.25 |
15,506.75 |
-105.50 |
-0.7% |
15,163.75 |
| Close |
15,732.00 |
15,595.50 |
-136.50 |
-0.9% |
15,710.00 |
| Range |
172.00 |
223.25 |
51.25 |
29.8% |
691.75 |
| ATR |
251.59 |
249.70 |
-1.88 |
-0.7% |
0.00 |
| Volume |
10,515 |
14,574 |
4,059 |
38.6% |
14,278 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,280.50 |
16,161.25 |
15,718.25 |
|
| R3 |
16,057.25 |
15,938.00 |
15,657.00 |
|
| R2 |
15,834.00 |
15,834.00 |
15,636.50 |
|
| R1 |
15,714.75 |
15,714.75 |
15,616.00 |
15,662.75 |
| PP |
15,610.75 |
15,610.75 |
15,610.75 |
15,584.75 |
| S1 |
15,491.50 |
15,491.50 |
15,575.00 |
15,439.50 |
| S2 |
15,387.50 |
15,387.50 |
15,554.50 |
|
| S3 |
15,164.25 |
15,268.25 |
15,534.00 |
|
| S4 |
14,941.00 |
15,045.00 |
15,472.75 |
|
|
| 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 |
15,506.75 |
348.75 |
2.2% |
181.75 |
1.2% |
25% |
False |
True |
6,861 |
| 10 |
15,855.50 |
14,939.75 |
915.75 |
5.9% |
273.25 |
1.8% |
72% |
False |
False |
4,844 |
| 20 |
15,855.50 |
14,792.00 |
1,063.50 |
6.8% |
263.00 |
1.7% |
76% |
False |
False |
3,568 |
| 40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.4% |
252.25 |
1.6% |
55% |
False |
False |
2,713 |
| 60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.4% |
243.00 |
1.6% |
55% |
False |
False |
2,216 |
| 80 |
16,264.25 |
13,609.00 |
2,655.25 |
17.0% |
233.50 |
1.5% |
75% |
False |
False |
1,688 |
| 100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.4% |
212.50 |
1.4% |
79% |
False |
False |
1,352 |
| 120 |
16,264.25 |
12,777.00 |
3,487.25 |
22.4% |
195.50 |
1.3% |
81% |
False |
False |
1,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,678.75 |
|
2.618 |
16,314.50 |
|
1.618 |
16,091.25 |
|
1.000 |
15,953.25 |
|
0.618 |
15,868.00 |
|
HIGH |
15,730.00 |
|
0.618 |
15,644.75 |
|
0.500 |
15,618.50 |
|
0.382 |
15,592.00 |
|
LOW |
15,506.75 |
|
0.618 |
15,368.75 |
|
1.000 |
15,283.50 |
|
1.618 |
15,145.50 |
|
2.618 |
14,922.25 |
|
4.250 |
14,558.00 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,618.50 |
15,681.00 |
| PP |
15,610.75 |
15,652.50 |
| S1 |
15,603.00 |
15,624.00 |
|