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 |
15,711.75 |
15,586.25 |
-125.50 |
-0.8% |
15,185.00 |
High |
15,730.00 |
15,590.75 |
-139.25 |
-0.9% |
15,855.50 |
Low |
15,506.75 |
15,351.75 |
-155.00 |
-1.0% |
15,163.75 |
Close |
15,595.50 |
15,477.25 |
-118.25 |
-0.8% |
15,710.00 |
Range |
223.25 |
239.00 |
15.75 |
7.1% |
691.75 |
ATR |
249.70 |
249.28 |
-0.43 |
-0.2% |
0.00 |
Volume |
14,574 |
25,007 |
10,433 |
71.6% |
14,278 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,190.25 |
16,072.75 |
15,608.75 |
|
R3 |
15,951.25 |
15,833.75 |
15,543.00 |
|
R2 |
15,712.25 |
15,712.25 |
15,521.00 |
|
R1 |
15,594.75 |
15,594.75 |
15,499.25 |
15,534.00 |
PP |
15,473.25 |
15,473.25 |
15,473.25 |
15,443.00 |
S1 |
15,355.75 |
15,355.75 |
15,455.25 |
15,295.00 |
S2 |
15,234.25 |
15,234.25 |
15,433.50 |
|
S3 |
14,995.25 |
15,116.75 |
15,411.50 |
|
S4 |
14,756.25 |
14,877.75 |
15,345.75 |
|
|
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 |
15,351.75 |
503.75 |
3.3% |
197.25 |
1.3% |
25% |
False |
True |
11,314 |
10 |
15,855.50 |
14,939.75 |
915.75 |
5.9% |
257.50 |
1.7% |
59% |
False |
False |
7,124 |
20 |
15,855.50 |
14,792.00 |
1,063.50 |
6.9% |
260.75 |
1.7% |
64% |
False |
False |
4,677 |
40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.5% |
251.75 |
1.6% |
47% |
False |
False |
3,294 |
60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.5% |
242.50 |
1.6% |
47% |
False |
False |
2,626 |
80 |
16,264.25 |
13,650.50 |
2,613.75 |
16.9% |
234.50 |
1.5% |
70% |
False |
False |
2,001 |
100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.6% |
213.75 |
1.4% |
75% |
False |
False |
1,603 |
120 |
16,264.25 |
12,777.00 |
3,487.25 |
22.5% |
196.25 |
1.3% |
77% |
False |
False |
1,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,606.50 |
2.618 |
16,216.50 |
1.618 |
15,977.50 |
1.000 |
15,829.75 |
0.618 |
15,738.50 |
HIGH |
15,590.75 |
0.618 |
15,499.50 |
0.500 |
15,471.25 |
0.382 |
15,443.00 |
LOW |
15,351.75 |
0.618 |
15,204.00 |
1.000 |
15,112.75 |
1.618 |
14,965.00 |
2.618 |
14,726.00 |
4.250 |
14,336.00 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,475.25 |
15,568.00 |
PP |
15,473.25 |
15,537.75 |
S1 |
15,471.25 |
15,507.50 |
|