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 |
15,586.25 |
15,480.25 |
-106.00 |
-0.7% |
15,709.00 |
High |
15,590.75 |
15,586.50 |
-4.25 |
0.0% |
15,784.25 |
Low |
15,351.75 |
15,417.00 |
65.25 |
0.4% |
15,351.75 |
Close |
15,477.25 |
15,493.75 |
16.50 |
0.1% |
15,493.75 |
Range |
239.00 |
169.50 |
-69.50 |
-29.1% |
432.50 |
ATR |
249.28 |
243.58 |
-5.70 |
-2.3% |
0.00 |
Volume |
25,007 |
165,283 |
140,276 |
560.9% |
215,379 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,007.50 |
15,920.25 |
15,587.00 |
|
R3 |
15,838.00 |
15,750.75 |
15,540.25 |
|
R2 |
15,668.50 |
15,668.50 |
15,524.75 |
|
R1 |
15,581.25 |
15,581.25 |
15,509.25 |
15,625.00 |
PP |
15,499.00 |
15,499.00 |
15,499.00 |
15,521.00 |
S1 |
15,411.75 |
15,411.75 |
15,478.25 |
15,455.50 |
S2 |
15,329.50 |
15,329.50 |
15,462.75 |
|
S3 |
15,160.00 |
15,242.25 |
15,447.25 |
|
S4 |
14,990.50 |
15,072.75 |
15,400.50 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,840.75 |
16,599.75 |
15,731.50 |
|
R3 |
16,408.25 |
16,167.25 |
15,612.75 |
|
R2 |
15,975.75 |
15,975.75 |
15,573.00 |
|
R1 |
15,734.75 |
15,734.75 |
15,533.50 |
15,639.00 |
PP |
15,543.25 |
15,543.25 |
15,543.25 |
15,495.50 |
S1 |
15,302.25 |
15,302.25 |
15,454.00 |
15,206.50 |
S2 |
15,110.75 |
15,110.75 |
15,414.50 |
|
S3 |
14,678.25 |
14,869.75 |
15,374.75 |
|
S4 |
14,245.75 |
14,437.25 |
15,256.00 |
|
|
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% |
202.25 |
1.3% |
28% |
False |
False |
43,804 |
10 |
15,855.50 |
14,939.75 |
915.75 |
5.9% |
214.25 |
1.4% |
60% |
False |
False |
23,266 |
20 |
15,855.50 |
14,792.00 |
1,063.50 |
6.9% |
254.00 |
1.6% |
66% |
False |
False |
12,836 |
40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.5% |
248.75 |
1.6% |
48% |
False |
False |
7,380 |
60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.5% |
242.50 |
1.6% |
48% |
False |
False |
5,375 |
80 |
16,264.25 |
13,730.50 |
2,533.75 |
16.4% |
235.25 |
1.5% |
70% |
False |
False |
4,066 |
100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.5% |
214.50 |
1.4% |
76% |
False |
False |
3,255 |
120 |
16,264.25 |
12,885.00 |
3,379.25 |
21.8% |
196.25 |
1.3% |
77% |
False |
False |
2,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,307.00 |
2.618 |
16,030.25 |
1.618 |
15,860.75 |
1.000 |
15,756.00 |
0.618 |
15,691.25 |
HIGH |
15,586.50 |
0.618 |
15,521.75 |
0.500 |
15,501.75 |
0.382 |
15,481.75 |
LOW |
15,417.00 |
0.618 |
15,312.25 |
1.000 |
15,247.50 |
1.618 |
15,142.75 |
2.618 |
14,973.25 |
4.250 |
14,696.50 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,501.75 |
15,541.00 |
PP |
15,499.00 |
15,525.25 |
S1 |
15,496.50 |
15,509.50 |
|