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 |
35,344 |
35,126 |
-218 |
-0.6% |
34,770 |
High |
35,494 |
35,355 |
-139 |
-0.4% |
35,494 |
Low |
35,100 |
35,088 |
-12 |
0.0% |
34,739 |
Close |
35,121 |
35,213 |
92 |
0.3% |
35,213 |
Range |
394 |
267 |
-127 |
-32.2% |
755 |
ATR |
354 |
348 |
-6 |
-1.8% |
0 |
Volume |
384 |
656 |
272 |
70.8% |
2,472 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,020 |
35,883 |
35,360 |
|
R3 |
35,753 |
35,616 |
35,287 |
|
R2 |
35,486 |
35,486 |
35,262 |
|
R1 |
35,349 |
35,349 |
35,238 |
35,418 |
PP |
35,219 |
35,219 |
35,219 |
35,253 |
S1 |
35,082 |
35,082 |
35,189 |
35,151 |
S2 |
34,952 |
34,952 |
35,164 |
|
S3 |
34,685 |
34,815 |
35,140 |
|
S4 |
34,418 |
34,548 |
35,066 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,414 |
37,068 |
35,628 |
|
R3 |
36,659 |
36,313 |
35,421 |
|
R2 |
35,904 |
35,904 |
35,352 |
|
R1 |
35,558 |
35,558 |
35,282 |
35,731 |
PP |
35,149 |
35,149 |
35,149 |
35,235 |
S1 |
34,803 |
34,803 |
35,144 |
34,976 |
S2 |
34,394 |
34,394 |
35,075 |
|
S3 |
33,639 |
34,048 |
35,006 |
|
S4 |
32,884 |
33,293 |
34,798 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,494 |
34,739 |
755 |
2.1% |
309 |
0.9% |
63% |
False |
False |
494 |
10 |
35,494 |
34,399 |
1,095 |
3.1% |
355 |
1.0% |
74% |
False |
False |
569 |
20 |
35,978 |
34,399 |
1,579 |
4.5% |
366 |
1.0% |
52% |
False |
False |
429 |
40 |
36,164 |
34,116 |
2,048 |
5.8% |
335 |
1.0% |
54% |
False |
False |
287 |
60 |
36,164 |
34,116 |
2,048 |
5.8% |
315 |
0.9% |
54% |
False |
False |
213 |
80 |
36,164 |
33,194 |
2,970 |
8.4% |
297 |
0.8% |
68% |
False |
False |
161 |
100 |
36,164 |
33,194 |
2,970 |
8.4% |
284 |
0.8% |
68% |
False |
False |
129 |
120 |
36,164 |
32,030 |
4,134 |
11.7% |
271 |
0.8% |
77% |
False |
False |
107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,490 |
2.618 |
36,054 |
1.618 |
35,787 |
1.000 |
35,622 |
0.618 |
35,520 |
HIGH |
35,355 |
0.618 |
35,253 |
0.500 |
35,222 |
0.382 |
35,190 |
LOW |
35,088 |
0.618 |
34,923 |
1.000 |
34,821 |
1.618 |
34,656 |
2.618 |
34,389 |
4.250 |
33,953 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
35,222 |
35,291 |
PP |
35,219 |
35,265 |
S1 |
35,216 |
35,239 |
|