| 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 |
16,112.0 |
16,150.0 |
38.0 |
0.2% |
15,970.0 |
| High |
16,200.0 |
16,175.0 |
-25.0 |
-0.2% |
16,200.0 |
| Low |
16,100.0 |
16,015.0 |
-85.0 |
-0.5% |
15,970.0 |
| Close |
16,152.0 |
16,022.0 |
-130.0 |
-0.8% |
16,022.0 |
| Range |
100.0 |
160.0 |
60.0 |
60.0% |
230.0 |
| ATR |
140.9 |
142.3 |
1.4 |
1.0% |
0.0 |
| Volume |
290 |
414 |
124 |
42.8% |
850 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,550.7 |
16,446.3 |
16,110.0 |
|
| R3 |
16,390.7 |
16,286.3 |
16,066.0 |
|
| R2 |
16,230.7 |
16,230.7 |
16,051.3 |
|
| R1 |
16,126.3 |
16,126.3 |
16,036.7 |
16,098.5 |
| PP |
16,070.7 |
16,070.7 |
16,070.7 |
16,056.8 |
| S1 |
15,966.3 |
15,966.3 |
16,007.3 |
15,938.5 |
| S2 |
15,910.7 |
15,910.7 |
15,992.7 |
|
| S3 |
15,750.7 |
15,806.3 |
15,978.0 |
|
| S4 |
15,590.7 |
15,646.3 |
15,934.0 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,754.0 |
16,618.0 |
16,148.5 |
|
| R3 |
16,524.0 |
16,388.0 |
16,085.3 |
|
| R2 |
16,294.0 |
16,294.0 |
16,064.2 |
|
| R1 |
16,158.0 |
16,158.0 |
16,043.1 |
16,226.0 |
| PP |
16,064.0 |
16,064.0 |
16,064.0 |
16,098.0 |
| S1 |
15,928.0 |
15,928.0 |
16,000.9 |
15,996.0 |
| S2 |
15,834.0 |
15,834.0 |
15,979.8 |
|
| S3 |
15,604.0 |
15,698.0 |
15,958.8 |
|
| S4 |
15,374.0 |
15,468.0 |
15,895.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,200.0 |
15,970.0 |
230.0 |
1.4% |
108.2 |
0.7% |
23% |
False |
False |
170 |
| 10 |
16,200.0 |
15,787.0 |
413.0 |
2.6% |
111.3 |
0.7% |
57% |
False |
False |
106 |
| 20 |
16,250.0 |
15,692.0 |
558.0 |
3.5% |
100.5 |
0.6% |
59% |
False |
False |
68 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
82.6 |
0.5% |
32% |
False |
False |
41 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
85.1 |
0.5% |
32% |
False |
False |
34 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
70.4 |
0.4% |
32% |
False |
False |
26 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
62.1 |
0.4% |
32% |
False |
False |
21 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.2% |
53.4 |
0.3% |
58% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,855.0 |
|
2.618 |
16,593.9 |
|
1.618 |
16,433.9 |
|
1.000 |
16,335.0 |
|
0.618 |
16,273.9 |
|
HIGH |
16,175.0 |
|
0.618 |
16,113.9 |
|
0.500 |
16,095.0 |
|
0.382 |
16,076.1 |
|
LOW |
16,015.0 |
|
0.618 |
15,916.1 |
|
1.000 |
15,855.0 |
|
1.618 |
15,756.1 |
|
2.618 |
15,596.1 |
|
4.250 |
15,335.0 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,095.0 |
16,107.5 |
| PP |
16,070.7 |
16,079.0 |
| S1 |
16,046.3 |
16,050.5 |
|