| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
16,150.0 |
15,976.0 |
-174.0 |
-1.1% |
15,970.0 |
| High |
16,175.0 |
16,000.0 |
-175.0 |
-1.1% |
16,200.0 |
| Low |
16,015.0 |
15,881.0 |
-134.0 |
-0.8% |
15,970.0 |
| Close |
16,022.0 |
15,943.0 |
-79.0 |
-0.5% |
16,022.0 |
| Range |
160.0 |
119.0 |
-41.0 |
-25.6% |
230.0 |
| ATR |
142.3 |
142.2 |
-0.1 |
-0.1% |
0.0 |
| Volume |
414 |
394 |
-20 |
-4.8% |
850 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,298.3 |
16,239.7 |
16,008.5 |
|
| R3 |
16,179.3 |
16,120.7 |
15,975.7 |
|
| R2 |
16,060.3 |
16,060.3 |
15,964.8 |
|
| R1 |
16,001.7 |
16,001.7 |
15,953.9 |
15,971.5 |
| PP |
15,941.3 |
15,941.3 |
15,941.3 |
15,926.3 |
| S1 |
15,882.7 |
15,882.7 |
15,932.1 |
15,852.5 |
| S2 |
15,822.3 |
15,822.3 |
15,921.2 |
|
| S3 |
15,703.3 |
15,763.7 |
15,910.3 |
|
| S4 |
15,584.3 |
15,644.7 |
15,877.6 |
|
|
| 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 |
15,881.0 |
319.0 |
2.0% |
124.6 |
0.8% |
19% |
False |
True |
241 |
| 10 |
16,200.0 |
15,814.0 |
386.0 |
2.4% |
113.9 |
0.7% |
33% |
False |
False |
134 |
| 20 |
16,250.0 |
15,692.0 |
558.0 |
3.5% |
101.3 |
0.6% |
45% |
False |
False |
87 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
83.0 |
0.5% |
25% |
False |
False |
50 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
86.1 |
0.5% |
25% |
False |
False |
40 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
71.9 |
0.5% |
25% |
False |
False |
31 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
62.7 |
0.4% |
25% |
False |
False |
25 |
| 120 |
16,716.0 |
15,130.0 |
1,586.0 |
9.9% |
54.4 |
0.3% |
51% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,505.8 |
|
2.618 |
16,311.5 |
|
1.618 |
16,192.5 |
|
1.000 |
16,119.0 |
|
0.618 |
16,073.5 |
|
HIGH |
16,000.0 |
|
0.618 |
15,954.5 |
|
0.500 |
15,940.5 |
|
0.382 |
15,926.5 |
|
LOW |
15,881.0 |
|
0.618 |
15,807.5 |
|
1.000 |
15,762.0 |
|
1.618 |
15,688.5 |
|
2.618 |
15,569.5 |
|
4.250 |
15,375.3 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,942.2 |
16,040.5 |
| PP |
15,941.3 |
16,008.0 |
| S1 |
15,940.5 |
15,975.5 |
|