Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,976.0 |
15,920.0 |
-56.0 |
-0.4% |
15,970.0 |
High |
16,000.0 |
15,956.0 |
-44.0 |
-0.3% |
16,200.0 |
Low |
15,881.0 |
15,840.0 |
-41.0 |
-0.3% |
15,970.0 |
Close |
15,943.0 |
15,910.0 |
-33.0 |
-0.2% |
16,022.0 |
Range |
119.0 |
116.0 |
-3.0 |
-2.5% |
230.0 |
ATR |
142.2 |
140.3 |
-1.9 |
-1.3% |
0.0 |
Volume |
394 |
737 |
343 |
87.1% |
850 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,250.0 |
16,196.0 |
15,973.8 |
|
R3 |
16,134.0 |
16,080.0 |
15,941.9 |
|
R2 |
16,018.0 |
16,018.0 |
15,931.3 |
|
R1 |
15,964.0 |
15,964.0 |
15,920.6 |
15,933.0 |
PP |
15,902.0 |
15,902.0 |
15,902.0 |
15,886.5 |
S1 |
15,848.0 |
15,848.0 |
15,899.4 |
15,817.0 |
S2 |
15,786.0 |
15,786.0 |
15,888.7 |
|
S3 |
15,670.0 |
15,732.0 |
15,878.1 |
|
S4 |
15,554.0 |
15,616.0 |
15,846.2 |
|
|
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 |
15,840.0 |
360.0 |
2.3% |
118.6 |
0.7% |
19% |
False |
True |
376 |
10 |
16,200.0 |
15,814.0 |
386.0 |
2.4% |
119.5 |
0.8% |
25% |
False |
False |
205 |
20 |
16,250.0 |
15,692.0 |
558.0 |
3.5% |
103.8 |
0.7% |
39% |
False |
False |
123 |
40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
82.5 |
0.5% |
21% |
False |
False |
68 |
60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
87.0 |
0.5% |
21% |
False |
False |
52 |
80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
73.3 |
0.5% |
21% |
False |
False |
40 |
100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
63.9 |
0.4% |
21% |
False |
False |
32 |
120 |
16,716.0 |
15,130.0 |
1,586.0 |
10.0% |
55.3 |
0.3% |
49% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,449.0 |
2.618 |
16,259.7 |
1.618 |
16,143.7 |
1.000 |
16,072.0 |
0.618 |
16,027.7 |
HIGH |
15,956.0 |
0.618 |
15,911.7 |
0.500 |
15,898.0 |
0.382 |
15,884.3 |
LOW |
15,840.0 |
0.618 |
15,768.3 |
1.000 |
15,724.0 |
1.618 |
15,652.3 |
2.618 |
15,536.3 |
4.250 |
15,347.0 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,906.0 |
16,007.5 |
PP |
15,902.0 |
15,975.0 |
S1 |
15,898.0 |
15,942.5 |
|