| 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 |
15,850.0 |
15,884.0 |
34.0 |
0.2% |
15,976.0 |
| High |
15,957.0 |
15,951.0 |
-6.0 |
0.0% |
16,000.0 |
| Low |
15,823.0 |
15,739.0 |
-84.0 |
-0.5% |
15,739.0 |
| Close |
15,877.0 |
15,906.0 |
29.0 |
0.2% |
15,906.0 |
| Range |
134.0 |
212.0 |
78.0 |
58.2% |
261.0 |
| ATR |
139.9 |
145.0 |
5.2 |
3.7% |
0.0 |
| Volume |
1,747 |
8,519 |
6,772 |
387.6% |
11,397 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,501.3 |
16,415.7 |
16,022.6 |
|
| R3 |
16,289.3 |
16,203.7 |
15,964.3 |
|
| R2 |
16,077.3 |
16,077.3 |
15,944.9 |
|
| R1 |
15,991.7 |
15,991.7 |
15,925.4 |
16,034.5 |
| PP |
15,865.3 |
15,865.3 |
15,865.3 |
15,886.8 |
| S1 |
15,779.7 |
15,779.7 |
15,886.6 |
15,822.5 |
| S2 |
15,653.3 |
15,653.3 |
15,867.1 |
|
| S3 |
15,441.3 |
15,567.7 |
15,847.7 |
|
| S4 |
15,229.3 |
15,355.7 |
15,789.4 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,664.7 |
16,546.3 |
16,049.6 |
|
| R3 |
16,403.7 |
16,285.3 |
15,977.8 |
|
| R2 |
16,142.7 |
16,142.7 |
15,953.9 |
|
| R1 |
16,024.3 |
16,024.3 |
15,929.9 |
15,953.0 |
| PP |
15,881.7 |
15,881.7 |
15,881.7 |
15,846.0 |
| S1 |
15,763.3 |
15,763.3 |
15,882.1 |
15,692.0 |
| S2 |
15,620.7 |
15,620.7 |
15,858.2 |
|
| S3 |
15,359.7 |
15,502.3 |
15,834.2 |
|
| S4 |
15,098.7 |
15,241.3 |
15,762.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,175.0 |
15,739.0 |
436.0 |
2.7% |
148.2 |
0.9% |
38% |
False |
True |
2,362 |
| 10 |
16,200.0 |
15,739.0 |
461.0 |
2.9% |
122.5 |
0.8% |
36% |
False |
True |
1,225 |
| 20 |
16,200.0 |
15,692.0 |
508.0 |
3.2% |
108.3 |
0.7% |
42% |
False |
False |
636 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
87.5 |
0.6% |
21% |
False |
False |
323 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
89.9 |
0.6% |
21% |
False |
False |
223 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
76.9 |
0.5% |
21% |
False |
False |
168 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
67.4 |
0.4% |
21% |
False |
False |
135 |
| 120 |
16,716.0 |
15,337.0 |
1,379.0 |
8.7% |
58.2 |
0.4% |
41% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,852.0 |
|
2.618 |
16,506.0 |
|
1.618 |
16,294.0 |
|
1.000 |
16,163.0 |
|
0.618 |
16,082.0 |
|
HIGH |
15,951.0 |
|
0.618 |
15,870.0 |
|
0.500 |
15,845.0 |
|
0.382 |
15,820.0 |
|
LOW |
15,739.0 |
|
0.618 |
15,608.0 |
|
1.000 |
15,527.0 |
|
1.618 |
15,396.0 |
|
2.618 |
15,184.0 |
|
4.250 |
14,838.0 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,885.7 |
15,886.7 |
| PP |
15,865.3 |
15,867.3 |
| S1 |
15,845.0 |
15,848.0 |
|