Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,565.0 |
7,459.0 |
-106.0 |
-1.4% |
7,479.0 |
High |
7,595.0 |
7,550.0 |
-45.0 |
-0.6% |
7,566.0 |
Low |
7,523.0 |
7,459.0 |
-64.0 |
-0.9% |
7,479.0 |
Close |
7,523.0 |
7,506.0 |
-17.0 |
-0.2% |
7,540.5 |
Range |
72.0 |
91.0 |
19.0 |
26.4% |
87.0 |
ATR |
58.2 |
60.5 |
2.3 |
4.0% |
0.0 |
Volume |
293 |
2,052 |
1,759 |
600.3% |
265 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,778.0 |
7,733.0 |
7,556.0 |
|
R3 |
7,687.0 |
7,642.0 |
7,531.0 |
|
R2 |
7,596.0 |
7,596.0 |
7,522.5 |
|
R1 |
7,551.0 |
7,551.0 |
7,514.5 |
7,573.5 |
PP |
7,505.0 |
7,505.0 |
7,505.0 |
7,516.0 |
S1 |
7,460.0 |
7,460.0 |
7,497.5 |
7,482.5 |
S2 |
7,414.0 |
7,414.0 |
7,489.5 |
|
S3 |
7,323.0 |
7,369.0 |
7,481.0 |
|
S4 |
7,232.0 |
7,278.0 |
7,456.0 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,789.5 |
7,752.0 |
7,588.5 |
|
R3 |
7,702.5 |
7,665.0 |
7,564.5 |
|
R2 |
7,615.5 |
7,615.5 |
7,556.5 |
|
R1 |
7,578.0 |
7,578.0 |
7,548.5 |
7,597.0 |
PP |
7,528.5 |
7,528.5 |
7,528.5 |
7,538.0 |
S1 |
7,491.0 |
7,491.0 |
7,532.5 |
7,510.0 |
S2 |
7,441.5 |
7,441.5 |
7,524.5 |
|
S3 |
7,354.5 |
7,404.0 |
7,516.5 |
|
S4 |
7,267.5 |
7,317.0 |
7,492.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,595.0 |
7,459.0 |
136.0 |
1.8% |
55.0 |
0.7% |
35% |
False |
True |
508 |
10 |
7,595.0 |
7,338.0 |
257.0 |
3.4% |
48.5 |
0.6% |
65% |
False |
False |
266 |
20 |
7,689.0 |
7,285.5 |
403.5 |
5.4% |
42.0 |
0.6% |
55% |
False |
False |
137 |
40 |
7,769.0 |
7,285.5 |
483.5 |
6.4% |
31.5 |
0.4% |
46% |
False |
False |
81 |
60 |
7,769.0 |
7,285.5 |
483.5 |
6.4% |
23.0 |
0.3% |
46% |
False |
False |
64 |
80 |
7,848.0 |
7,285.5 |
562.5 |
7.5% |
18.0 |
0.2% |
39% |
False |
False |
48 |
100 |
8,000.0 |
7,285.5 |
714.5 |
9.5% |
15.0 |
0.2% |
31% |
False |
False |
41 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.5% |
12.5 |
0.2% |
31% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,937.0 |
2.618 |
7,788.0 |
1.618 |
7,697.0 |
1.000 |
7,641.0 |
0.618 |
7,606.0 |
HIGH |
7,550.0 |
0.618 |
7,515.0 |
0.500 |
7,504.5 |
0.382 |
7,494.0 |
LOW |
7,459.0 |
0.618 |
7,403.0 |
1.000 |
7,368.0 |
1.618 |
7,312.0 |
2.618 |
7,221.0 |
4.250 |
7,072.0 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,505.5 |
7,527.0 |
PP |
7,505.0 |
7,520.0 |
S1 |
7,504.5 |
7,513.0 |
|