Trading Metrics calculated at close of trading on 07-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,494.0 |
7,455.0 |
-39.0 |
-0.5% |
7,479.0 |
High |
7,510.0 |
7,527.5 |
17.5 |
0.2% |
7,566.0 |
Low |
7,440.5 |
7,451.5 |
11.0 |
0.1% |
7,479.0 |
Close |
7,492.0 |
7,507.5 |
15.5 |
0.2% |
7,540.5 |
Range |
69.5 |
76.0 |
6.5 |
9.4% |
87.0 |
ATR |
61.2 |
62.2 |
1.1 |
1.7% |
0.0 |
Volume |
2,991 |
38,632 |
35,641 |
1,191.6% |
265 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,723.5 |
7,691.5 |
7,549.5 |
|
R3 |
7,647.5 |
7,615.5 |
7,528.5 |
|
R2 |
7,571.5 |
7,571.5 |
7,521.5 |
|
R1 |
7,539.5 |
7,539.5 |
7,514.5 |
7,555.5 |
PP |
7,495.5 |
7,495.5 |
7,495.5 |
7,503.5 |
S1 |
7,463.5 |
7,463.5 |
7,500.5 |
7,479.5 |
S2 |
7,419.5 |
7,419.5 |
7,493.5 |
|
S3 |
7,343.5 |
7,387.5 |
7,486.5 |
|
S4 |
7,267.5 |
7,311.5 |
7,465.5 |
|
|
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 |
7,440.5 |
154.5 |
2.1% |
67.5 |
0.9% |
43% |
False |
False |
8,801 |
10 |
7,595.0 |
7,400.0 |
195.0 |
2.6% |
56.0 |
0.7% |
55% |
False |
False |
4,426 |
20 |
7,689.0 |
7,285.5 |
403.5 |
5.4% |
48.0 |
0.6% |
55% |
False |
False |
2,218 |
40 |
7,769.0 |
7,285.5 |
483.5 |
6.4% |
32.0 |
0.4% |
46% |
False |
False |
1,120 |
60 |
7,769.0 |
7,285.5 |
483.5 |
6.4% |
25.5 |
0.3% |
46% |
False |
False |
758 |
80 |
7,848.0 |
7,285.5 |
562.5 |
7.5% |
19.5 |
0.3% |
39% |
False |
False |
568 |
100 |
8,000.0 |
7,285.5 |
714.5 |
9.5% |
16.5 |
0.2% |
31% |
False |
False |
457 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.5% |
14.0 |
0.2% |
31% |
False |
False |
381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,850.5 |
2.618 |
7,726.5 |
1.618 |
7,650.5 |
1.000 |
7,603.5 |
0.618 |
7,574.5 |
HIGH |
7,527.5 |
0.618 |
7,498.5 |
0.500 |
7,489.5 |
0.382 |
7,480.5 |
LOW |
7,451.5 |
0.618 |
7,404.5 |
1.000 |
7,375.5 |
1.618 |
7,328.5 |
2.618 |
7,252.5 |
4.250 |
7,128.5 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,501.5 |
7,503.5 |
PP |
7,495.5 |
7,499.5 |
S1 |
7,489.5 |
7,495.0 |
|