| 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 |
1,894.6 |
1,878.1 |
-16.5 |
-0.9% |
1,940.5 |
| High |
1,896.8 |
1,883.0 |
-13.8 |
-0.7% |
1,943.0 |
| Low |
1,868.4 |
1,866.8 |
-1.6 |
-0.1% |
1,866.8 |
| Close |
1,876.9 |
1,872.3 |
-4.6 |
-0.2% |
1,872.3 |
| Range |
28.4 |
16.2 |
-12.2 |
-43.0% |
76.2 |
| ATR |
30.6 |
29.6 |
-1.0 |
-3.4% |
0.0 |
| Volume |
19,387 |
139,570 |
120,183 |
619.9% |
163,080 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,922.6 |
1,913.7 |
1,881.2 |
|
| R3 |
1,906.4 |
1,897.5 |
1,876.8 |
|
| R2 |
1,890.2 |
1,890.2 |
1,875.3 |
|
| R1 |
1,881.3 |
1,881.3 |
1,873.8 |
1,877.7 |
| PP |
1,874.0 |
1,874.0 |
1,874.0 |
1,872.2 |
| S1 |
1,865.1 |
1,865.1 |
1,870.8 |
1,861.5 |
| S2 |
1,857.8 |
1,857.8 |
1,869.3 |
|
| S3 |
1,841.6 |
1,848.9 |
1,867.8 |
|
| S4 |
1,825.4 |
1,832.7 |
1,863.4 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,122.6 |
2,073.7 |
1,914.2 |
|
| R3 |
2,046.4 |
1,997.5 |
1,893.3 |
|
| R2 |
1,970.2 |
1,970.2 |
1,886.3 |
|
| R1 |
1,921.3 |
1,921.3 |
1,879.3 |
1,907.7 |
| PP |
1,894.0 |
1,894.0 |
1,894.0 |
1,887.2 |
| S1 |
1,845.1 |
1,845.1 |
1,865.3 |
1,831.5 |
| S2 |
1,817.8 |
1,817.8 |
1,858.3 |
|
| S3 |
1,741.6 |
1,768.9 |
1,851.3 |
|
| S4 |
1,665.4 |
1,692.7 |
1,830.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,952.8 |
1,866.8 |
86.0 |
4.6% |
29.6 |
1.6% |
6% |
False |
True |
32,786 |
| 10 |
1,952.8 |
1,852.3 |
100.5 |
5.4% |
28.8 |
1.5% |
20% |
False |
False |
16,820 |
| 20 |
1,958.7 |
1,852.3 |
106.4 |
5.7% |
29.2 |
1.6% |
19% |
False |
False |
8,569 |
| 40 |
2,038.2 |
1,852.3 |
185.9 |
9.9% |
30.2 |
1.6% |
11% |
False |
False |
4,359 |
| 60 |
2,038.2 |
1,844.0 |
194.2 |
10.4% |
30.6 |
1.6% |
15% |
False |
False |
2,955 |
| 80 |
2,038.2 |
1,772.4 |
265.8 |
14.2% |
28.9 |
1.5% |
38% |
False |
False |
2,218 |
| 100 |
2,038.2 |
1,739.6 |
298.6 |
15.9% |
26.8 |
1.4% |
44% |
False |
False |
1,774 |
| 120 |
2,038.2 |
1,732.5 |
305.7 |
16.3% |
26.2 |
1.4% |
46% |
False |
False |
1,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,951.9 |
|
2.618 |
1,925.4 |
|
1.618 |
1,909.2 |
|
1.000 |
1,899.2 |
|
0.618 |
1,893.0 |
|
HIGH |
1,883.0 |
|
0.618 |
1,876.8 |
|
0.500 |
1,874.9 |
|
0.382 |
1,873.0 |
|
LOW |
1,866.8 |
|
0.618 |
1,856.8 |
|
1.000 |
1,850.6 |
|
1.618 |
1,840.6 |
|
2.618 |
1,824.4 |
|
4.250 |
1,798.0 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,874.9 |
1,890.9 |
| PP |
1,874.0 |
1,884.7 |
| S1 |
1,873.2 |
1,878.5 |
|