Trading Metrics calculated at close of trading on 01-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
27,885 |
26,600 |
-1,285 |
-4.6% |
26,840 |
High |
28,245 |
26,785 |
-1,460 |
-5.2% |
28,905 |
Low |
26,645 |
26,015 |
-630 |
-2.4% |
26,015 |
Close |
26,875 |
26,315 |
-560 |
-2.1% |
26,315 |
Range |
1,600 |
770 |
-830 |
-51.9% |
2,890 |
ATR |
854 |
854 |
0 |
0.1% |
0 |
Volume |
7 |
13 |
6 |
85.7% |
126 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,682 |
28,268 |
26,739 |
|
R3 |
27,912 |
27,498 |
26,527 |
|
R2 |
27,142 |
27,142 |
26,456 |
|
R1 |
26,728 |
26,728 |
26,386 |
26,550 |
PP |
26,372 |
26,372 |
26,372 |
26,283 |
S1 |
25,958 |
25,958 |
26,244 |
25,780 |
S2 |
25,602 |
25,602 |
26,174 |
|
S3 |
24,832 |
25,188 |
26,103 |
|
S4 |
24,062 |
24,418 |
25,892 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,748 |
33,922 |
27,905 |
|
R3 |
32,858 |
31,032 |
27,110 |
|
R2 |
29,968 |
29,968 |
26,845 |
|
R1 |
28,142 |
28,142 |
26,580 |
27,610 |
PP |
27,078 |
27,078 |
27,078 |
26,813 |
S1 |
25,252 |
25,252 |
26,050 |
24,720 |
S2 |
24,188 |
24,188 |
25,785 |
|
S3 |
21,298 |
22,362 |
25,520 |
|
S4 |
18,408 |
19,472 |
24,726 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,905 |
26,015 |
2,890 |
11.0% |
1,127 |
4.3% |
10% |
False |
True |
25 |
10 |
28,905 |
26,015 |
2,890 |
11.0% |
842 |
3.2% |
10% |
False |
True |
15 |
20 |
31,115 |
26,015 |
5,100 |
19.4% |
666 |
2.5% |
6% |
False |
True |
9 |
40 |
33,240 |
26,015 |
7,225 |
27.5% |
598 |
2.3% |
4% |
False |
True |
5 |
60 |
33,240 |
25,610 |
7,630 |
29.0% |
628 |
2.4% |
9% |
False |
False |
5 |
80 |
33,240 |
25,610 |
7,630 |
29.0% |
623 |
2.4% |
9% |
False |
False |
4 |
100 |
33,240 |
25,610 |
7,630 |
29.0% |
562 |
2.1% |
9% |
False |
False |
3 |
120 |
33,240 |
25,070 |
8,170 |
31.0% |
508 |
1.9% |
15% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,058 |
2.618 |
28,801 |
1.618 |
28,031 |
1.000 |
27,555 |
0.618 |
27,261 |
HIGH |
26,785 |
0.618 |
26,491 |
0.500 |
26,400 |
0.382 |
26,309 |
LOW |
26,015 |
0.618 |
25,539 |
1.000 |
25,245 |
1.618 |
24,769 |
2.618 |
23,999 |
4.250 |
22,743 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,400 |
27,270 |
PP |
26,372 |
26,952 |
S1 |
26,343 |
26,633 |
|