Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,255 |
26,295 |
40 |
0.2% |
26,840 |
High |
26,720 |
26,600 |
-120 |
-0.4% |
28,905 |
Low |
26,215 |
25,915 |
-300 |
-1.1% |
26,015 |
Close |
26,255 |
26,190 |
-65 |
-0.2% |
26,315 |
Range |
505 |
685 |
180 |
35.6% |
2,890 |
ATR |
829 |
819 |
-10 |
-1.2% |
0 |
Volume |
16 |
13 |
-3 |
-18.8% |
126 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,290 |
27,925 |
26,567 |
|
R3 |
27,605 |
27,240 |
26,378 |
|
R2 |
26,920 |
26,920 |
26,316 |
|
R1 |
26,555 |
26,555 |
26,253 |
26,395 |
PP |
26,235 |
26,235 |
26,235 |
26,155 |
S1 |
25,870 |
25,870 |
26,127 |
25,710 |
S2 |
25,550 |
25,550 |
26,064 |
|
S3 |
24,865 |
25,185 |
26,002 |
|
S4 |
24,180 |
24,500 |
25,813 |
|
|
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 |
28,525 |
25,915 |
2,610 |
10.0% |
854 |
3.3% |
11% |
False |
True |
11 |
10 |
28,905 |
25,915 |
2,990 |
11.4% |
894 |
3.4% |
9% |
False |
True |
18 |
20 |
31,115 |
25,915 |
5,200 |
19.9% |
700 |
2.7% |
5% |
False |
True |
10 |
40 |
33,240 |
25,915 |
7,325 |
28.0% |
600 |
2.3% |
4% |
False |
True |
6 |
60 |
33,240 |
25,610 |
7,630 |
29.1% |
636 |
2.4% |
8% |
False |
False |
5 |
80 |
33,240 |
25,610 |
7,630 |
29.1% |
625 |
2.4% |
8% |
False |
False |
4 |
100 |
33,240 |
25,610 |
7,630 |
29.1% |
567 |
2.2% |
8% |
False |
False |
3 |
120 |
33,240 |
25,610 |
7,630 |
29.1% |
518 |
2.0% |
8% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,511 |
2.618 |
28,393 |
1.618 |
27,708 |
1.000 |
27,285 |
0.618 |
27,023 |
HIGH |
26,600 |
0.618 |
26,338 |
0.500 |
26,258 |
0.382 |
26,177 |
LOW |
25,915 |
0.618 |
25,492 |
1.000 |
25,230 |
1.618 |
24,807 |
2.618 |
24,122 |
4.250 |
23,004 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,258 |
26,350 |
PP |
26,235 |
26,297 |
S1 |
26,213 |
26,243 |
|