| 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 |
1,991.9 |
1,985.9 |
-6.0 |
-0.3% |
1,963.5 |
| High |
1,994.9 |
2,000.3 |
5.4 |
0.3% |
2,000.3 |
| Low |
1,985.9 |
1,981.4 |
-4.5 |
-0.2% |
1,961.0 |
| Close |
1,986.3 |
1,987.4 |
1.1 |
0.1% |
1,987.4 |
| Range |
9.0 |
18.9 |
9.9 |
110.0% |
39.3 |
| ATR |
16.6 |
16.7 |
0.2 |
1.0% |
0.0 |
| Volume |
1,647 |
2,020 |
373 |
22.6% |
9,098 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.4 |
2,035.8 |
1,997.8 |
|
| R3 |
2,027.5 |
2,016.9 |
1,992.6 |
|
| R2 |
2,008.6 |
2,008.6 |
1,990.9 |
|
| R1 |
1,998.0 |
1,998.0 |
1,989.1 |
2,003.3 |
| PP |
1,989.7 |
1,989.7 |
1,989.7 |
1,992.4 |
| S1 |
1,979.1 |
1,979.1 |
1,985.7 |
1,984.4 |
| S2 |
1,970.8 |
1,970.8 |
1,983.9 |
|
| S3 |
1,951.9 |
1,960.2 |
1,982.2 |
|
| S4 |
1,933.0 |
1,941.3 |
1,977.0 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.8 |
2,083.4 |
2,009.0 |
|
| R3 |
2,061.5 |
2,044.1 |
1,998.2 |
|
| R2 |
2,022.2 |
2,022.2 |
1,994.6 |
|
| R1 |
2,004.8 |
2,004.8 |
1,991.0 |
2,013.5 |
| PP |
1,982.9 |
1,982.9 |
1,982.9 |
1,987.3 |
| S1 |
1,965.5 |
1,965.5 |
1,983.8 |
1,974.2 |
| S2 |
1,943.6 |
1,943.6 |
1,980.2 |
|
| S3 |
1,904.3 |
1,926.2 |
1,976.6 |
|
| S4 |
1,865.0 |
1,886.9 |
1,965.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,000.3 |
1,961.0 |
39.3 |
2.0% |
15.8 |
0.8% |
67% |
True |
False |
1,819 |
| 10 |
2,000.3 |
1,933.8 |
66.5 |
3.3% |
15.9 |
0.8% |
81% |
True |
False |
1,702 |
| 20 |
2,000.4 |
1,933.8 |
66.6 |
3.4% |
15.3 |
0.8% |
80% |
False |
False |
1,635 |
| 40 |
2,047.9 |
1,933.8 |
114.1 |
5.7% |
16.8 |
0.8% |
47% |
False |
False |
1,821 |
| 60 |
2,047.9 |
1,933.8 |
114.1 |
5.7% |
18.3 |
0.9% |
47% |
False |
False |
1,480 |
| 80 |
2,129.1 |
1,933.8 |
195.3 |
9.8% |
19.6 |
1.0% |
27% |
False |
False |
1,246 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.4% |
20.2 |
1.0% |
26% |
False |
False |
1,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,080.6 |
|
2.618 |
2,049.8 |
|
1.618 |
2,030.9 |
|
1.000 |
2,019.2 |
|
0.618 |
2,012.0 |
|
HIGH |
2,000.3 |
|
0.618 |
1,993.1 |
|
0.500 |
1,990.9 |
|
0.382 |
1,988.6 |
|
LOW |
1,981.4 |
|
0.618 |
1,969.7 |
|
1.000 |
1,962.5 |
|
1.618 |
1,950.8 |
|
2.618 |
1,931.9 |
|
4.250 |
1,901.1 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,990.9 |
1,990.9 |
| PP |
1,989.7 |
1,989.7 |
| S1 |
1,988.6 |
1,988.6 |
|