Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,985.9 |
1,985.9 |
0.0 |
0.0% |
1,963.5 |
High |
2,000.3 |
1,992.2 |
-8.1 |
-0.4% |
2,000.3 |
Low |
1,981.4 |
1,970.9 |
-10.5 |
-0.5% |
1,961.0 |
Close |
1,987.4 |
1,972.7 |
-14.7 |
-0.7% |
1,987.4 |
Range |
18.9 |
21.3 |
2.4 |
12.7% |
39.3 |
ATR |
16.7 |
17.1 |
0.3 |
1.9% |
0.0 |
Volume |
2,020 |
2,344 |
324 |
16.0% |
9,098 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,042.5 |
2,028.9 |
1,984.4 |
|
R3 |
2,021.2 |
2,007.6 |
1,978.6 |
|
R2 |
1,999.9 |
1,999.9 |
1,976.6 |
|
R1 |
1,986.3 |
1,986.3 |
1,974.7 |
1,982.5 |
PP |
1,978.6 |
1,978.6 |
1,978.6 |
1,976.7 |
S1 |
1,965.0 |
1,965.0 |
1,970.7 |
1,961.2 |
S2 |
1,957.3 |
1,957.3 |
1,968.8 |
|
S3 |
1,936.0 |
1,943.7 |
1,966.8 |
|
S4 |
1,914.7 |
1,922.4 |
1,961.0 |
|
|
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 |
1,962.5 |
37.8 |
1.9% |
17.4 |
0.9% |
27% |
False |
False |
2,016 |
10 |
2,000.3 |
1,937.6 |
62.7 |
3.2% |
16.7 |
0.8% |
56% |
False |
False |
1,800 |
20 |
2,000.3 |
1,933.8 |
66.5 |
3.4% |
15.7 |
0.8% |
58% |
False |
False |
1,691 |
40 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
17.0 |
0.9% |
34% |
False |
False |
1,813 |
60 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
18.2 |
0.9% |
34% |
False |
False |
1,503 |
80 |
2,121.6 |
1,933.8 |
187.8 |
9.5% |
19.6 |
1.0% |
21% |
False |
False |
1,264 |
100 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
20.2 |
1.0% |
19% |
False |
False |
1,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,082.7 |
2.618 |
2,048.0 |
1.618 |
2,026.7 |
1.000 |
2,013.5 |
0.618 |
2,005.4 |
HIGH |
1,992.2 |
0.618 |
1,984.1 |
0.500 |
1,981.6 |
0.382 |
1,979.0 |
LOW |
1,970.9 |
0.618 |
1,957.7 |
1.000 |
1,949.6 |
1.618 |
1,936.4 |
2.618 |
1,915.1 |
4.250 |
1,880.4 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,981.6 |
1,985.6 |
PP |
1,978.6 |
1,981.3 |
S1 |
1,975.7 |
1,977.0 |
|