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 |
1,985.9 |
1,971.8 |
-14.1 |
-0.7% |
1,963.5 |
High |
1,992.2 |
1,973.6 |
-18.6 |
-0.9% |
2,000.3 |
Low |
1,970.9 |
1,960.5 |
-10.4 |
-0.5% |
1,961.0 |
Close |
1,972.7 |
1,964.3 |
-8.4 |
-0.4% |
1,987.4 |
Range |
21.3 |
13.1 |
-8.2 |
-38.5% |
39.3 |
ATR |
17.1 |
16.8 |
-0.3 |
-1.7% |
0.0 |
Volume |
2,344 |
1,120 |
-1,224 |
-52.2% |
9,098 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,005.4 |
1,998.0 |
1,971.5 |
|
R3 |
1,992.3 |
1,984.9 |
1,967.9 |
|
R2 |
1,979.2 |
1,979.2 |
1,966.7 |
|
R1 |
1,971.8 |
1,971.8 |
1,965.5 |
1,969.0 |
PP |
1,966.1 |
1,966.1 |
1,966.1 |
1,964.7 |
S1 |
1,958.7 |
1,958.7 |
1,963.1 |
1,955.9 |
S2 |
1,953.0 |
1,953.0 |
1,961.9 |
|
S3 |
1,939.9 |
1,945.6 |
1,960.7 |
|
S4 |
1,926.8 |
1,932.5 |
1,957.1 |
|
|
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 |
1,960.5 |
39.8 |
2.0% |
15.3 |
0.8% |
10% |
False |
True |
1,836 |
10 |
2,000.3 |
1,946.6 |
53.7 |
2.7% |
16.5 |
0.8% |
33% |
False |
False |
1,615 |
20 |
2,000.3 |
1,933.8 |
66.5 |
3.4% |
15.6 |
0.8% |
46% |
False |
False |
1,661 |
40 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
17.0 |
0.9% |
27% |
False |
False |
1,774 |
60 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
18.2 |
0.9% |
27% |
False |
False |
1,515 |
80 |
2,101.0 |
1,933.8 |
167.2 |
8.5% |
19.4 |
1.0% |
18% |
False |
False |
1,263 |
100 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
20.1 |
1.0% |
15% |
False |
False |
1,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,029.3 |
2.618 |
2,007.9 |
1.618 |
1,994.8 |
1.000 |
1,986.7 |
0.618 |
1,981.7 |
HIGH |
1,973.6 |
0.618 |
1,968.6 |
0.500 |
1,967.1 |
0.382 |
1,965.5 |
LOW |
1,960.5 |
0.618 |
1,952.4 |
1.000 |
1,947.4 |
1.618 |
1,939.3 |
2.618 |
1,926.2 |
4.250 |
1,904.8 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,967.1 |
1,980.4 |
PP |
1,966.1 |
1,975.0 |
S1 |
1,965.2 |
1,969.7 |
|