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 |
15,479.19 |
15,599.79 |
120.60 |
0.8% |
15,039.15 |
High |
15,575.01 |
15,618.04 |
43.03 |
0.3% |
15,618.04 |
Low |
15,466.41 |
15,429.36 |
-37.05 |
-0.2% |
14,948.92 |
Close |
15,501.07 |
15,490.86 |
-10.21 |
-0.1% |
15,490.86 |
Range |
108.60 |
188.68 |
80.08 |
73.7% |
669.12 |
ATR |
226.21 |
223.53 |
-2.68 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,078.79 |
15,973.51 |
15,594.63 |
|
R3 |
15,890.11 |
15,784.83 |
15,542.75 |
|
R2 |
15,701.43 |
15,701.43 |
15,525.45 |
|
R1 |
15,596.15 |
15,596.15 |
15,508.16 |
15,554.45 |
PP |
15,512.75 |
15,512.75 |
15,512.75 |
15,491.91 |
S1 |
15,407.47 |
15,407.47 |
15,473.56 |
15,365.77 |
S2 |
15,324.07 |
15,324.07 |
15,456.27 |
|
S3 |
15,135.39 |
15,218.79 |
15,438.97 |
|
S4 |
14,946.71 |
15,030.11 |
15,387.09 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,359.97 |
17,094.53 |
15,858.88 |
|
R3 |
16,690.85 |
16,425.41 |
15,674.87 |
|
R2 |
16,021.73 |
16,021.73 |
15,613.53 |
|
R1 |
15,756.29 |
15,756.29 |
15,552.20 |
15,889.01 |
PP |
15,352.61 |
15,352.61 |
15,352.61 |
15,418.97 |
S1 |
15,087.17 |
15,087.17 |
15,429.52 |
15,219.89 |
S2 |
14,683.49 |
14,683.49 |
15,368.19 |
|
S3 |
14,014.37 |
14,418.05 |
15,306.85 |
|
S4 |
13,345.25 |
13,748.93 |
15,122.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,618.04 |
14,948.92 |
669.12 |
4.3% |
185.56 |
1.2% |
81% |
True |
False |
|
10 |
15,618.04 |
14,715.36 |
902.68 |
5.8% |
228.18 |
1.5% |
86% |
True |
False |
|
20 |
15,618.04 |
14,557.83 |
1,060.21 |
6.8% |
212.82 |
1.4% |
88% |
True |
False |
|
40 |
15,932.05 |
14,557.83 |
1,374.22 |
8.9% |
201.68 |
1.3% |
68% |
False |
False |
|
60 |
15,932.05 |
14,316.74 |
1,615.31 |
10.4% |
197.19 |
1.3% |
73% |
False |
False |
|
80 |
15,932.05 |
13,204.79 |
2,727.26 |
17.6% |
192.32 |
1.2% |
84% |
False |
False |
|
100 |
15,932.05 |
12,724.62 |
3,207.43 |
20.7% |
186.69 |
1.2% |
86% |
False |
False |
|
120 |
15,932.05 |
12,026.18 |
3,905.87 |
25.2% |
188.61 |
1.2% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,419.93 |
2.618 |
16,112.00 |
1.618 |
15,923.32 |
1.000 |
15,806.72 |
0.618 |
15,734.64 |
HIGH |
15,618.04 |
0.618 |
15,545.96 |
0.500 |
15,523.70 |
0.382 |
15,501.44 |
LOW |
15,429.36 |
0.618 |
15,312.76 |
1.000 |
15,240.68 |
1.618 |
15,124.08 |
2.618 |
14,935.40 |
4.250 |
14,627.47 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,523.70 |
15,488.35 |
PP |
15,512.75 |
15,485.84 |
S1 |
15,501.81 |
15,483.33 |
|