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 |
15,599.79 |
15,456.09 |
-143.70 |
-0.9% |
15,039.15 |
High |
15,618.04 |
15,556.85 |
-61.19 |
-0.4% |
15,618.04 |
Low |
15,429.36 |
15,421.32 |
-8.04 |
-0.1% |
14,948.92 |
Close |
15,490.86 |
15,508.24 |
17.38 |
0.1% |
15,490.86 |
Range |
188.68 |
135.53 |
-53.15 |
-28.2% |
669.12 |
ATR |
223.53 |
217.24 |
-6.29 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,902.06 |
15,840.68 |
15,582.78 |
|
R3 |
15,766.53 |
15,705.15 |
15,545.51 |
|
R2 |
15,631.00 |
15,631.00 |
15,533.09 |
|
R1 |
15,569.62 |
15,569.62 |
15,520.66 |
15,600.31 |
PP |
15,495.47 |
15,495.47 |
15,495.47 |
15,510.82 |
S1 |
15,434.09 |
15,434.09 |
15,495.82 |
15,464.78 |
S2 |
15,359.94 |
15,359.94 |
15,483.39 |
|
S3 |
15,224.41 |
15,298.56 |
15,470.97 |
|
S4 |
15,088.88 |
15,163.03 |
15,433.70 |
|
|
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 |
15,034.54 |
583.50 |
3.8% |
185.21 |
1.2% |
81% |
False |
False |
|
10 |
15,618.04 |
14,715.36 |
902.68 |
5.8% |
219.78 |
1.4% |
88% |
False |
False |
|
20 |
15,618.04 |
14,557.83 |
1,060.21 |
6.8% |
212.00 |
1.4% |
90% |
False |
False |
|
40 |
15,932.05 |
14,557.83 |
1,374.22 |
8.9% |
201.54 |
1.3% |
69% |
False |
False |
|
60 |
15,932.05 |
14,487.48 |
1,444.57 |
9.3% |
196.35 |
1.3% |
71% |
False |
False |
|
80 |
15,932.05 |
13,256.56 |
2,675.49 |
17.3% |
191.77 |
1.2% |
84% |
False |
False |
|
100 |
15,932.05 |
12,724.62 |
3,207.43 |
20.7% |
185.66 |
1.2% |
87% |
False |
False |
|
120 |
15,932.05 |
12,026.18 |
3,905.87 |
25.2% |
188.22 |
1.2% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,132.85 |
2.618 |
15,911.67 |
1.618 |
15,776.14 |
1.000 |
15,692.38 |
0.618 |
15,640.61 |
HIGH |
15,556.85 |
0.618 |
15,505.08 |
0.500 |
15,489.09 |
0.382 |
15,473.09 |
LOW |
15,421.32 |
0.618 |
15,337.56 |
1.000 |
15,285.79 |
1.618 |
15,202.03 |
2.618 |
15,066.50 |
4.250 |
14,845.32 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,501.86 |
15,519.68 |
PP |
15,495.47 |
15,515.87 |
S1 |
15,489.09 |
15,512.05 |
|