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 |
15,456.09 |
15,467.32 |
11.23 |
0.1% |
15,039.15 |
High |
15,556.85 |
15,486.63 |
-70.22 |
-0.5% |
15,618.04 |
Low |
15,421.32 |
15,289.48 |
-131.84 |
-0.9% |
14,948.92 |
Close |
15,508.24 |
15,371.44 |
-136.80 |
-0.9% |
15,490.86 |
Range |
135.53 |
197.15 |
61.62 |
45.5% |
669.12 |
ATR |
217.24 |
217.35 |
0.11 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,973.97 |
15,869.85 |
15,479.87 |
|
R3 |
15,776.82 |
15,672.70 |
15,425.66 |
|
R2 |
15,579.67 |
15,579.67 |
15,407.58 |
|
R1 |
15,475.55 |
15,475.55 |
15,389.51 |
15,429.04 |
PP |
15,382.52 |
15,382.52 |
15,382.52 |
15,359.26 |
S1 |
15,278.40 |
15,278.40 |
15,353.37 |
15,231.89 |
S2 |
15,185.37 |
15,185.37 |
15,335.30 |
|
S3 |
14,988.22 |
15,081.25 |
15,317.22 |
|
S4 |
14,791.07 |
14,884.10 |
15,263.01 |
|
|
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 |
15,289.48 |
328.56 |
2.1% |
153.23 |
1.0% |
25% |
False |
True |
|
10 |
15,618.04 |
14,715.36 |
902.68 |
5.9% |
224.12 |
1.5% |
73% |
False |
False |
|
20 |
15,618.04 |
14,557.83 |
1,060.21 |
6.9% |
214.48 |
1.4% |
77% |
False |
False |
|
40 |
15,932.05 |
14,557.83 |
1,374.22 |
8.9% |
202.44 |
1.3% |
59% |
False |
False |
|
60 |
15,932.05 |
14,557.83 |
1,374.22 |
8.9% |
196.54 |
1.3% |
59% |
False |
False |
|
80 |
15,932.05 |
13,256.56 |
2,675.49 |
17.4% |
192.92 |
1.3% |
79% |
False |
False |
|
100 |
15,932.05 |
12,724.62 |
3,207.43 |
20.9% |
185.61 |
1.2% |
83% |
False |
False |
|
120 |
15,932.05 |
12,190.65 |
3,741.40 |
24.3% |
187.83 |
1.2% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,324.52 |
2.618 |
16,002.77 |
1.618 |
15,805.62 |
1.000 |
15,683.78 |
0.618 |
15,608.47 |
HIGH |
15,486.63 |
0.618 |
15,411.32 |
0.500 |
15,388.06 |
0.382 |
15,364.79 |
LOW |
15,289.48 |
0.618 |
15,167.64 |
1.000 |
15,092.33 |
1.618 |
14,970.49 |
2.618 |
14,773.34 |
4.250 |
14,451.59 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,388.06 |
15,453.76 |
PP |
15,382.52 |
15,426.32 |
S1 |
15,376.98 |
15,398.88 |
|