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 |
451.65 |
453.17 |
1.52 |
0.3% |
442.24 |
High |
452.83 |
453.67 |
0.84 |
0.2% |
453.67 |
Low |
450.16 |
449.68 |
-0.48 |
-0.1% |
439.97 |
Close |
450.35 |
451.19 |
0.84 |
0.2% |
451.19 |
Range |
2.67 |
3.99 |
1.32 |
49.4% |
13.70 |
ATR |
4.67 |
4.62 |
-0.05 |
-1.0% |
0.00 |
Volume |
66,084,500 |
58,944,000 |
-7,140,500 |
-10.8% |
338,759,600 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
463.48 |
461.33 |
453.38 |
|
R3 |
459.49 |
457.34 |
452.29 |
|
R2 |
455.50 |
455.50 |
451.92 |
|
R1 |
453.35 |
453.35 |
451.56 |
452.43 |
PP |
451.51 |
451.51 |
451.51 |
451.06 |
S1 |
449.36 |
449.36 |
450.82 |
448.44 |
S2 |
447.52 |
447.52 |
450.46 |
|
S3 |
443.53 |
445.37 |
450.09 |
|
S4 |
439.54 |
441.38 |
449.00 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
489.37 |
483.98 |
458.72 |
|
R3 |
475.67 |
470.28 |
454.96 |
|
R2 |
461.97 |
461.97 |
453.70 |
|
R1 |
456.58 |
456.58 |
452.45 |
459.28 |
PP |
448.28 |
448.28 |
448.28 |
449.63 |
S1 |
442.89 |
442.89 |
449.93 |
445.58 |
S2 |
434.58 |
434.58 |
448.68 |
|
S3 |
420.88 |
429.19 |
447.42 |
|
S4 |
407.19 |
415.49 |
443.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
453.67 |
439.97 |
13.70 |
3.0% |
3.99 |
0.9% |
82% |
True |
False |
67,751,920 |
10 |
453.67 |
435.00 |
18.67 |
4.1% |
4.76 |
1.1% |
87% |
True |
False |
73,182,460 |
20 |
453.67 |
433.01 |
20.66 |
4.6% |
4.67 |
1.0% |
88% |
True |
False |
75,013,725 |
40 |
459.44 |
433.01 |
26.43 |
5.9% |
4.09 |
0.9% |
69% |
False |
False |
73,275,707 |
60 |
459.44 |
425.82 |
33.62 |
7.5% |
3.91 |
0.9% |
75% |
False |
False |
75,730,720 |
80 |
459.44 |
408.87 |
50.57 |
11.2% |
3.93 |
0.9% |
84% |
False |
False |
77,252,308 |
100 |
459.44 |
403.74 |
55.70 |
12.3% |
3.94 |
0.9% |
85% |
False |
False |
77,297,622 |
120 |
459.44 |
383.71 |
75.73 |
16.8% |
4.11 |
0.9% |
89% |
False |
False |
80,353,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
470.63 |
2.618 |
464.12 |
1.618 |
460.13 |
1.000 |
457.66 |
0.618 |
456.14 |
HIGH |
453.67 |
0.618 |
452.15 |
0.500 |
451.68 |
0.382 |
451.20 |
LOW |
449.68 |
0.618 |
447.21 |
1.000 |
445.69 |
1.618 |
443.22 |
2.618 |
439.23 |
4.250 |
432.72 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
451.68 |
451.23 |
PP |
451.51 |
451.21 |
S1 |
451.35 |
451.20 |
|