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 |
453.17 |
450.73 |
-2.44 |
-0.5% |
442.24 |
High |
453.67 |
451.06 |
-2.61 |
-0.6% |
453.67 |
Low |
449.68 |
449.17 |
-0.51 |
-0.1% |
439.97 |
Close |
451.19 |
449.24 |
-1.95 |
-0.4% |
451.19 |
Range |
3.99 |
1.89 |
-2.10 |
-52.6% |
13.70 |
ATR |
4.62 |
4.44 |
-0.19 |
-4.0% |
0.00 |
Volume |
58,944,000 |
55,166,200 |
-3,777,800 |
-6.4% |
338,759,600 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
455.49 |
454.26 |
450.28 |
|
R3 |
453.60 |
452.37 |
449.76 |
|
R2 |
451.71 |
451.71 |
449.59 |
|
R1 |
450.48 |
450.48 |
449.41 |
450.15 |
PP |
449.82 |
449.82 |
449.82 |
449.66 |
S1 |
448.59 |
448.59 |
449.07 |
448.26 |
S2 |
447.93 |
447.93 |
448.89 |
|
S3 |
446.04 |
446.70 |
448.72 |
|
S4 |
444.15 |
444.81 |
448.20 |
|
|
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 |
442.46 |
11.21 |
2.5% |
3.69 |
0.8% |
60% |
False |
False |
66,466,100 |
10 |
453.67 |
435.00 |
18.67 |
4.2% |
4.47 |
1.0% |
76% |
False |
False |
71,827,190 |
20 |
453.67 |
433.01 |
20.66 |
4.6% |
4.62 |
1.0% |
79% |
False |
False |
74,854,165 |
40 |
459.44 |
433.01 |
26.43 |
5.9% |
4.08 |
0.9% |
61% |
False |
False |
73,093,775 |
60 |
459.44 |
428.87 |
30.57 |
6.8% |
3.88 |
0.9% |
67% |
False |
False |
75,617,610 |
80 |
459.44 |
409.07 |
50.37 |
11.2% |
3.88 |
0.9% |
80% |
False |
False |
76,740,100 |
100 |
459.44 |
403.74 |
55.70 |
12.4% |
3.91 |
0.9% |
82% |
False |
False |
76,985,081 |
120 |
459.44 |
383.71 |
75.73 |
16.9% |
4.07 |
0.9% |
87% |
False |
False |
79,565,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
459.09 |
2.618 |
456.01 |
1.618 |
454.12 |
1.000 |
452.95 |
0.618 |
452.23 |
HIGH |
451.06 |
0.618 |
450.34 |
0.500 |
450.12 |
0.382 |
449.89 |
LOW |
449.17 |
0.618 |
448.00 |
1.000 |
447.28 |
1.618 |
446.11 |
2.618 |
444.22 |
4.250 |
441.14 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
450.12 |
451.42 |
PP |
449.82 |
450.69 |
S1 |
449.53 |
449.97 |
|