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 |
34,909.09 |
34,876.24 |
-32.85 |
-0.1% |
34,441.64 |
High |
35,070.21 |
34,979.18 |
-91.03 |
-0.3% |
35,070.21 |
Low |
34,719.77 |
34,720.70 |
0.93 |
0.0% |
34,441.64 |
Close |
34,721.91 |
34,837.71 |
115.80 |
0.3% |
34,837.71 |
Range |
350.44 |
258.48 |
-91.96 |
-26.2% |
628.57 |
ATR |
332.32 |
327.05 |
-5.27 |
-1.6% |
0.00 |
Volume |
349,846,356 |
289,072,714 |
-60,773,642 |
-17.4% |
1,369,120,311 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,621.30 |
35,487.99 |
34,979.87 |
|
R3 |
35,362.82 |
35,229.51 |
34,908.79 |
|
R2 |
35,104.34 |
35,104.34 |
34,885.10 |
|
R1 |
34,971.03 |
34,971.03 |
34,861.40 |
34,908.45 |
PP |
34,845.86 |
34,845.86 |
34,845.86 |
34,814.57 |
S1 |
34,712.55 |
34,712.55 |
34,814.02 |
34,649.97 |
S2 |
34,587.38 |
34,587.38 |
34,790.32 |
|
S3 |
34,328.90 |
34,454.07 |
34,766.63 |
|
S4 |
34,070.42 |
34,195.59 |
34,695.55 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,668.90 |
36,381.87 |
35,183.42 |
|
R3 |
36,040.33 |
35,753.30 |
35,010.57 |
|
R2 |
35,411.76 |
35,411.76 |
34,952.95 |
|
R1 |
35,124.73 |
35,124.73 |
34,895.33 |
35,268.25 |
PP |
34,783.19 |
34,783.19 |
34,783.19 |
34,854.94 |
S1 |
34,496.16 |
34,496.16 |
34,780.09 |
34,639.68 |
S2 |
34,154.62 |
34,154.62 |
34,722.47 |
|
S3 |
33,526.05 |
33,867.59 |
34,664.85 |
|
S4 |
32,897.48 |
33,239.02 |
34,492.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,070.21 |
34,441.64 |
628.57 |
1.8% |
273.46 |
0.8% |
63% |
False |
False |
273,824,062 |
10 |
35,070.21 |
34,029.22 |
1,040.99 |
3.0% |
317.45 |
0.9% |
78% |
False |
False |
304,491,943 |
20 |
35,578.58 |
34,029.22 |
1,549.36 |
4.4% |
329.37 |
0.9% |
52% |
False |
False |
314,291,131 |
40 |
35,679.13 |
33,705.68 |
1,973.45 |
5.7% |
293.86 |
0.8% |
57% |
False |
False |
322,114,063 |
60 |
35,679.13 |
33,610.32 |
2,068.81 |
5.9% |
280.63 |
0.8% |
59% |
False |
False |
319,581,640 |
80 |
35,679.13 |
32,586.56 |
3,092.57 |
8.9% |
291.24 |
0.8% |
73% |
False |
False |
321,510,789 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
8.9% |
296.48 |
0.9% |
73% |
False |
False |
313,940,824 |
120 |
35,679.13 |
31,429.82 |
4,249.31 |
12.2% |
310.16 |
0.9% |
80% |
False |
False |
318,529,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,077.72 |
2.618 |
35,655.88 |
1.618 |
35,397.40 |
1.000 |
35,237.66 |
0.618 |
35,138.92 |
HIGH |
34,979.18 |
0.618 |
34,880.44 |
0.500 |
34,849.94 |
0.382 |
34,819.44 |
LOW |
34,720.70 |
0.618 |
34,560.96 |
1.000 |
34,462.22 |
1.618 |
34,302.48 |
2.618 |
34,044.00 |
4.250 |
33,622.16 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,849.94 |
34,894.99 |
PP |
34,845.86 |
34,875.90 |
S1 |
34,841.79 |
34,856.80 |
|