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 |
34,876.24 |
34,843.22 |
-33.02 |
-0.1% |
34,441.64 |
High |
34,979.18 |
34,871.26 |
-107.92 |
-0.3% |
35,070.21 |
Low |
34,720.70 |
34,635.63 |
-85.07 |
-0.2% |
34,441.64 |
Close |
34,837.71 |
34,641.97 |
-195.74 |
-0.6% |
34,837.71 |
Range |
258.48 |
235.63 |
-22.85 |
-8.8% |
628.57 |
ATR |
327.05 |
320.52 |
-6.53 |
-2.0% |
0.00 |
Volume |
289,072,714 |
286,343,581 |
-2,729,133 |
-0.9% |
1,369,120,311 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,423.18 |
35,268.20 |
34,771.57 |
|
R3 |
35,187.55 |
35,032.57 |
34,706.77 |
|
R2 |
34,951.92 |
34,951.92 |
34,685.17 |
|
R1 |
34,796.94 |
34,796.94 |
34,663.57 |
34,756.62 |
PP |
34,716.29 |
34,716.29 |
34,716.29 |
34,696.12 |
S1 |
34,561.31 |
34,561.31 |
34,620.37 |
34,520.99 |
S2 |
34,480.66 |
34,480.66 |
34,598.77 |
|
S3 |
34,245.03 |
34,325.68 |
34,577.17 |
|
S4 |
34,009.40 |
34,090.05 |
34,512.37 |
|
|
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 |
34,531.12 |
539.09 |
1.6% |
278.34 |
0.8% |
21% |
False |
False |
285,651,982 |
10 |
35,070.21 |
34,029.22 |
1,040.99 |
3.0% |
308.76 |
0.9% |
59% |
False |
False |
291,896,167 |
20 |
35,578.58 |
34,029.22 |
1,549.36 |
4.5% |
322.56 |
0.9% |
40% |
False |
False |
313,523,868 |
40 |
35,679.13 |
33,993.01 |
1,686.12 |
4.9% |
293.43 |
0.8% |
38% |
False |
False |
321,734,235 |
60 |
35,679.13 |
33,610.32 |
2,068.81 |
6.0% |
280.50 |
0.8% |
50% |
False |
False |
319,808,704 |
80 |
35,679.13 |
32,586.56 |
3,092.57 |
8.9% |
287.52 |
0.8% |
66% |
False |
False |
321,605,967 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
8.9% |
295.82 |
0.9% |
66% |
False |
False |
314,201,160 |
120 |
35,679.13 |
31,429.82 |
4,249.31 |
12.3% |
307.95 |
0.9% |
76% |
False |
False |
317,618,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,872.69 |
2.618 |
35,488.14 |
1.618 |
35,252.51 |
1.000 |
35,106.89 |
0.618 |
35,016.88 |
HIGH |
34,871.26 |
0.618 |
34,781.25 |
0.500 |
34,753.45 |
0.382 |
34,725.64 |
LOW |
34,635.63 |
0.618 |
34,490.01 |
1.000 |
34,400.00 |
1.618 |
34,254.38 |
2.618 |
34,018.75 |
4.250 |
33,634.20 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,753.45 |
34,852.92 |
PP |
34,716.29 |
34,782.60 |
S1 |
34,679.13 |
34,712.29 |
|