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 |
7,459.0 |
7,494.0 |
35.0 |
0.5% |
7,479.0 |
High |
7,550.0 |
7,510.0 |
-40.0 |
-0.5% |
7,566.0 |
Low |
7,459.0 |
7,440.5 |
-18.5 |
-0.2% |
7,479.0 |
Close |
7,506.0 |
7,492.0 |
-14.0 |
-0.2% |
7,540.5 |
Range |
91.0 |
69.5 |
-21.5 |
-23.6% |
87.0 |
ATR |
60.5 |
61.2 |
0.6 |
1.1% |
0.0 |
Volume |
2,052 |
2,991 |
939 |
45.8% |
265 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,689.5 |
7,660.0 |
7,530.0 |
|
R3 |
7,620.0 |
7,590.5 |
7,511.0 |
|
R2 |
7,550.5 |
7,550.5 |
7,504.5 |
|
R1 |
7,521.0 |
7,521.0 |
7,498.5 |
7,501.0 |
PP |
7,481.0 |
7,481.0 |
7,481.0 |
7,471.0 |
S1 |
7,451.5 |
7,451.5 |
7,485.5 |
7,431.5 |
S2 |
7,411.5 |
7,411.5 |
7,479.5 |
|
S3 |
7,342.0 |
7,382.0 |
7,473.0 |
|
S4 |
7,272.5 |
7,312.5 |
7,454.0 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,789.5 |
7,752.0 |
7,588.5 |
|
R3 |
7,702.5 |
7,665.0 |
7,564.5 |
|
R2 |
7,615.5 |
7,615.5 |
7,556.5 |
|
R1 |
7,578.0 |
7,578.0 |
7,548.5 |
7,597.0 |
PP |
7,528.5 |
7,528.5 |
7,528.5 |
7,538.0 |
S1 |
7,491.0 |
7,491.0 |
7,532.5 |
7,510.0 |
S2 |
7,441.5 |
7,441.5 |
7,524.5 |
|
S3 |
7,354.5 |
7,404.0 |
7,516.5 |
|
S4 |
7,267.5 |
7,317.0 |
7,492.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,595.0 |
7,440.5 |
154.5 |
2.1% |
65.5 |
0.9% |
33% |
False |
True |
1,083 |
10 |
7,595.0 |
7,357.0 |
238.0 |
3.2% |
52.0 |
0.7% |
57% |
False |
False |
565 |
20 |
7,689.0 |
7,285.5 |
403.5 |
5.4% |
45.5 |
0.6% |
51% |
False |
False |
287 |
40 |
7,769.0 |
7,285.5 |
483.5 |
6.5% |
33.0 |
0.4% |
43% |
False |
False |
155 |
60 |
7,769.0 |
7,285.5 |
483.5 |
6.5% |
24.5 |
0.3% |
43% |
False |
False |
114 |
80 |
7,848.0 |
7,285.5 |
562.5 |
7.5% |
18.5 |
0.3% |
37% |
False |
False |
85 |
100 |
8,000.0 |
7,285.5 |
714.5 |
9.5% |
16.0 |
0.2% |
29% |
False |
False |
71 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.5% |
13.5 |
0.2% |
29% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,805.5 |
2.618 |
7,692.0 |
1.618 |
7,622.5 |
1.000 |
7,579.5 |
0.618 |
7,553.0 |
HIGH |
7,510.0 |
0.618 |
7,483.5 |
0.500 |
7,475.0 |
0.382 |
7,467.0 |
LOW |
7,440.5 |
0.618 |
7,397.5 |
1.000 |
7,371.0 |
1.618 |
7,328.0 |
2.618 |
7,258.5 |
4.250 |
7,145.0 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,486.5 |
7,518.0 |
PP |
7,481.0 |
7,509.0 |
S1 |
7,475.0 |
7,500.5 |
|