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 |
34,843.22 |
34,611.68 |
-231.54 |
-0.7% |
34,441.64 |
High |
34,871.26 |
34,611.68 |
-259.58 |
-0.7% |
35,070.21 |
Low |
34,635.63 |
34,291.56 |
-344.07 |
-1.0% |
34,441.64 |
Close |
34,641.97 |
34,443.19 |
-198.78 |
-0.6% |
34,837.71 |
Range |
235.63 |
320.12 |
84.49 |
35.9% |
628.57 |
ATR |
320.52 |
322.65 |
2.14 |
0.7% |
0.00 |
Volume |
286,343,581 |
308,909,231 |
22,565,650 |
7.9% |
1,369,120,311 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,409.17 |
35,246.30 |
34,619.26 |
|
R3 |
35,089.05 |
34,926.18 |
34,531.22 |
|
R2 |
34,768.93 |
34,768.93 |
34,501.88 |
|
R1 |
34,606.06 |
34,606.06 |
34,472.53 |
34,527.44 |
PP |
34,448.81 |
34,448.81 |
34,448.81 |
34,409.50 |
S1 |
34,285.94 |
34,285.94 |
34,413.85 |
34,207.32 |
S2 |
34,128.69 |
34,128.69 |
34,384.50 |
|
S3 |
33,808.57 |
33,965.82 |
34,355.16 |
|
S4 |
33,488.45 |
33,645.70 |
34,267.12 |
|
|
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 |
34,291.56 |
778.65 |
2.3% |
275.70 |
0.8% |
19% |
False |
True |
294,613,447 |
10 |
35,070.21 |
34,029.22 |
1,040.99 |
3.0% |
315.05 |
0.9% |
40% |
False |
False |
294,655,372 |
20 |
35,578.58 |
34,029.22 |
1,549.36 |
4.5% |
321.61 |
0.9% |
27% |
False |
False |
313,541,616 |
40 |
35,679.13 |
34,029.22 |
1,649.91 |
4.8% |
294.04 |
0.9% |
25% |
False |
False |
322,415,703 |
60 |
35,679.13 |
33,610.32 |
2,068.81 |
6.0% |
282.70 |
0.8% |
40% |
False |
False |
320,570,028 |
80 |
35,679.13 |
32,586.56 |
3,092.57 |
9.0% |
288.25 |
0.8% |
60% |
False |
False |
321,632,478 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
9.0% |
294.52 |
0.9% |
60% |
False |
False |
314,517,871 |
120 |
35,679.13 |
31,571.46 |
4,107.67 |
11.9% |
306.64 |
0.9% |
70% |
False |
False |
316,624,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,972.19 |
2.618 |
35,449.75 |
1.618 |
35,129.63 |
1.000 |
34,931.80 |
0.618 |
34,809.51 |
HIGH |
34,611.68 |
0.618 |
34,489.39 |
0.500 |
34,451.62 |
0.382 |
34,413.85 |
LOW |
34,291.56 |
0.618 |
34,093.73 |
1.000 |
33,971.44 |
1.618 |
33,773.61 |
2.618 |
33,453.49 |
4.250 |
32,931.05 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,451.62 |
34,635.37 |
PP |
34,448.81 |
34,571.31 |
S1 |
34,446.00 |
34,507.25 |
|