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 |
1,628.0780 |
1,629.3690 |
1.2910 |
0.1% |
1,648.8310 |
High |
1,646.5460 |
1,666.7730 |
20.2270 |
1.2% |
1,742.3600 |
Low |
1,610.0030 |
1,612.5130 |
2.5100 |
0.2% |
1,603.1680 |
Close |
1,630.1090 |
1,628.6080 |
-1.5010 |
-0.1% |
1,627.9870 |
Range |
36.5430 |
54.2600 |
17.7170 |
48.5% |
139.1920 |
ATR |
54.3991 |
54.3891 |
-0.0099 |
0.0% |
0.0000 |
Volume |
129,694 |
141,098 |
11,404 |
8.8% |
1,107,821 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,798.7447 |
1,767.9363 |
1,658.4510 |
|
R3 |
1,744.4847 |
1,713.6763 |
1,643.5295 |
|
R2 |
1,690.2247 |
1,690.2247 |
1,638.5557 |
|
R1 |
1,659.4163 |
1,659.4163 |
1,633.5818 |
1,647.6905 |
PP |
1,635.9647 |
1,635.9647 |
1,635.9647 |
1,630.1018 |
S1 |
1,605.1563 |
1,605.1563 |
1,623.6342 |
1,593.4305 |
S2 |
1,581.7047 |
1,581.7047 |
1,618.6603 |
|
S3 |
1,527.4447 |
1,550.8963 |
1,613.6865 |
|
S4 |
1,473.1847 |
1,496.6363 |
1,598.7650 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,075.4143 |
1,990.8927 |
1,704.5426 |
|
R3 |
1,936.2223 |
1,851.7007 |
1,666.2648 |
|
R2 |
1,797.0303 |
1,797.0303 |
1,653.5055 |
|
R1 |
1,712.5087 |
1,712.5087 |
1,640.7463 |
1,685.1735 |
PP |
1,657.8383 |
1,657.8383 |
1,657.8383 |
1,644.1708 |
S1 |
1,573.3167 |
1,573.3167 |
1,615.2277 |
1,545.9815 |
S2 |
1,518.6463 |
1,518.6463 |
1,602.4685 |
|
S3 |
1,379.4543 |
1,434.1247 |
1,589.7092 |
|
S4 |
1,240.2623 |
1,294.9327 |
1,551.4314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,734.3810 |
1,603.1680 |
131.2130 |
8.1% |
50.6784 |
3.1% |
19% |
False |
False |
154,305 |
10 |
1,742.3600 |
1,596.4400 |
145.9200 |
9.0% |
57.1242 |
3.5% |
22% |
False |
False |
191,562 |
20 |
1,872.9570 |
1,570.6850 |
302.2720 |
18.6% |
53.6372 |
3.3% |
19% |
False |
False |
163,950 |
40 |
2,026.3210 |
1,570.6850 |
455.6360 |
28.0% |
51.7154 |
3.2% |
13% |
False |
False |
141,625 |
60 |
2,026.3210 |
1,570.6850 |
455.6360 |
28.0% |
58.8575 |
3.6% |
13% |
False |
False |
135,989 |
80 |
2,026.3210 |
1,570.6850 |
455.6360 |
28.0% |
57.8159 |
3.6% |
13% |
False |
False |
128,517 |
100 |
2,137.7700 |
1,570.6850 |
567.0850 |
34.8% |
64.7319 |
4.0% |
10% |
False |
False |
150,229 |
120 |
2,137.7700 |
1,570.6850 |
567.0850 |
34.8% |
68.2762 |
4.2% |
10% |
False |
False |
161,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,897.3780 |
2.618 |
1,808.8257 |
1.618 |
1,754.5657 |
1.000 |
1,721.0330 |
0.618 |
1,700.3057 |
HIGH |
1,666.7730 |
0.618 |
1,646.0457 |
0.500 |
1,639.6430 |
0.382 |
1,633.2403 |
LOW |
1,612.5130 |
0.618 |
1,578.9803 |
1.000 |
1,558.2530 |
1.618 |
1,524.7203 |
2.618 |
1,470.4603 |
4.250 |
1,381.9080 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,639.6430 |
1,634.9705 |
PP |
1,635.9647 |
1,632.8497 |
S1 |
1,632.2863 |
1,630.7288 |
|