| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,628.1810 |
1,639.4130 |
11.2320 |
0.7% |
1,628.0780 |
| High |
1,641.3930 |
1,657.7810 |
16.3880 |
1.0% |
1,666.7730 |
| Low |
1,623.6360 |
1,617.3520 |
-6.2840 |
-0.4% |
1,610.0030 |
| Close |
1,639.6350 |
1,636.3700 |
-3.2650 |
-0.2% |
1,636.3700 |
| Range |
17.7570 |
40.4290 |
22.6720 |
127.7% |
56.7700 |
| ATR |
51.7725 |
50.9623 |
-0.8103 |
-1.6% |
0.0000 |
| Volume |
104,641 |
137,235 |
32,594 |
31.1% |
512,668 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,758.4547 |
1,737.8413 |
1,658.6060 |
|
| R3 |
1,718.0257 |
1,697.4123 |
1,647.4880 |
|
| R2 |
1,677.5967 |
1,677.5967 |
1,643.7820 |
|
| R1 |
1,656.9833 |
1,656.9833 |
1,640.0760 |
1,647.0755 |
| PP |
1,637.1677 |
1,637.1677 |
1,637.1677 |
1,632.2138 |
| S1 |
1,616.5543 |
1,616.5543 |
1,632.6640 |
1,606.6465 |
| S2 |
1,596.7387 |
1,596.7387 |
1,628.9580 |
|
| S3 |
1,556.3097 |
1,576.1253 |
1,625.2520 |
|
| S4 |
1,515.8807 |
1,535.6963 |
1,614.1341 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,808.0253 |
1,778.9677 |
1,667.5935 |
|
| R3 |
1,751.2553 |
1,722.1977 |
1,651.9818 |
|
| R2 |
1,694.4853 |
1,694.4853 |
1,646.7778 |
|
| R1 |
1,665.4277 |
1,665.4277 |
1,641.5739 |
1,679.9565 |
| PP |
1,637.7153 |
1,637.7153 |
1,637.7153 |
1,644.9798 |
| S1 |
1,608.6577 |
1,608.6577 |
1,631.1661 |
1,623.1865 |
| S2 |
1,580.9453 |
1,580.9453 |
1,625.9622 |
|
| S3 |
1,524.1753 |
1,551.8877 |
1,620.7583 |
|
| S4 |
1,467.4053 |
1,495.1177 |
1,605.1465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,666.7730 |
1,603.1680 |
63.6050 |
3.9% |
40.0638 |
2.4% |
52% |
False |
False |
142,467 |
| 10 |
1,742.3600 |
1,603.1680 |
139.1920 |
8.5% |
48.5373 |
3.0% |
24% |
False |
False |
176,940 |
| 20 |
1,861.9590 |
1,570.6850 |
291.2740 |
17.8% |
54.1946 |
3.3% |
23% |
False |
False |
165,353 |
| 40 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.8% |
48.5815 |
3.0% |
14% |
False |
False |
136,199 |
| 60 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.8% |
57.1677 |
3.5% |
14% |
False |
False |
137,227 |
| 80 |
2,026.3210 |
1,570.6850 |
455.6360 |
27.8% |
57.0733 |
3.5% |
14% |
False |
False |
128,133 |
| 100 |
2,121.7530 |
1,570.6850 |
551.0680 |
33.7% |
63.3289 |
3.9% |
12% |
False |
False |
147,738 |
| 120 |
2,137.7700 |
1,570.6850 |
567.0850 |
34.7% |
67.4216 |
4.1% |
12% |
False |
False |
158,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,829.6043 |
|
2.618 |
1,763.6241 |
|
1.618 |
1,723.1951 |
|
1.000 |
1,698.2100 |
|
0.618 |
1,682.7661 |
|
HIGH |
1,657.7810 |
|
0.618 |
1,642.3371 |
|
0.500 |
1,637.5665 |
|
0.382 |
1,632.7959 |
|
LOW |
1,617.3520 |
|
0.618 |
1,592.3669 |
|
1.000 |
1,576.9230 |
|
1.618 |
1,551.9379 |
|
2.618 |
1,511.5089 |
|
4.250 |
1,445.5288 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,637.5665 |
1,639.6430 |
| PP |
1,637.1677 |
1,638.5520 |
| S1 |
1,636.7688 |
1,637.4610 |
|