| 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 |
1,916.45 |
1,919.60 |
3.15 |
0.2% |
1,938.51 |
| High |
1,922.88 |
1,928.93 |
6.05 |
0.3% |
1,938.75 |
| Low |
1,916.41 |
1,917.74 |
1.33 |
0.1% |
1,915.98 |
| Close |
1,919.54 |
1,919.25 |
-0.29 |
0.0% |
1,919.25 |
| Range |
6.47 |
11.19 |
4.72 |
73.0% |
22.77 |
| ATR |
14.01 |
13.81 |
-0.20 |
-1.4% |
0.00 |
| Volume |
6,017 |
6,007 |
-10 |
-0.2% |
23,921 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,955.54 |
1,948.59 |
1,925.40 |
|
| R3 |
1,944.35 |
1,937.40 |
1,922.33 |
|
| R2 |
1,933.16 |
1,933.16 |
1,921.30 |
|
| R1 |
1,926.21 |
1,926.21 |
1,920.28 |
1,924.09 |
| PP |
1,921.97 |
1,921.97 |
1,921.97 |
1,920.92 |
| S1 |
1,915.02 |
1,915.02 |
1,918.22 |
1,912.90 |
| S2 |
1,910.78 |
1,910.78 |
1,917.20 |
|
| S3 |
1,899.59 |
1,903.83 |
1,916.17 |
|
| S4 |
1,888.40 |
1,892.64 |
1,913.10 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,992.97 |
1,978.88 |
1,931.77 |
|
| R3 |
1,970.20 |
1,956.11 |
1,925.51 |
|
| R2 |
1,947.43 |
1,947.43 |
1,923.42 |
|
| R1 |
1,933.34 |
1,933.34 |
1,921.34 |
1,929.00 |
| PP |
1,924.66 |
1,924.66 |
1,924.66 |
1,922.49 |
| S1 |
1,910.57 |
1,910.57 |
1,917.16 |
1,906.23 |
| S2 |
1,901.89 |
1,901.89 |
1,915.08 |
|
| S3 |
1,879.12 |
1,887.80 |
1,912.99 |
|
| S4 |
1,856.35 |
1,865.03 |
1,906.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,950.48 |
1,915.98 |
34.50 |
1.8% |
11.54 |
0.6% |
9% |
False |
False |
5,971 |
| 10 |
1,950.48 |
1,904.63 |
45.85 |
2.4% |
12.81 |
0.7% |
32% |
False |
False |
5,956 |
| 20 |
1,950.48 |
1,885.45 |
65.03 |
3.4% |
12.90 |
0.7% |
52% |
False |
False |
5,766 |
| 40 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
14.63 |
0.8% |
33% |
False |
False |
5,738 |
| 60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.34 |
0.9% |
33% |
False |
False |
5,727 |
| 80 |
2,020.90 |
1,885.45 |
135.45 |
7.1% |
17.89 |
0.9% |
25% |
False |
False |
5,705 |
| 100 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
19.31 |
1.0% |
19% |
False |
False |
5,646 |
| 120 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
21.35 |
1.1% |
19% |
False |
False |
5,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,976.49 |
|
2.618 |
1,958.23 |
|
1.618 |
1,947.04 |
|
1.000 |
1,940.12 |
|
0.618 |
1,935.85 |
|
HIGH |
1,928.93 |
|
0.618 |
1,924.66 |
|
0.500 |
1,923.34 |
|
0.382 |
1,922.01 |
|
LOW |
1,917.74 |
|
0.618 |
1,910.82 |
|
1.000 |
1,906.55 |
|
1.618 |
1,899.63 |
|
2.618 |
1,888.44 |
|
4.250 |
1,870.18 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,923.34 |
1,922.46 |
| PP |
1,921.97 |
1,921.39 |
| S1 |
1,920.61 |
1,920.32 |
|