| 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 |
7,468.0 |
7,431.5 |
-36.5 |
-0.5% |
7,397.0 |
| High |
7,493.0 |
7,458.5 |
-34.5 |
-0.5% |
7,519.5 |
| Low |
7,398.5 |
7,377.5 |
-21.0 |
-0.3% |
7,378.5 |
| Close |
7,447.5 |
7,434.0 |
-13.5 |
-0.2% |
7,481.5 |
| Range |
94.5 |
81.0 |
-13.5 |
-14.3% |
141.0 |
| ATR |
82.4 |
82.3 |
-0.1 |
-0.1% |
0.0 |
| Volume |
86,968 |
83,897 |
-3,071 |
-3.5% |
435,712 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,666.5 |
7,631.0 |
7,478.5 |
|
| R3 |
7,585.5 |
7,550.0 |
7,456.5 |
|
| R2 |
7,504.5 |
7,504.5 |
7,449.0 |
|
| R1 |
7,469.0 |
7,469.0 |
7,441.5 |
7,487.0 |
| PP |
7,423.5 |
7,423.5 |
7,423.5 |
7,432.0 |
| S1 |
7,388.0 |
7,388.0 |
7,426.5 |
7,406.0 |
| S2 |
7,342.5 |
7,342.5 |
7,419.0 |
|
| S3 |
7,261.5 |
7,307.0 |
7,411.5 |
|
| S4 |
7,180.5 |
7,226.0 |
7,389.5 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,883.0 |
7,823.0 |
7,559.0 |
|
| R3 |
7,742.0 |
7,682.0 |
7,520.5 |
|
| R2 |
7,601.0 |
7,601.0 |
7,507.5 |
|
| R1 |
7,541.0 |
7,541.0 |
7,494.5 |
7,571.0 |
| PP |
7,460.0 |
7,460.0 |
7,460.0 |
7,475.0 |
| S1 |
7,400.0 |
7,400.0 |
7,468.5 |
7,430.0 |
| S2 |
7,319.0 |
7,319.0 |
7,455.5 |
|
| S3 |
7,178.0 |
7,259.0 |
7,442.5 |
|
| S4 |
7,037.0 |
7,118.0 |
7,404.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,537.5 |
7,377.5 |
160.0 |
2.2% |
80.0 |
1.1% |
35% |
False |
True |
95,338 |
| 10 |
7,537.5 |
7,267.0 |
270.5 |
3.6% |
80.5 |
1.1% |
62% |
False |
False |
89,631 |
| 20 |
7,638.0 |
7,224.5 |
413.5 |
5.6% |
80.0 |
1.1% |
51% |
False |
False |
90,851 |
| 40 |
7,710.0 |
7,224.5 |
485.5 |
6.5% |
80.5 |
1.1% |
43% |
False |
False |
90,586 |
| 60 |
7,710.0 |
7,223.0 |
487.0 |
6.6% |
77.0 |
1.0% |
43% |
False |
False |
91,604 |
| 80 |
7,814.0 |
7,223.0 |
591.0 |
7.9% |
72.0 |
1.0% |
36% |
False |
False |
78,247 |
| 100 |
7,944.0 |
7,223.0 |
721.0 |
9.7% |
63.5 |
0.9% |
29% |
False |
False |
62,619 |
| 120 |
7,944.0 |
7,223.0 |
721.0 |
9.7% |
55.5 |
0.7% |
29% |
False |
False |
52,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,803.0 |
|
2.618 |
7,670.5 |
|
1.618 |
7,589.5 |
|
1.000 |
7,539.5 |
|
0.618 |
7,508.5 |
|
HIGH |
7,458.5 |
|
0.618 |
7,427.5 |
|
0.500 |
7,418.0 |
|
0.382 |
7,408.5 |
|
LOW |
7,377.5 |
|
0.618 |
7,327.5 |
|
1.000 |
7,296.5 |
|
1.618 |
7,246.5 |
|
2.618 |
7,165.5 |
|
4.250 |
7,033.0 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,428.5 |
7,457.5 |
| PP |
7,423.5 |
7,449.5 |
| S1 |
7,418.0 |
7,442.0 |
|