| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,920.0 |
15,850.0 |
-70.0 |
-0.4% |
15,970.0 |
| High |
15,956.0 |
15,957.0 |
1.0 |
0.0% |
16,200.0 |
| Low |
15,840.0 |
15,823.0 |
-17.0 |
-0.1% |
15,970.0 |
| Close |
15,910.0 |
15,877.0 |
-33.0 |
-0.2% |
16,022.0 |
| Range |
116.0 |
134.0 |
18.0 |
15.5% |
230.0 |
| ATR |
140.3 |
139.9 |
-0.5 |
-0.3% |
0.0 |
| Volume |
737 |
1,747 |
1,010 |
137.0% |
850 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,287.7 |
16,216.3 |
15,950.7 |
|
| R3 |
16,153.7 |
16,082.3 |
15,913.9 |
|
| R2 |
16,019.7 |
16,019.7 |
15,901.6 |
|
| R1 |
15,948.3 |
15,948.3 |
15,889.3 |
15,984.0 |
| PP |
15,885.7 |
15,885.7 |
15,885.7 |
15,903.5 |
| S1 |
15,814.3 |
15,814.3 |
15,864.7 |
15,850.0 |
| S2 |
15,751.7 |
15,751.7 |
15,852.4 |
|
| S3 |
15,617.7 |
15,680.3 |
15,840.2 |
|
| S4 |
15,483.7 |
15,546.3 |
15,803.3 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,754.0 |
16,618.0 |
16,148.5 |
|
| R3 |
16,524.0 |
16,388.0 |
16,085.3 |
|
| R2 |
16,294.0 |
16,294.0 |
16,064.2 |
|
| R1 |
16,158.0 |
16,158.0 |
16,043.1 |
16,226.0 |
| PP |
16,064.0 |
16,064.0 |
16,064.0 |
16,098.0 |
| S1 |
15,928.0 |
15,928.0 |
16,000.9 |
15,996.0 |
| S2 |
15,834.0 |
15,834.0 |
15,979.8 |
|
| S3 |
15,604.0 |
15,698.0 |
15,958.8 |
|
| S4 |
15,374.0 |
15,468.0 |
15,895.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,200.0 |
15,823.0 |
377.0 |
2.4% |
125.8 |
0.8% |
14% |
False |
True |
716 |
| 10 |
16,200.0 |
15,814.0 |
386.0 |
2.4% |
123.1 |
0.8% |
16% |
False |
False |
378 |
| 20 |
16,250.0 |
15,692.0 |
558.0 |
3.5% |
103.4 |
0.7% |
33% |
False |
False |
210 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
83.2 |
0.5% |
18% |
False |
False |
111 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
88.0 |
0.6% |
18% |
False |
False |
82 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
74.4 |
0.5% |
18% |
False |
False |
62 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
65.2 |
0.4% |
18% |
False |
False |
50 |
| 120 |
16,716.0 |
15,298.0 |
1,418.0 |
8.9% |
56.5 |
0.4% |
41% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,526.5 |
|
2.618 |
16,307.8 |
|
1.618 |
16,173.8 |
|
1.000 |
16,091.0 |
|
0.618 |
16,039.8 |
|
HIGH |
15,957.0 |
|
0.618 |
15,905.8 |
|
0.500 |
15,890.0 |
|
0.382 |
15,874.2 |
|
LOW |
15,823.0 |
|
0.618 |
15,740.2 |
|
1.000 |
15,689.0 |
|
1.618 |
15,606.2 |
|
2.618 |
15,472.2 |
|
4.250 |
15,253.5 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,890.0 |
15,911.5 |
| PP |
15,885.7 |
15,900.0 |
| S1 |
15,881.3 |
15,888.5 |
|