| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
26,600 |
26,255 |
-345 |
-1.3% |
26,840 |
| High |
26,785 |
26,720 |
-65 |
-0.2% |
28,905 |
| Low |
26,015 |
26,215 |
200 |
0.8% |
26,015 |
| Close |
26,315 |
26,255 |
-60 |
-0.2% |
26,315 |
| Range |
770 |
505 |
-265 |
-34.4% |
2,890 |
| ATR |
854 |
829 |
-25 |
-2.9% |
0 |
| Volume |
13 |
16 |
3 |
23.1% |
126 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,912 |
27,588 |
26,533 |
|
| R3 |
27,407 |
27,083 |
26,394 |
|
| R2 |
26,902 |
26,902 |
26,348 |
|
| R1 |
26,578 |
26,578 |
26,301 |
26,508 |
| PP |
26,397 |
26,397 |
26,397 |
26,361 |
| S1 |
26,073 |
26,073 |
26,209 |
26,003 |
| S2 |
25,892 |
25,892 |
26,162 |
|
| S3 |
25,387 |
25,568 |
26,116 |
|
| S4 |
24,882 |
25,063 |
25,977 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,748 |
33,922 |
27,905 |
|
| R3 |
32,858 |
31,032 |
27,110 |
|
| R2 |
29,968 |
29,968 |
26,845 |
|
| R1 |
28,142 |
28,142 |
26,580 |
27,610 |
| PP |
27,078 |
27,078 |
27,078 |
26,813 |
| S1 |
25,252 |
25,252 |
26,050 |
24,720 |
| S2 |
24,188 |
24,188 |
25,785 |
|
| S3 |
21,298 |
22,362 |
25,520 |
|
| S4 |
18,408 |
19,472 |
24,726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,905 |
26,015 |
2,890 |
11.0% |
1,166 |
4.4% |
8% |
False |
False |
11 |
| 10 |
28,905 |
26,015 |
2,890 |
11.0% |
859 |
3.3% |
8% |
False |
False |
17 |
| 20 |
31,115 |
26,015 |
5,100 |
19.4% |
671 |
2.6% |
5% |
False |
False |
10 |
| 40 |
33,240 |
26,015 |
7,225 |
27.5% |
587 |
2.2% |
3% |
False |
False |
6 |
| 60 |
33,240 |
25,610 |
7,630 |
29.1% |
630 |
2.4% |
8% |
False |
False |
5 |
| 80 |
33,240 |
25,610 |
7,630 |
29.1% |
616 |
2.3% |
8% |
False |
False |
4 |
| 100 |
33,240 |
25,610 |
7,630 |
29.1% |
562 |
2.1% |
8% |
False |
False |
3 |
| 120 |
33,240 |
25,610 |
7,630 |
29.1% |
513 |
2.0% |
8% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,866 |
|
2.618 |
28,042 |
|
1.618 |
27,537 |
|
1.000 |
27,225 |
|
0.618 |
27,032 |
|
HIGH |
26,720 |
|
0.618 |
26,527 |
|
0.500 |
26,468 |
|
0.382 |
26,408 |
|
LOW |
26,215 |
|
0.618 |
25,903 |
|
1.000 |
25,710 |
|
1.618 |
25,398 |
|
2.618 |
24,893 |
|
4.250 |
24,069 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
26,468 |
27,130 |
| PP |
26,397 |
26,838 |
| S1 |
26,326 |
26,547 |
|