| 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 |
15,467.32 |
15,177.74 |
-289.58 |
-1.9% |
15,039.15 |
| High |
15,486.63 |
15,288.20 |
-198.43 |
-1.3% |
15,618.04 |
| Low |
15,289.48 |
15,138.73 |
-150.75 |
-1.0% |
14,948.92 |
| Close |
15,371.44 |
15,258.52 |
-112.92 |
-0.7% |
15,490.86 |
| Range |
197.15 |
149.47 |
-47.68 |
-24.2% |
669.12 |
| ATR |
217.35 |
218.45 |
1.10 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,676.89 |
15,617.18 |
15,340.73 |
|
| R3 |
15,527.42 |
15,467.71 |
15,299.62 |
|
| R2 |
15,377.95 |
15,377.95 |
15,285.92 |
|
| R1 |
15,318.24 |
15,318.24 |
15,272.22 |
15,348.10 |
| PP |
15,228.48 |
15,228.48 |
15,228.48 |
15,243.41 |
| S1 |
15,168.77 |
15,168.77 |
15,244.82 |
15,198.63 |
| S2 |
15,079.01 |
15,079.01 |
15,231.12 |
|
| S3 |
14,929.54 |
15,019.30 |
15,217.42 |
|
| S4 |
14,780.07 |
14,869.83 |
15,176.31 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,359.97 |
17,094.53 |
15,858.88 |
|
| R3 |
16,690.85 |
16,425.41 |
15,674.87 |
|
| R2 |
16,021.73 |
16,021.73 |
15,613.53 |
|
| R1 |
15,756.29 |
15,756.29 |
15,552.20 |
15,889.01 |
| PP |
15,352.61 |
15,352.61 |
15,352.61 |
15,418.97 |
| S1 |
15,087.17 |
15,087.17 |
15,429.52 |
15,219.89 |
| S2 |
14,683.49 |
14,683.49 |
15,368.19 |
|
| S3 |
14,014.37 |
14,418.05 |
15,306.85 |
|
| S4 |
13,345.25 |
13,748.93 |
15,122.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,618.04 |
15,138.73 |
479.31 |
3.1% |
155.89 |
1.0% |
25% |
False |
True |
|
| 10 |
15,618.04 |
14,715.36 |
902.68 |
5.9% |
215.59 |
1.4% |
60% |
False |
False |
|
| 20 |
15,618.04 |
14,557.83 |
1,060.21 |
6.9% |
211.53 |
1.4% |
66% |
False |
False |
|
| 40 |
15,932.05 |
14,557.83 |
1,374.22 |
9.0% |
202.32 |
1.3% |
51% |
False |
False |
|
| 60 |
15,932.05 |
14,557.83 |
1,374.22 |
9.0% |
195.43 |
1.3% |
51% |
False |
False |
|
| 80 |
15,932.05 |
13,297.85 |
2,634.20 |
17.3% |
192.65 |
1.3% |
74% |
False |
False |
|
| 100 |
15,932.05 |
12,724.62 |
3,207.43 |
21.0% |
185.21 |
1.2% |
79% |
False |
False |
|
| 120 |
15,932.05 |
12,411.36 |
3,520.69 |
23.1% |
185.70 |
1.2% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,923.45 |
|
2.618 |
15,679.51 |
|
1.618 |
15,530.04 |
|
1.000 |
15,437.67 |
|
0.618 |
15,380.57 |
|
HIGH |
15,288.20 |
|
0.618 |
15,231.10 |
|
0.500 |
15,213.47 |
|
0.382 |
15,195.83 |
|
LOW |
15,138.73 |
|
0.618 |
15,046.36 |
|
1.000 |
14,989.26 |
|
1.618 |
14,896.89 |
|
2.618 |
14,747.42 |
|
4.250 |
14,503.48 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,243.50 |
15,347.79 |
| PP |
15,228.48 |
15,318.03 |
| S1 |
15,213.47 |
15,288.28 |
|