| 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 |
450.73 |
448.40 |
-2.33 |
-0.5% |
442.24 |
| High |
451.06 |
448.51 |
-2.55 |
-0.6% |
453.67 |
| Low |
449.17 |
443.81 |
-5.36 |
-1.2% |
439.97 |
| Close |
449.24 |
446.22 |
-3.02 |
-0.7% |
451.19 |
| Range |
1.89 |
4.70 |
2.81 |
148.7% |
13.70 |
| ATR |
4.44 |
4.51 |
0.07 |
1.6% |
0.00 |
| Volume |
55,166,200 |
70,758,500 |
15,592,300 |
28.3% |
338,759,600 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
460.28 |
457.95 |
448.81 |
|
| R3 |
455.58 |
453.25 |
447.51 |
|
| R2 |
450.88 |
450.88 |
447.08 |
|
| R1 |
448.55 |
448.55 |
446.65 |
447.37 |
| PP |
446.18 |
446.18 |
446.18 |
445.59 |
| S1 |
443.85 |
443.85 |
445.79 |
442.67 |
| S2 |
441.48 |
441.48 |
445.36 |
|
| S3 |
436.78 |
439.15 |
444.93 |
|
| S4 |
432.08 |
434.45 |
443.64 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
489.37 |
483.98 |
458.72 |
|
| R3 |
475.67 |
470.28 |
454.96 |
|
| R2 |
461.97 |
461.97 |
453.70 |
|
| R1 |
456.58 |
456.58 |
452.45 |
459.28 |
| PP |
448.28 |
448.28 |
448.28 |
449.63 |
| S1 |
442.89 |
442.89 |
449.93 |
445.58 |
| S2 |
434.58 |
434.58 |
448.68 |
|
| S3 |
420.88 |
429.19 |
447.42 |
|
| S4 |
407.19 |
415.49 |
443.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
453.67 |
443.81 |
9.86 |
2.2% |
3.23 |
0.7% |
24% |
False |
True |
64,001,420 |
| 10 |
453.67 |
435.00 |
18.67 |
4.2% |
4.58 |
1.0% |
60% |
False |
False |
72,396,760 |
| 20 |
453.67 |
433.01 |
20.66 |
4.6% |
4.59 |
1.0% |
64% |
False |
False |
74,824,025 |
| 40 |
459.44 |
433.01 |
26.43 |
5.9% |
4.11 |
0.9% |
50% |
False |
False |
73,251,145 |
| 60 |
459.44 |
430.17 |
29.27 |
6.6% |
3.90 |
0.9% |
55% |
False |
False |
75,369,465 |
| 80 |
459.44 |
409.07 |
50.37 |
11.3% |
3.91 |
0.9% |
74% |
False |
False |
76,747,618 |
| 100 |
459.44 |
403.74 |
55.70 |
12.5% |
3.90 |
0.9% |
76% |
False |
False |
76,834,519 |
| 120 |
459.44 |
386.29 |
73.15 |
16.4% |
4.06 |
0.9% |
82% |
False |
False |
78,713,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
468.49 |
|
2.618 |
460.81 |
|
1.618 |
456.11 |
|
1.000 |
453.21 |
|
0.618 |
451.41 |
|
HIGH |
448.51 |
|
0.618 |
446.71 |
|
0.500 |
446.16 |
|
0.382 |
445.61 |
|
LOW |
443.81 |
|
0.618 |
440.91 |
|
1.000 |
439.11 |
|
1.618 |
436.21 |
|
2.618 |
431.51 |
|
4.250 |
423.84 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
446.20 |
448.74 |
| PP |
446.18 |
447.90 |
| S1 |
446.16 |
447.06 |
|