| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,540.9310 |
1,597.7730 |
56.8420 |
3.7% |
1,628.0780 |
| High |
1,617.5800 |
1,616.0030 |
-1.5770 |
-0.1% |
1,666.7730 |
| Low |
1,538.8880 |
1,582.0640 |
43.1760 |
2.8% |
1,610.0030 |
| Close |
1,597.9980 |
1,604.6000 |
6.6020 |
0.4% |
1,636.3700 |
| Range |
78.6920 |
33.9390 |
-44.7530 |
-56.9% |
56.7700 |
| ATR |
56.5112 |
54.8989 |
-1.6123 |
-2.9% |
0.0000 |
| Volume |
180,898 |
138,475 |
-42,423 |
-23.5% |
512,668 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,702.7060 |
1,687.5920 |
1,623.2665 |
|
| R3 |
1,668.7670 |
1,653.6530 |
1,613.9332 |
|
| R2 |
1,634.8280 |
1,634.8280 |
1,610.8222 |
|
| R1 |
1,619.7140 |
1,619.7140 |
1,607.7111 |
1,627.2710 |
| PP |
1,600.8890 |
1,600.8890 |
1,600.8890 |
1,604.6675 |
| S1 |
1,585.7750 |
1,585.7750 |
1,601.4889 |
1,593.3320 |
| S2 |
1,566.9500 |
1,566.9500 |
1,598.3779 |
|
| S3 |
1,533.0110 |
1,551.8360 |
1,595.2668 |
|
| S4 |
1,499.0720 |
1,517.8970 |
1,585.9336 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,808.0253 |
1,778.9677 |
1,667.5935 |
|
| R3 |
1,751.2553 |
1,722.1977 |
1,651.9818 |
|
| R2 |
1,694.4853 |
1,694.4853 |
1,646.7778 |
|
| R1 |
1,665.4277 |
1,665.4277 |
1,641.5739 |
1,679.9565 |
| PP |
1,637.7153 |
1,637.7153 |
1,637.7153 |
1,644.9798 |
| S1 |
1,608.6577 |
1,608.6577 |
1,631.1661 |
1,623.1865 |
| S2 |
1,580.9453 |
1,580.9453 |
1,625.9622 |
|
| S3 |
1,524.1753 |
1,551.8877 |
1,620.7583 |
|
| S4 |
1,467.4053 |
1,495.1177 |
1,605.1465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,657.7810 |
1,533.7810 |
124.0000 |
7.7% |
55.1154 |
3.4% |
57% |
False |
False |
112,702 |
| 10 |
1,734.3810 |
1,533.7810 |
200.6000 |
12.5% |
52.8969 |
3.3% |
35% |
False |
False |
133,504 |
| 20 |
1,830.7230 |
1,533.7810 |
296.9420 |
18.5% |
61.3979 |
3.8% |
24% |
False |
False |
172,389 |
| 40 |
1,928.8080 |
1,533.7810 |
395.0270 |
24.6% |
48.1126 |
3.0% |
18% |
False |
False |
131,688 |
| 60 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.7% |
56.9603 |
3.5% |
14% |
False |
False |
139,363 |
| 80 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.7% |
58.0645 |
3.6% |
14% |
False |
False |
125,963 |
| 100 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.7% |
62.8298 |
3.9% |
14% |
False |
False |
142,233 |
| 120 |
2,137.7700 |
1,533.7810 |
603.9890 |
37.6% |
66.5801 |
4.1% |
12% |
False |
False |
156,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,760.2438 |
|
2.618 |
1,704.8553 |
|
1.618 |
1,670.9163 |
|
1.000 |
1,649.9420 |
|
0.618 |
1,636.9773 |
|
HIGH |
1,616.0030 |
|
0.618 |
1,603.0383 |
|
0.500 |
1,599.0335 |
|
0.382 |
1,595.0287 |
|
LOW |
1,582.0640 |
|
0.618 |
1,561.0897 |
|
1.000 |
1,548.1250 |
|
1.618 |
1,527.1507 |
|
2.618 |
1,493.2117 |
|
4.250 |
1,437.8233 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,602.7445 |
1,598.4537 |
| PP |
1,600.8890 |
1,592.3073 |
| S1 |
1,599.0335 |
1,586.1610 |
|