Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,597.7730 |
1,603.9220 |
6.1490 |
0.4% |
1,628.0780 |
High |
1,616.0030 |
1,641.0550 |
25.0520 |
1.6% |
1,666.7730 |
Low |
1,582.0640 |
1,603.1490 |
21.0850 |
1.3% |
1,610.0030 |
Close |
1,604.6000 |
1,627.5200 |
22.9200 |
1.4% |
1,636.3700 |
Range |
33.9390 |
37.9060 |
3.9670 |
11.7% |
56.7700 |
ATR |
54.8989 |
53.6851 |
-1.2138 |
-2.2% |
0.0000 |
Volume |
138,475 |
153,096 |
14,621 |
10.6% |
512,668 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,737.6260 |
1,720.4790 |
1,648.3683 |
|
R3 |
1,699.7200 |
1,682.5730 |
1,637.9442 |
|
R2 |
1,661.8140 |
1,661.8140 |
1,634.4694 |
|
R1 |
1,644.6670 |
1,644.6670 |
1,630.9947 |
1,653.2405 |
PP |
1,623.9080 |
1,623.9080 |
1,623.9080 |
1,628.1948 |
S1 |
1,606.7610 |
1,606.7610 |
1,624.0453 |
1,615.3345 |
S2 |
1,586.0020 |
1,586.0020 |
1,620.5706 |
|
S3 |
1,548.0960 |
1,568.8550 |
1,617.0959 |
|
S4 |
1,510.1900 |
1,530.9490 |
1,606.6717 |
|
|
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 |
7.6% |
59.1452 |
3.6% |
76% |
False |
False |
122,393 |
10 |
1,720.4370 |
1,533.7810 |
186.6560 |
11.5% |
52.9384 |
3.3% |
50% |
False |
False |
135,617 |
20 |
1,813.5820 |
1,533.7810 |
279.8010 |
17.2% |
61.7781 |
3.8% |
34% |
False |
False |
173,993 |
40 |
1,928.8080 |
1,533.7810 |
395.0270 |
24.3% |
48.3793 |
3.0% |
24% |
False |
False |
131,964 |
60 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.3% |
56.3640 |
3.5% |
19% |
False |
False |
138,414 |
80 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.3% |
58.1596 |
3.6% |
19% |
False |
False |
126,256 |
100 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.3% |
61.9591 |
3.8% |
19% |
False |
False |
140,005 |
120 |
2,137.7700 |
1,533.7810 |
603.9890 |
37.1% |
65.7575 |
4.0% |
16% |
False |
False |
155,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,802.1555 |
2.618 |
1,740.2929 |
1.618 |
1,702.3869 |
1.000 |
1,678.9610 |
0.618 |
1,664.4809 |
HIGH |
1,641.0550 |
0.618 |
1,626.5749 |
0.500 |
1,622.1020 |
0.382 |
1,617.6291 |
LOW |
1,603.1490 |
0.618 |
1,579.7231 |
1.000 |
1,565.2430 |
1.618 |
1,541.8171 |
2.618 |
1,503.9111 |
4.250 |
1,442.0485 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,625.7140 |
1,615.0038 |
PP |
1,623.9080 |
1,602.4877 |
S1 |
1,622.1020 |
1,589.9715 |
|