Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,603.9220 |
1,626.9720 |
23.0500 |
1.4% |
1,636.2220 |
High |
1,641.0550 |
1,636.0420 |
-5.0130 |
-0.3% |
1,641.0550 |
Low |
1,603.1490 |
1,612.6210 |
9.4720 |
0.6% |
1,533.7810 |
Close |
1,627.5200 |
1,622.8060 |
-4.7140 |
-0.3% |
1,622.8060 |
Range |
37.9060 |
23.4210 |
-14.4850 |
-38.2% |
107.2740 |
ATR |
53.6851 |
51.5234 |
-2.1617 |
-4.0% |
0.0000 |
Volume |
153,096 |
83,562 |
-69,534 |
-45.4% |
558,294 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.0860 |
1,681.8670 |
1,635.6876 |
|
R3 |
1,670.6650 |
1,658.4460 |
1,629.2468 |
|
R2 |
1,647.2440 |
1,647.2440 |
1,627.0999 |
|
R1 |
1,635.0250 |
1,635.0250 |
1,624.9529 |
1,629.4240 |
PP |
1,623.8230 |
1,623.8230 |
1,623.8230 |
1,621.0225 |
S1 |
1,611.6040 |
1,611.6040 |
1,620.6591 |
1,606.0030 |
S2 |
1,600.4020 |
1,600.4020 |
1,618.5122 |
|
S3 |
1,576.9810 |
1,588.1830 |
1,616.3652 |
|
S4 |
1,553.5600 |
1,564.7620 |
1,609.9245 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.0360 |
1,879.1950 |
1,681.8067 |
|
R3 |
1,813.7620 |
1,771.9210 |
1,652.3064 |
|
R2 |
1,706.4880 |
1,706.4880 |
1,642.4729 |
|
R1 |
1,664.6470 |
1,664.6470 |
1,632.6395 |
1,631.9305 |
PP |
1,599.2140 |
1,599.2140 |
1,599.2140 |
1,582.8558 |
S1 |
1,557.3730 |
1,557.3730 |
1,612.9726 |
1,524.6565 |
S2 |
1,491.9400 |
1,491.9400 |
1,603.1391 |
|
S3 |
1,384.6660 |
1,450.0990 |
1,593.3057 |
|
S4 |
1,277.3920 |
1,342.8250 |
1,563.8053 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,641.0550 |
1,533.7810 |
107.2740 |
6.6% |
55.7436 |
3.4% |
83% |
False |
False |
111,658 |
10 |
1,666.7730 |
1,533.7810 |
132.9920 |
8.2% |
47.9037 |
3.0% |
67% |
False |
False |
127,063 |
20 |
1,742.3600 |
1,533.7810 |
208.5790 |
12.9% |
57.8956 |
3.6% |
43% |
False |
False |
166,163 |
40 |
1,905.4210 |
1,533.7810 |
371.6400 |
22.9% |
47.7228 |
2.9% |
24% |
False |
False |
129,318 |
60 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.4% |
54.7352 |
3.4% |
18% |
False |
False |
133,666 |
80 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.4% |
58.0043 |
3.6% |
18% |
False |
False |
127,286 |
100 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.4% |
61.4123 |
3.8% |
18% |
False |
False |
140,813 |
120 |
2,137.7700 |
1,533.7810 |
603.9890 |
37.2% |
65.1956 |
4.0% |
15% |
False |
False |
153,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,735.5813 |
2.618 |
1,697.3582 |
1.618 |
1,673.9372 |
1.000 |
1,659.4630 |
0.618 |
1,650.5162 |
HIGH |
1,636.0420 |
0.618 |
1,627.0952 |
0.500 |
1,624.3315 |
0.382 |
1,621.5678 |
LOW |
1,612.6210 |
0.618 |
1,598.1468 |
1.000 |
1,589.2000 |
1.618 |
1,574.7258 |
2.618 |
1,551.3048 |
4.250 |
1,513.0818 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,624.3315 |
1,619.0572 |
PP |
1,623.8230 |
1,615.3083 |
S1 |
1,623.3145 |
1,611.5595 |
|