Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,626.9720 |
1,622.4790 |
-4.4930 |
-0.3% |
1,636.2220 |
High |
1,636.0420 |
1,669.1410 |
33.0990 |
2.0% |
1,641.0550 |
Low |
1,612.6210 |
1,609.9250 |
-2.6960 |
-0.2% |
1,533.7810 |
Close |
1,622.8060 |
1,637.8180 |
15.0120 |
0.9% |
1,622.8060 |
Range |
23.4210 |
59.2160 |
35.7950 |
152.8% |
107.2740 |
ATR |
51.5234 |
52.0729 |
0.5495 |
1.1% |
0.0000 |
Volume |
83,562 |
1,486 |
-82,076 |
-98.2% |
558,294 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.6093 |
1,786.4297 |
1,670.3868 |
|
R3 |
1,757.3933 |
1,727.2137 |
1,654.1024 |
|
R2 |
1,698.1773 |
1,698.1773 |
1,648.6743 |
|
R1 |
1,667.9977 |
1,667.9977 |
1,643.2461 |
1,683.0875 |
PP |
1,638.9613 |
1,638.9613 |
1,638.9613 |
1,646.5063 |
S1 |
1,608.7817 |
1,608.7817 |
1,632.3899 |
1,623.8715 |
S2 |
1,579.7453 |
1,579.7453 |
1,626.9617 |
|
S3 |
1,520.5293 |
1,549.5657 |
1,621.5336 |
|
S4 |
1,461.3133 |
1,490.3497 |
1,605.2492 |
|
|
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 |
1,669.1410 |
1,538.8880 |
130.2530 |
8.0% |
46.6348 |
2.8% |
76% |
True |
False |
111,503 |
10 |
1,669.1410 |
1,533.7810 |
135.3600 |
8.3% |
48.6923 |
3.0% |
77% |
True |
False |
107,244 |
20 |
1,742.3600 |
1,533.7810 |
208.5790 |
12.7% |
53.3088 |
3.3% |
50% |
False |
False |
143,670 |
40 |
1,905.1710 |
1,533.7810 |
371.3900 |
22.7% |
48.6938 |
3.0% |
28% |
False |
False |
129,333 |
60 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.1% |
54.6514 |
3.3% |
21% |
False |
False |
129,290 |
80 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.1% |
58.0760 |
3.5% |
21% |
False |
False |
127,282 |
100 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.1% |
61.4279 |
3.8% |
21% |
False |
False |
138,619 |
120 |
2,137.7700 |
1,533.7810 |
603.9890 |
36.9% |
64.8052 |
4.0% |
17% |
False |
False |
153,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,920.8090 |
2.618 |
1,824.1685 |
1.618 |
1,764.9525 |
1.000 |
1,728.3570 |
0.618 |
1,705.7365 |
HIGH |
1,669.1410 |
0.618 |
1,646.5205 |
0.500 |
1,639.5330 |
0.382 |
1,632.5455 |
LOW |
1,609.9250 |
0.618 |
1,573.3295 |
1.000 |
1,550.7090 |
1.618 |
1,514.1135 |
2.618 |
1,454.8975 |
4.250 |
1,358.2570 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,639.5330 |
1,637.2603 |
PP |
1,638.9613 |
1,636.7027 |
S1 |
1,638.3897 |
1,636.1450 |
|