| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,622.4790 |
1,637.8220 |
15.3430 |
0.9% |
1,636.2220 |
| High |
1,669.1410 |
1,660.2160 |
-8.9250 |
-0.5% |
1,641.0550 |
| Low |
1,609.9250 |
1,627.7140 |
17.7890 |
1.1% |
1,533.7810 |
| Close |
1,637.8180 |
1,643.1440 |
5.3260 |
0.3% |
1,622.8060 |
| Range |
59.2160 |
32.5020 |
-26.7140 |
-45.1% |
107.2740 |
| ATR |
52.0729 |
50.6749 |
-1.3979 |
-2.7% |
0.0000 |
| Volume |
1,486 |
98,236 |
96,750 |
6,510.8% |
558,294 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,741.1973 |
1,724.6727 |
1,661.0201 |
|
| R3 |
1,708.6953 |
1,692.1707 |
1,652.0821 |
|
| R2 |
1,676.1933 |
1,676.1933 |
1,649.1027 |
|
| R1 |
1,659.6687 |
1,659.6687 |
1,646.1234 |
1,667.9310 |
| PP |
1,643.6913 |
1,643.6913 |
1,643.6913 |
1,647.8225 |
| S1 |
1,627.1667 |
1,627.1667 |
1,640.1647 |
1,635.4290 |
| S2 |
1,611.1893 |
1,611.1893 |
1,637.1853 |
|
| S3 |
1,578.6873 |
1,594.6647 |
1,634.2060 |
|
| S4 |
1,546.1853 |
1,562.1627 |
1,625.2679 |
|
|
| 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 |
1,582.0640 |
87.0770 |
5.3% |
37.3968 |
2.3% |
70% |
False |
False |
94,971 |
| 10 |
1,669.1410 |
1,533.7810 |
135.3600 |
8.2% |
48.2882 |
2.9% |
81% |
False |
False |
104,099 |
| 20 |
1,742.3600 |
1,533.7810 |
208.5790 |
12.7% |
52.7424 |
3.2% |
52% |
False |
False |
148,509 |
| 40 |
1,888.8030 |
1,533.7810 |
355.0220 |
21.6% |
47.7589 |
2.9% |
31% |
False |
False |
131,740 |
| 60 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.0% |
54.0719 |
3.3% |
22% |
False |
False |
127,426 |
| 80 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.0% |
57.5476 |
3.5% |
22% |
False |
False |
128,487 |
| 100 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.0% |
60.0673 |
3.7% |
22% |
False |
False |
135,136 |
| 120 |
2,137.7700 |
1,533.7810 |
603.9890 |
36.8% |
64.3191 |
3.9% |
18% |
False |
False |
154,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,798.3495 |
|
2.618 |
1,745.3062 |
|
1.618 |
1,712.8042 |
|
1.000 |
1,692.7180 |
|
0.618 |
1,680.3022 |
|
HIGH |
1,660.2160 |
|
0.618 |
1,647.8002 |
|
0.500 |
1,643.9650 |
|
0.382 |
1,640.1298 |
|
LOW |
1,627.7140 |
|
0.618 |
1,607.6278 |
|
1.000 |
1,595.2120 |
|
1.618 |
1,575.1258 |
|
2.618 |
1,542.6238 |
|
4.250 |
1,489.5805 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,643.9650 |
1,641.9403 |
| PP |
1,643.6913 |
1,640.7367 |
| S1 |
1,643.4177 |
1,639.5330 |
|