Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,919.60 |
1,919.15 |
-0.45 |
0.0% |
1,938.51 |
High |
1,928.93 |
1,929.75 |
0.82 |
0.0% |
1,938.75 |
Low |
1,917.74 |
1,918.06 |
0.32 |
0.0% |
1,915.98 |
Close |
1,919.25 |
1,922.38 |
3.13 |
0.2% |
1,919.25 |
Range |
11.19 |
11.69 |
0.50 |
4.5% |
22.77 |
ATR |
13.81 |
13.66 |
-0.15 |
-1.1% |
0.00 |
Volume |
6,007 |
5,900 |
-107 |
-1.8% |
23,921 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,958.47 |
1,952.11 |
1,928.81 |
|
R3 |
1,946.78 |
1,940.42 |
1,925.59 |
|
R2 |
1,935.09 |
1,935.09 |
1,924.52 |
|
R1 |
1,928.73 |
1,928.73 |
1,923.45 |
1,931.91 |
PP |
1,923.40 |
1,923.40 |
1,923.40 |
1,924.99 |
S1 |
1,917.04 |
1,917.04 |
1,921.31 |
1,920.22 |
S2 |
1,911.71 |
1,911.71 |
1,920.24 |
|
S3 |
1,900.02 |
1,905.35 |
1,919.17 |
|
S4 |
1,888.33 |
1,893.66 |
1,915.95 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.97 |
1,978.88 |
1,931.77 |
|
R3 |
1,970.20 |
1,956.11 |
1,925.51 |
|
R2 |
1,947.43 |
1,947.43 |
1,923.42 |
|
R1 |
1,933.34 |
1,933.34 |
1,921.34 |
1,929.00 |
PP |
1,924.66 |
1,924.66 |
1,924.66 |
1,922.49 |
S1 |
1,910.57 |
1,910.57 |
1,917.16 |
1,906.23 |
S2 |
1,901.89 |
1,901.89 |
1,915.08 |
|
S3 |
1,879.12 |
1,887.80 |
1,912.99 |
|
S4 |
1,856.35 |
1,865.03 |
1,906.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,938.75 |
1,915.98 |
22.77 |
1.2% |
10.94 |
0.6% |
28% |
False |
False |
5,964 |
10 |
1,950.48 |
1,913.91 |
36.57 |
1.9% |
12.45 |
0.6% |
23% |
False |
False |
5,961 |
20 |
1,950.48 |
1,885.45 |
65.03 |
3.4% |
12.74 |
0.7% |
57% |
False |
False |
5,771 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
14.72 |
0.8% |
36% |
False |
False |
5,742 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.11 |
0.8% |
36% |
False |
False |
5,730 |
80 |
2,018.13 |
1,885.45 |
132.68 |
6.9% |
17.89 |
0.9% |
28% |
False |
False |
5,710 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
19.13 |
1.0% |
21% |
False |
False |
5,653 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
20.88 |
1.1% |
21% |
False |
False |
5,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,979.43 |
2.618 |
1,960.35 |
1.618 |
1,948.66 |
1.000 |
1,941.44 |
0.618 |
1,936.97 |
HIGH |
1,929.75 |
0.618 |
1,925.28 |
0.500 |
1,923.91 |
0.382 |
1,922.53 |
LOW |
1,918.06 |
0.618 |
1,910.84 |
1.000 |
1,906.37 |
1.618 |
1,899.15 |
2.618 |
1,887.46 |
4.250 |
1,868.38 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,923.91 |
1,923.08 |
PP |
1,923.40 |
1,922.85 |
S1 |
1,922.89 |
1,922.61 |
|