Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,919.15 |
1,922.38 |
3.23 |
0.2% |
1,938.51 |
High |
1,929.75 |
1,924.05 |
-5.70 |
-0.3% |
1,938.75 |
Low |
1,918.06 |
1,908.74 |
-9.32 |
-0.5% |
1,915.98 |
Close |
1,922.38 |
1,913.31 |
-9.07 |
-0.5% |
1,919.25 |
Range |
11.69 |
15.31 |
3.62 |
31.0% |
22.77 |
ATR |
13.66 |
13.77 |
0.12 |
0.9% |
0.00 |
Volume |
5,900 |
5,994 |
94 |
1.6% |
23,921 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.30 |
1,952.61 |
1,921.73 |
|
R3 |
1,945.99 |
1,937.30 |
1,917.52 |
|
R2 |
1,930.68 |
1,930.68 |
1,916.12 |
|
R1 |
1,921.99 |
1,921.99 |
1,914.71 |
1,918.68 |
PP |
1,915.37 |
1,915.37 |
1,915.37 |
1,913.71 |
S1 |
1,906.68 |
1,906.68 |
1,911.91 |
1,903.37 |
S2 |
1,900.06 |
1,900.06 |
1,910.50 |
|
S3 |
1,884.75 |
1,891.37 |
1,909.10 |
|
S4 |
1,869.44 |
1,876.06 |
1,904.89 |
|
|
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 |
1,929.75 |
1,908.74 |
21.01 |
1.1% |
11.38 |
0.6% |
22% |
False |
True |
5,977 |
10 |
1,950.48 |
1,908.74 |
41.74 |
2.2% |
12.84 |
0.7% |
11% |
False |
True |
5,970 |
20 |
1,950.48 |
1,885.45 |
65.03 |
3.4% |
13.08 |
0.7% |
43% |
False |
False |
5,777 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
14.85 |
0.8% |
27% |
False |
False |
5,748 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.06 |
0.8% |
27% |
False |
False |
5,735 |
80 |
1,992.77 |
1,885.45 |
107.32 |
5.6% |
17.68 |
0.9% |
26% |
False |
False |
5,716 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
19.12 |
1.0% |
16% |
False |
False |
5,657 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
20.69 |
1.1% |
16% |
False |
False |
5,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,989.12 |
2.618 |
1,964.13 |
1.618 |
1,948.82 |
1.000 |
1,939.36 |
0.618 |
1,933.51 |
HIGH |
1,924.05 |
0.618 |
1,918.20 |
0.500 |
1,916.40 |
0.382 |
1,914.59 |
LOW |
1,908.74 |
0.618 |
1,899.28 |
1.000 |
1,893.43 |
1.618 |
1,883.97 |
2.618 |
1,868.66 |
4.250 |
1,843.67 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,916.40 |
1,919.25 |
PP |
1,915.37 |
1,917.27 |
S1 |
1,914.34 |
1,915.29 |
|