Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,922.38 |
1,913.51 |
-8.87 |
-0.5% |
1,938.51 |
High |
1,924.05 |
1,914.92 |
-9.13 |
-0.5% |
1,938.75 |
Low |
1,908.74 |
1,908.40 |
-0.34 |
0.0% |
1,915.98 |
Close |
1,913.31 |
1,908.46 |
-4.85 |
-0.3% |
1,919.25 |
Range |
15.31 |
6.52 |
-8.79 |
-57.4% |
22.77 |
ATR |
13.77 |
13.26 |
-0.52 |
-3.8% |
0.00 |
Volume |
5,994 |
5,961 |
-33 |
-0.6% |
23,921 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,930.15 |
1,925.83 |
1,912.05 |
|
R3 |
1,923.63 |
1,919.31 |
1,910.25 |
|
R2 |
1,917.11 |
1,917.11 |
1,909.66 |
|
R1 |
1,912.79 |
1,912.79 |
1,909.06 |
1,911.69 |
PP |
1,910.59 |
1,910.59 |
1,910.59 |
1,910.05 |
S1 |
1,906.27 |
1,906.27 |
1,907.86 |
1,905.17 |
S2 |
1,904.07 |
1,904.07 |
1,907.26 |
|
S3 |
1,897.55 |
1,899.75 |
1,906.67 |
|
S4 |
1,891.03 |
1,893.23 |
1,904.87 |
|
|
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 |
1,908.40 |
21.35 |
1.1% |
10.24 |
0.5% |
0% |
False |
True |
5,975 |
10 |
1,950.48 |
1,908.40 |
42.08 |
2.2% |
11.22 |
0.6% |
0% |
False |
True |
5,969 |
20 |
1,950.48 |
1,885.45 |
65.03 |
3.4% |
12.83 |
0.7% |
35% |
False |
False |
5,790 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
14.69 |
0.8% |
23% |
False |
False |
5,756 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
15.64 |
0.8% |
23% |
False |
False |
5,743 |
80 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
17.57 |
0.9% |
23% |
False |
False |
5,719 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
18.81 |
1.0% |
13% |
False |
False |
5,663 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
20.34 |
1.1% |
13% |
False |
False |
5,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,942.63 |
2.618 |
1,931.99 |
1.618 |
1,925.47 |
1.000 |
1,921.44 |
0.618 |
1,918.95 |
HIGH |
1,914.92 |
0.618 |
1,912.43 |
0.500 |
1,911.66 |
0.382 |
1,910.89 |
LOW |
1,908.40 |
0.618 |
1,904.37 |
1.000 |
1,901.88 |
1.618 |
1,897.85 |
2.618 |
1,891.33 |
4.250 |
1,880.69 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,911.66 |
1,919.08 |
PP |
1,910.59 |
1,915.54 |
S1 |
1,909.53 |
1,912.00 |
|