Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,913.51 |
1,908.32 |
-5.19 |
-0.3% |
1,938.51 |
High |
1,914.92 |
1,912.68 |
-2.24 |
-0.1% |
1,938.75 |
Low |
1,908.40 |
1,901.68 |
-6.72 |
-0.4% |
1,915.98 |
Close |
1,908.46 |
1,910.36 |
1.90 |
0.1% |
1,919.25 |
Range |
6.52 |
11.00 |
4.48 |
68.7% |
22.77 |
ATR |
13.26 |
13.09 |
-0.16 |
-1.2% |
0.00 |
Volume |
5,961 |
5,901 |
-60 |
-1.0% |
23,921 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,941.24 |
1,936.80 |
1,916.41 |
|
R3 |
1,930.24 |
1,925.80 |
1,913.39 |
|
R2 |
1,919.24 |
1,919.24 |
1,912.38 |
|
R1 |
1,914.80 |
1,914.80 |
1,911.37 |
1,917.02 |
PP |
1,908.24 |
1,908.24 |
1,908.24 |
1,909.35 |
S1 |
1,903.80 |
1,903.80 |
1,909.35 |
1,906.02 |
S2 |
1,897.24 |
1,897.24 |
1,908.34 |
|
S3 |
1,886.24 |
1,892.80 |
1,907.34 |
|
S4 |
1,875.24 |
1,881.80 |
1,904.31 |
|
|
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 |
1,901.68 |
28.07 |
1.5% |
11.14 |
0.6% |
31% |
False |
True |
5,952 |
10 |
1,950.48 |
1,901.68 |
48.80 |
2.6% |
11.03 |
0.6% |
18% |
False |
True |
5,961 |
20 |
1,950.48 |
1,885.45 |
65.03 |
3.4% |
12.89 |
0.7% |
38% |
False |
False |
5,796 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
14.25 |
0.7% |
24% |
False |
False |
5,761 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
15.61 |
0.8% |
24% |
False |
False |
5,746 |
80 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
17.30 |
0.9% |
24% |
False |
False |
5,721 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
18.73 |
1.0% |
14% |
False |
False |
5,667 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
20.12 |
1.1% |
14% |
False |
False |
5,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,959.43 |
2.618 |
1,941.48 |
1.618 |
1,930.48 |
1.000 |
1,923.68 |
0.618 |
1,919.48 |
HIGH |
1,912.68 |
0.618 |
1,908.48 |
0.500 |
1,907.18 |
0.382 |
1,905.88 |
LOW |
1,901.68 |
0.618 |
1,894.88 |
1.000 |
1,890.68 |
1.618 |
1,883.88 |
2.618 |
1,872.88 |
4.250 |
1,854.93 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,909.30 |
1,912.87 |
PP |
1,908.24 |
1,912.03 |
S1 |
1,907.18 |
1,911.20 |
|