Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,908.32 |
1,910.62 |
2.30 |
0.1% |
1,919.15 |
High |
1,912.68 |
1,929.82 |
17.14 |
0.9% |
1,929.82 |
Low |
1,901.68 |
1,909.97 |
8.29 |
0.4% |
1,901.68 |
Close |
1,910.36 |
1,923.76 |
13.40 |
0.7% |
1,923.76 |
Range |
11.00 |
19.85 |
8.85 |
80.5% |
28.14 |
ATR |
13.09 |
13.58 |
0.48 |
3.7% |
0.00 |
Volume |
5,901 |
5,935 |
34 |
0.6% |
29,691 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.73 |
1,972.10 |
1,934.68 |
|
R3 |
1,960.88 |
1,952.25 |
1,929.22 |
|
R2 |
1,941.03 |
1,941.03 |
1,927.40 |
|
R1 |
1,932.40 |
1,932.40 |
1,925.58 |
1,936.72 |
PP |
1,921.18 |
1,921.18 |
1,921.18 |
1,923.34 |
S1 |
1,912.55 |
1,912.55 |
1,921.94 |
1,916.87 |
S2 |
1,901.33 |
1,901.33 |
1,920.12 |
|
S3 |
1,881.48 |
1,892.70 |
1,918.30 |
|
S4 |
1,861.63 |
1,872.85 |
1,912.84 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,002.84 |
1,991.44 |
1,939.24 |
|
R3 |
1,974.70 |
1,963.30 |
1,931.50 |
|
R2 |
1,946.56 |
1,946.56 |
1,928.92 |
|
R1 |
1,935.16 |
1,935.16 |
1,926.34 |
1,940.86 |
PP |
1,918.42 |
1,918.42 |
1,918.42 |
1,921.27 |
S1 |
1,907.02 |
1,907.02 |
1,921.18 |
1,912.72 |
S2 |
1,890.28 |
1,890.28 |
1,918.60 |
|
S3 |
1,862.14 |
1,878.88 |
1,916.02 |
|
S4 |
1,834.00 |
1,850.74 |
1,908.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,929.82 |
1,901.68 |
28.14 |
1.5% |
12.87 |
0.7% |
78% |
True |
False |
5,938 |
10 |
1,950.48 |
1,901.68 |
48.80 |
2.5% |
12.21 |
0.6% |
45% |
False |
False |
5,955 |
20 |
1,950.48 |
1,885.45 |
65.03 |
3.4% |
13.15 |
0.7% |
59% |
False |
False |
5,802 |
40 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
14.52 |
0.8% |
38% |
False |
False |
5,764 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
15.52 |
0.8% |
38% |
False |
False |
5,751 |
80 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
17.20 |
0.9% |
38% |
False |
False |
5,725 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
18.62 |
1.0% |
22% |
False |
False |
5,673 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
19.99 |
1.0% |
22% |
False |
False |
5,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,014.18 |
2.618 |
1,981.79 |
1.618 |
1,961.94 |
1.000 |
1,949.67 |
0.618 |
1,942.09 |
HIGH |
1,929.82 |
0.618 |
1,922.24 |
0.500 |
1,919.90 |
0.382 |
1,917.55 |
LOW |
1,909.97 |
0.618 |
1,897.70 |
1.000 |
1,890.12 |
1.618 |
1,877.85 |
2.618 |
1,858.00 |
4.250 |
1,825.61 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,922.47 |
1,921.09 |
PP |
1,921.18 |
1,918.42 |
S1 |
1,919.90 |
1,915.75 |
|