Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,910.62 |
1,923.78 |
13.16 |
0.7% |
1,919.15 |
High |
1,929.82 |
1,934.18 |
4.36 |
0.2% |
1,929.82 |
Low |
1,909.97 |
1,922.94 |
12.97 |
0.7% |
1,901.68 |
Close |
1,923.76 |
1,933.69 |
9.93 |
0.5% |
1,923.76 |
Range |
19.85 |
11.24 |
-8.61 |
-43.4% |
28.14 |
ATR |
13.58 |
13.41 |
-0.17 |
-1.2% |
0.00 |
Volume |
5,935 |
5,865 |
-70 |
-1.2% |
29,691 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,963.99 |
1,960.08 |
1,939.87 |
|
R3 |
1,952.75 |
1,948.84 |
1,936.78 |
|
R2 |
1,941.51 |
1,941.51 |
1,935.75 |
|
R1 |
1,937.60 |
1,937.60 |
1,934.72 |
1,939.56 |
PP |
1,930.27 |
1,930.27 |
1,930.27 |
1,931.25 |
S1 |
1,926.36 |
1,926.36 |
1,932.66 |
1,928.32 |
S2 |
1,919.03 |
1,919.03 |
1,931.63 |
|
S3 |
1,907.79 |
1,915.12 |
1,930.60 |
|
S4 |
1,896.55 |
1,903.88 |
1,927.51 |
|
|
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 |
1,934.18 |
1,901.68 |
32.50 |
1.7% |
12.78 |
0.7% |
98% |
True |
False |
5,931 |
10 |
1,938.75 |
1,901.68 |
37.07 |
1.9% |
11.86 |
0.6% |
86% |
False |
False |
5,947 |
20 |
1,950.48 |
1,887.49 |
62.99 |
3.3% |
12.86 |
0.7% |
73% |
False |
False |
5,804 |
40 |
1,981.66 |
1,885.45 |
96.21 |
5.0% |
14.27 |
0.7% |
50% |
False |
False |
5,767 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
15.45 |
0.8% |
47% |
False |
False |
5,756 |
80 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
17.19 |
0.9% |
47% |
False |
False |
5,728 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
18.59 |
1.0% |
28% |
False |
False |
5,676 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
19.87 |
1.0% |
28% |
False |
False |
5,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,981.95 |
2.618 |
1,963.61 |
1.618 |
1,952.37 |
1.000 |
1,945.42 |
0.618 |
1,941.13 |
HIGH |
1,934.18 |
0.618 |
1,929.89 |
0.500 |
1,928.56 |
0.382 |
1,927.23 |
LOW |
1,922.94 |
0.618 |
1,915.99 |
1.000 |
1,911.70 |
1.618 |
1,904.75 |
2.618 |
1,893.51 |
4.250 |
1,875.17 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,931.98 |
1,928.44 |
PP |
1,930.27 |
1,923.18 |
S1 |
1,928.56 |
1,917.93 |
|