Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,923.78 |
1,933.67 |
9.89 |
0.5% |
1,919.15 |
High |
1,934.18 |
1,936.88 |
2.70 |
0.1% |
1,929.82 |
Low |
1,922.94 |
1,930.13 |
7.19 |
0.4% |
1,901.68 |
Close |
1,933.69 |
1,931.30 |
-2.39 |
-0.1% |
1,923.76 |
Range |
11.24 |
6.75 |
-4.49 |
-39.9% |
28.14 |
ATR |
13.41 |
12.93 |
-0.48 |
-3.5% |
0.00 |
Volume |
5,865 |
6,060 |
195 |
3.3% |
29,691 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.02 |
1,948.91 |
1,935.01 |
|
R3 |
1,946.27 |
1,942.16 |
1,933.16 |
|
R2 |
1,939.52 |
1,939.52 |
1,932.54 |
|
R1 |
1,935.41 |
1,935.41 |
1,931.92 |
1,934.09 |
PP |
1,932.77 |
1,932.77 |
1,932.77 |
1,932.11 |
S1 |
1,928.66 |
1,928.66 |
1,930.68 |
1,927.34 |
S2 |
1,926.02 |
1,926.02 |
1,930.06 |
|
S3 |
1,919.27 |
1,921.91 |
1,929.44 |
|
S4 |
1,912.52 |
1,915.16 |
1,927.59 |
|
|
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 |
1,936.88 |
1,901.68 |
35.20 |
1.8% |
11.07 |
0.6% |
84% |
True |
False |
5,944 |
10 |
1,936.88 |
1,901.68 |
35.20 |
1.8% |
11.23 |
0.6% |
84% |
True |
False |
5,961 |
20 |
1,950.48 |
1,890.34 |
60.14 |
3.1% |
12.80 |
0.7% |
68% |
False |
False |
5,812 |
40 |
1,981.66 |
1,885.45 |
96.21 |
5.0% |
14.09 |
0.7% |
48% |
False |
False |
5,774 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
15.20 |
0.8% |
45% |
False |
False |
5,762 |
80 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
17.00 |
0.9% |
45% |
False |
False |
5,735 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
18.41 |
1.0% |
26% |
False |
False |
5,684 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
19.66 |
1.0% |
26% |
False |
False |
5,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.57 |
2.618 |
1,954.55 |
1.618 |
1,947.80 |
1.000 |
1,943.63 |
0.618 |
1,941.05 |
HIGH |
1,936.88 |
0.618 |
1,934.30 |
0.500 |
1,933.51 |
0.382 |
1,932.71 |
LOW |
1,930.13 |
0.618 |
1,925.96 |
1.000 |
1,923.38 |
1.618 |
1,919.21 |
2.618 |
1,912.46 |
4.250 |
1,901.44 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,933.51 |
1,928.68 |
PP |
1,932.77 |
1,926.05 |
S1 |
1,932.04 |
1,923.43 |
|