Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,933.67 |
1,931.39 |
-2.28 |
-0.1% |
1,919.15 |
High |
1,936.88 |
1,947.12 |
10.24 |
0.5% |
1,929.82 |
Low |
1,930.13 |
1,928.63 |
-1.50 |
-0.1% |
1,901.68 |
Close |
1,931.30 |
1,929.50 |
-1.80 |
-0.1% |
1,923.76 |
Range |
6.75 |
18.49 |
11.74 |
173.9% |
28.14 |
ATR |
12.93 |
13.33 |
0.40 |
3.1% |
0.00 |
Volume |
6,060 |
5,884 |
-176 |
-2.9% |
29,691 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.55 |
1,978.52 |
1,939.67 |
|
R3 |
1,972.06 |
1,960.03 |
1,934.58 |
|
R2 |
1,953.57 |
1,953.57 |
1,932.89 |
|
R1 |
1,941.54 |
1,941.54 |
1,931.19 |
1,938.31 |
PP |
1,935.08 |
1,935.08 |
1,935.08 |
1,933.47 |
S1 |
1,923.05 |
1,923.05 |
1,927.81 |
1,919.82 |
S2 |
1,916.59 |
1,916.59 |
1,926.11 |
|
S3 |
1,898.10 |
1,904.56 |
1,924.42 |
|
S4 |
1,879.61 |
1,886.07 |
1,919.33 |
|
|
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 |
1,947.12 |
1,901.68 |
45.44 |
2.4% |
13.47 |
0.7% |
61% |
True |
False |
5,929 |
10 |
1,947.12 |
1,901.68 |
45.44 |
2.4% |
11.85 |
0.6% |
61% |
True |
False |
5,952 |
20 |
1,950.48 |
1,897.56 |
52.92 |
2.7% |
13.04 |
0.7% |
60% |
False |
False |
5,939 |
40 |
1,981.66 |
1,885.45 |
96.21 |
5.0% |
14.21 |
0.7% |
46% |
False |
False |
5,779 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
15.10 |
0.8% |
43% |
False |
False |
5,765 |
80 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.91 |
0.9% |
43% |
False |
False |
5,739 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
18.38 |
1.0% |
25% |
False |
False |
5,688 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
19.61 |
1.0% |
25% |
False |
False |
5,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.70 |
2.618 |
1,995.53 |
1.618 |
1,977.04 |
1.000 |
1,965.61 |
0.618 |
1,958.55 |
HIGH |
1,947.12 |
0.618 |
1,940.06 |
0.500 |
1,937.88 |
0.382 |
1,935.69 |
LOW |
1,928.63 |
0.618 |
1,917.20 |
1.000 |
1,910.14 |
1.618 |
1,898.71 |
2.618 |
1,880.22 |
4.250 |
1,850.05 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,937.88 |
1,935.03 |
PP |
1,935.08 |
1,933.19 |
S1 |
1,932.29 |
1,931.34 |
|