Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,931.39 |
1,930.11 |
-1.28 |
-0.1% |
1,919.15 |
High |
1,947.12 |
1,931.41 |
-15.71 |
-0.8% |
1,929.82 |
Low |
1,928.63 |
1,915.20 |
-13.43 |
-0.7% |
1,901.68 |
Close |
1,929.50 |
1,920.09 |
-9.41 |
-0.5% |
1,923.76 |
Range |
18.49 |
16.21 |
-2.28 |
-12.3% |
28.14 |
ATR |
13.33 |
13.54 |
0.21 |
1.5% |
0.00 |
Volume |
5,884 |
5,876 |
-8 |
-0.1% |
29,691 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.86 |
1,961.69 |
1,929.01 |
|
R3 |
1,954.65 |
1,945.48 |
1,924.55 |
|
R2 |
1,938.44 |
1,938.44 |
1,923.06 |
|
R1 |
1,929.27 |
1,929.27 |
1,921.58 |
1,925.75 |
PP |
1,922.23 |
1,922.23 |
1,922.23 |
1,920.48 |
S1 |
1,913.06 |
1,913.06 |
1,918.60 |
1,909.54 |
S2 |
1,906.02 |
1,906.02 |
1,917.12 |
|
S3 |
1,889.81 |
1,896.85 |
1,915.63 |
|
S4 |
1,873.60 |
1,880.64 |
1,911.17 |
|
|
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 |
1,909.97 |
37.15 |
1.9% |
14.51 |
0.8% |
27% |
False |
False |
5,924 |
10 |
1,947.12 |
1,901.68 |
45.44 |
2.4% |
12.83 |
0.7% |
41% |
False |
False |
5,938 |
20 |
1,950.48 |
1,901.68 |
48.80 |
2.5% |
12.72 |
0.7% |
38% |
False |
False |
5,938 |
40 |
1,981.66 |
1,885.45 |
96.21 |
5.0% |
14.33 |
0.7% |
36% |
False |
False |
5,781 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
15.17 |
0.8% |
34% |
False |
False |
5,769 |
80 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.81 |
0.9% |
34% |
False |
False |
5,742 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
18.29 |
1.0% |
20% |
False |
False |
5,692 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
19.62 |
1.0% |
20% |
False |
False |
5,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,000.30 |
2.618 |
1,973.85 |
1.618 |
1,957.64 |
1.000 |
1,947.62 |
0.618 |
1,941.43 |
HIGH |
1,931.41 |
0.618 |
1,925.22 |
0.500 |
1,923.31 |
0.382 |
1,921.39 |
LOW |
1,915.20 |
0.618 |
1,905.18 |
1.000 |
1,898.99 |
1.618 |
1,888.97 |
2.618 |
1,872.76 |
4.250 |
1,846.31 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,923.31 |
1,931.16 |
PP |
1,922.23 |
1,927.47 |
S1 |
1,921.16 |
1,923.78 |
|