Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,930.11 |
1,920.08 |
-10.03 |
-0.5% |
1,923.78 |
High |
1,931.41 |
1,928.49 |
-2.92 |
-0.2% |
1,947.12 |
Low |
1,915.20 |
1,919.86 |
4.66 |
0.2% |
1,915.20 |
Close |
1,920.09 |
1,925.42 |
5.33 |
0.3% |
1,925.42 |
Range |
16.21 |
8.63 |
-7.58 |
-46.8% |
31.92 |
ATR |
13.54 |
13.19 |
-0.35 |
-2.6% |
0.00 |
Volume |
5,876 |
5,905 |
29 |
0.5% |
29,590 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.48 |
1,946.58 |
1,930.17 |
|
R3 |
1,941.85 |
1,937.95 |
1,927.79 |
|
R2 |
1,933.22 |
1,933.22 |
1,927.00 |
|
R1 |
1,929.32 |
1,929.32 |
1,926.21 |
1,931.27 |
PP |
1,924.59 |
1,924.59 |
1,924.59 |
1,925.57 |
S1 |
1,920.69 |
1,920.69 |
1,924.63 |
1,922.64 |
S2 |
1,915.96 |
1,915.96 |
1,923.84 |
|
S3 |
1,907.33 |
1,912.06 |
1,923.05 |
|
S4 |
1,898.70 |
1,903.43 |
1,920.67 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.01 |
2,007.13 |
1,942.98 |
|
R3 |
1,993.09 |
1,975.21 |
1,934.20 |
|
R2 |
1,961.17 |
1,961.17 |
1,931.27 |
|
R1 |
1,943.29 |
1,943.29 |
1,928.35 |
1,952.23 |
PP |
1,929.25 |
1,929.25 |
1,929.25 |
1,933.72 |
S1 |
1,911.37 |
1,911.37 |
1,922.49 |
1,920.31 |
S2 |
1,897.33 |
1,897.33 |
1,919.57 |
|
S3 |
1,865.41 |
1,879.45 |
1,916.64 |
|
S4 |
1,833.49 |
1,847.53 |
1,907.86 |
|
|
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 |
1,915.20 |
31.92 |
1.7% |
12.26 |
0.6% |
32% |
False |
False |
5,918 |
10 |
1,947.12 |
1,901.68 |
45.44 |
2.4% |
12.57 |
0.7% |
52% |
False |
False |
5,928 |
20 |
1,950.48 |
1,901.68 |
48.80 |
2.5% |
12.69 |
0.7% |
49% |
False |
False |
5,942 |
40 |
1,981.66 |
1,885.45 |
96.21 |
5.0% |
14.20 |
0.7% |
42% |
False |
False |
5,784 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
15.01 |
0.8% |
39% |
False |
False |
5,772 |
80 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.69 |
0.9% |
39% |
False |
False |
5,745 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
18.25 |
0.9% |
23% |
False |
False |
5,695 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.0% |
19.48 |
1.0% |
23% |
False |
False |
5,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.17 |
2.618 |
1,951.08 |
1.618 |
1,942.45 |
1.000 |
1,937.12 |
0.618 |
1,933.82 |
HIGH |
1,928.49 |
0.618 |
1,925.19 |
0.500 |
1,924.18 |
0.382 |
1,923.16 |
LOW |
1,919.86 |
0.618 |
1,914.53 |
1.000 |
1,911.23 |
1.618 |
1,905.90 |
2.618 |
1,897.27 |
4.250 |
1,883.18 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,925.01 |
1,931.16 |
PP |
1,924.59 |
1,929.25 |
S1 |
1,924.18 |
1,927.33 |
|