Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,920.08 |
1,925.46 |
5.38 |
0.3% |
1,923.78 |
High |
1,928.49 |
1,926.56 |
-1.93 |
-0.1% |
1,947.12 |
Low |
1,919.86 |
1,915.42 |
-4.44 |
-0.2% |
1,915.20 |
Close |
1,925.42 |
1,916.02 |
-9.40 |
-0.5% |
1,925.42 |
Range |
8.63 |
11.14 |
2.51 |
29.1% |
31.92 |
ATR |
13.19 |
13.04 |
-0.15 |
-1.1% |
0.00 |
Volume |
5,905 |
5,720 |
-185 |
-3.1% |
29,590 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,952.75 |
1,945.53 |
1,922.15 |
|
R3 |
1,941.61 |
1,934.39 |
1,919.08 |
|
R2 |
1,930.47 |
1,930.47 |
1,918.06 |
|
R1 |
1,923.25 |
1,923.25 |
1,917.04 |
1,921.29 |
PP |
1,919.33 |
1,919.33 |
1,919.33 |
1,918.36 |
S1 |
1,912.11 |
1,912.11 |
1,915.00 |
1,910.15 |
S2 |
1,908.19 |
1,908.19 |
1,913.98 |
|
S3 |
1,897.05 |
1,900.97 |
1,912.96 |
|
S4 |
1,885.91 |
1,889.83 |
1,909.89 |
|
|
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% |
12.24 |
0.6% |
3% |
False |
False |
5,889 |
10 |
1,947.12 |
1,901.68 |
45.44 |
2.4% |
12.51 |
0.7% |
32% |
False |
False |
5,910 |
20 |
1,950.48 |
1,901.68 |
48.80 |
2.5% |
12.48 |
0.7% |
29% |
False |
False |
5,935 |
40 |
1,972.15 |
1,885.45 |
86.70 |
4.5% |
13.51 |
0.7% |
35% |
False |
False |
5,787 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
15.02 |
0.8% |
30% |
False |
False |
5,771 |
80 |
1,987.26 |
1,885.45 |
101.81 |
5.3% |
16.45 |
0.9% |
30% |
False |
False |
5,747 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
18.09 |
0.9% |
18% |
False |
False |
5,697 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
19.43 |
1.0% |
18% |
False |
False |
5,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,973.91 |
2.618 |
1,955.72 |
1.618 |
1,944.58 |
1.000 |
1,937.70 |
0.618 |
1,933.44 |
HIGH |
1,926.56 |
0.618 |
1,922.30 |
0.500 |
1,920.99 |
0.382 |
1,919.68 |
LOW |
1,915.42 |
0.618 |
1,908.54 |
1.000 |
1,904.28 |
1.618 |
1,897.40 |
2.618 |
1,886.26 |
4.250 |
1,868.08 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,920.99 |
1,923.31 |
PP |
1,919.33 |
1,920.88 |
S1 |
1,917.68 |
1,918.45 |
|