Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,225.0 |
4,240.0 |
15.0 |
0.4% |
4,284.0 |
High |
4,248.0 |
4,283.0 |
35.0 |
0.8% |
4,293.0 |
Low |
4,182.0 |
4,235.0 |
53.0 |
1.3% |
4,182.0 |
Close |
4,242.0 |
4,258.0 |
16.0 |
0.4% |
4,242.0 |
Range |
66.0 |
48.0 |
-18.0 |
-27.3% |
111.0 |
ATR |
59.1 |
58.3 |
-0.8 |
-1.3% |
0.0 |
Volume |
1,312,479 |
1,749,248 |
436,769 |
33.3% |
3,578,935 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,402.7 |
4,378.3 |
4,284.4 |
|
R3 |
4,354.7 |
4,330.3 |
4,271.2 |
|
R2 |
4,306.7 |
4,306.7 |
4,266.8 |
|
R1 |
4,282.3 |
4,282.3 |
4,262.4 |
4,294.5 |
PP |
4,258.7 |
4,258.7 |
4,258.7 |
4,264.8 |
S1 |
4,234.3 |
4,234.3 |
4,253.6 |
4,246.5 |
S2 |
4,210.7 |
4,210.7 |
4,249.2 |
|
S3 |
4,162.7 |
4,186.3 |
4,244.8 |
|
S4 |
4,114.7 |
4,138.3 |
4,231.6 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,572.0 |
4,518.0 |
4,303.1 |
|
R3 |
4,461.0 |
4,407.0 |
4,272.5 |
|
R2 |
4,350.0 |
4,350.0 |
4,262.4 |
|
R1 |
4,296.0 |
4,296.0 |
4,252.2 |
4,267.5 |
PP |
4,239.0 |
4,239.0 |
4,239.0 |
4,224.8 |
S1 |
4,185.0 |
4,185.0 |
4,231.8 |
4,156.5 |
S2 |
4,128.0 |
4,128.0 |
4,221.7 |
|
S3 |
4,017.0 |
4,074.0 |
4,211.5 |
|
S4 |
3,906.0 |
3,963.0 |
4,181.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,293.0 |
4,182.0 |
111.0 |
2.6% |
51.4 |
1.2% |
68% |
False |
False |
1,065,636 |
10 |
4,358.0 |
4,182.0 |
176.0 |
4.1% |
50.6 |
1.2% |
43% |
False |
False |
866,898 |
20 |
4,365.0 |
4,182.0 |
183.0 |
4.3% |
56.6 |
1.3% |
42% |
False |
False |
778,001 |
40 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
57.5 |
1.3% |
23% |
False |
False |
781,617 |
60 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
56.0 |
1.3% |
23% |
False |
False |
780,897 |
80 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
53.5 |
1.3% |
23% |
False |
False |
649,235 |
100 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
49.8 |
1.2% |
23% |
False |
False |
519,847 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.8% |
48.3 |
1.1% |
53% |
False |
False |
433,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,487.0 |
2.618 |
4,408.7 |
1.618 |
4,360.7 |
1.000 |
4,331.0 |
0.618 |
4,312.7 |
HIGH |
4,283.0 |
0.618 |
4,264.7 |
0.500 |
4,259.0 |
0.382 |
4,253.3 |
LOW |
4,235.0 |
0.618 |
4,205.3 |
1.000 |
4,187.0 |
1.618 |
4,157.3 |
2.618 |
4,109.3 |
4.250 |
4,031.0 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,259.0 |
4,249.5 |
PP |
4,258.7 |
4,241.0 |
S1 |
4,258.3 |
4,232.5 |
|