Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,240.0 |
4,265.0 |
25.0 |
0.6% |
4,284.0 |
High |
4,283.0 |
4,270.0 |
-13.0 |
-0.3% |
4,293.0 |
Low |
4,235.0 |
4,232.0 |
-3.0 |
-0.1% |
4,182.0 |
Close |
4,258.0 |
4,244.0 |
-14.0 |
-0.3% |
4,242.0 |
Range |
48.0 |
38.0 |
-10.0 |
-20.8% |
111.0 |
ATR |
58.3 |
56.9 |
-1.5 |
-2.5% |
0.0 |
Volume |
1,749,248 |
1,737,471 |
-11,777 |
-0.7% |
3,578,935 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,362.7 |
4,341.3 |
4,264.9 |
|
R3 |
4,324.7 |
4,303.3 |
4,254.5 |
|
R2 |
4,286.7 |
4,286.7 |
4,251.0 |
|
R1 |
4,265.3 |
4,265.3 |
4,247.5 |
4,257.0 |
PP |
4,248.7 |
4,248.7 |
4,248.7 |
4,244.5 |
S1 |
4,227.3 |
4,227.3 |
4,240.5 |
4,219.0 |
S2 |
4,210.7 |
4,210.7 |
4,237.0 |
|
S3 |
4,172.7 |
4,189.3 |
4,233.6 |
|
S4 |
4,134.7 |
4,151.3 |
4,223.1 |
|
|
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 |
4,283.0 |
4,182.0 |
101.0 |
2.4% |
48.2 |
1.1% |
61% |
False |
False |
1,288,254 |
10 |
4,358.0 |
4,182.0 |
176.0 |
4.1% |
49.4 |
1.2% |
35% |
False |
False |
988,759 |
20 |
4,365.0 |
4,182.0 |
183.0 |
4.3% |
56.3 |
1.3% |
34% |
False |
False |
838,323 |
40 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
57.4 |
1.4% |
19% |
False |
False |
809,857 |
60 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
55.9 |
1.3% |
19% |
False |
False |
794,086 |
80 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
53.3 |
1.3% |
19% |
False |
False |
670,947 |
100 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
50.1 |
1.2% |
19% |
False |
False |
537,222 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.8% |
48.5 |
1.1% |
50% |
False |
False |
447,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,431.5 |
2.618 |
4,369.5 |
1.618 |
4,331.5 |
1.000 |
4,308.0 |
0.618 |
4,293.5 |
HIGH |
4,270.0 |
0.618 |
4,255.5 |
0.500 |
4,251.0 |
0.382 |
4,246.5 |
LOW |
4,232.0 |
0.618 |
4,208.5 |
1.000 |
4,194.0 |
1.618 |
4,170.5 |
2.618 |
4,132.5 |
4.250 |
4,070.5 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,251.0 |
4,240.2 |
PP |
4,248.7 |
4,236.3 |
S1 |
4,246.3 |
4,232.5 |
|