Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,265.0 |
4,244.0 |
-21.0 |
-0.5% |
4,284.0 |
High |
4,270.0 |
4,246.0 |
-24.0 |
-0.6% |
4,293.0 |
Low |
4,232.0 |
4,199.0 |
-33.0 |
-0.8% |
4,182.0 |
Close |
4,244.0 |
4,229.0 |
-15.0 |
-0.4% |
4,242.0 |
Range |
38.0 |
47.0 |
9.0 |
23.7% |
111.0 |
ATR |
56.9 |
56.2 |
-0.7 |
-1.2% |
0.0 |
Volume |
1,737,471 |
1,427,992 |
-309,479 |
-17.8% |
3,578,935 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,365.7 |
4,344.3 |
4,254.9 |
|
R3 |
4,318.7 |
4,297.3 |
4,241.9 |
|
R2 |
4,271.7 |
4,271.7 |
4,237.6 |
|
R1 |
4,250.3 |
4,250.3 |
4,233.3 |
4,237.5 |
PP |
4,224.7 |
4,224.7 |
4,224.7 |
4,218.3 |
S1 |
4,203.3 |
4,203.3 |
4,224.7 |
4,190.5 |
S2 |
4,177.7 |
4,177.7 |
4,220.4 |
|
S3 |
4,130.7 |
4,156.3 |
4,216.1 |
|
S4 |
4,083.7 |
4,109.3 |
4,203.2 |
|
|
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% |
48.8 |
1.2% |
47% |
False |
False |
1,425,328 |
10 |
4,358.0 |
4,182.0 |
176.0 |
4.2% |
49.5 |
1.2% |
27% |
False |
False |
1,070,309 |
20 |
4,358.0 |
4,182.0 |
176.0 |
4.2% |
54.2 |
1.3% |
27% |
False |
False |
873,661 |
40 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
57.6 |
1.4% |
14% |
False |
False |
831,694 |
60 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
55.8 |
1.3% |
14% |
False |
False |
796,759 |
80 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
53.5 |
1.3% |
14% |
False |
False |
688,790 |
100 |
4,513.0 |
4,182.0 |
331.0 |
7.8% |
50.2 |
1.2% |
14% |
False |
False |
551,502 |
120 |
4,513.0 |
4,040.0 |
473.0 |
11.2% |
47.9 |
1.1% |
40% |
False |
False |
459,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,445.8 |
2.618 |
4,369.0 |
1.618 |
4,322.0 |
1.000 |
4,293.0 |
0.618 |
4,275.0 |
HIGH |
4,246.0 |
0.618 |
4,228.0 |
0.500 |
4,222.5 |
0.382 |
4,217.0 |
LOW |
4,199.0 |
0.618 |
4,170.0 |
1.000 |
4,152.0 |
1.618 |
4,123.0 |
2.618 |
4,076.0 |
4.250 |
3,999.3 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,226.8 |
4,241.0 |
PP |
4,224.7 |
4,237.0 |
S1 |
4,222.5 |
4,233.0 |
|