Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,244.0 |
4,221.0 |
-23.0 |
-0.5% |
4,284.0 |
High |
4,246.0 |
4,302.0 |
56.0 |
1.3% |
4,293.0 |
Low |
4,199.0 |
4,205.0 |
6.0 |
0.1% |
4,182.0 |
Close |
4,229.0 |
4,286.0 |
57.0 |
1.3% |
4,242.0 |
Range |
47.0 |
97.0 |
50.0 |
106.4% |
111.0 |
ATR |
56.2 |
59.1 |
2.9 |
5.2% |
0.0 |
Volume |
1,427,992 |
881,060 |
-546,932 |
-38.3% |
3,578,935 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,555.3 |
4,517.7 |
4,339.4 |
|
R3 |
4,458.3 |
4,420.7 |
4,312.7 |
|
R2 |
4,361.3 |
4,361.3 |
4,303.8 |
|
R1 |
4,323.7 |
4,323.7 |
4,294.9 |
4,342.5 |
PP |
4,264.3 |
4,264.3 |
4,264.3 |
4,273.8 |
S1 |
4,226.7 |
4,226.7 |
4,277.1 |
4,245.5 |
S2 |
4,167.3 |
4,167.3 |
4,268.2 |
|
S3 |
4,070.3 |
4,129.7 |
4,259.3 |
|
S4 |
3,973.3 |
4,032.7 |
4,232.7 |
|
|
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 |
4,302.0 |
4,182.0 |
120.0 |
2.8% |
59.2 |
1.4% |
87% |
True |
False |
1,421,650 |
10 |
4,345.0 |
4,182.0 |
163.0 |
3.8% |
53.6 |
1.3% |
64% |
False |
False |
1,095,461 |
20 |
4,358.0 |
4,182.0 |
176.0 |
4.1% |
56.6 |
1.3% |
59% |
False |
False |
886,475 |
40 |
4,513.0 |
4,182.0 |
331.0 |
7.7% |
58.8 |
1.4% |
31% |
False |
False |
837,766 |
60 |
4,513.0 |
4,182.0 |
331.0 |
7.7% |
57.0 |
1.3% |
31% |
False |
False |
801,915 |
80 |
4,513.0 |
4,182.0 |
331.0 |
7.7% |
54.3 |
1.3% |
31% |
False |
False |
699,740 |
100 |
4,513.0 |
4,182.0 |
331.0 |
7.7% |
50.9 |
1.2% |
31% |
False |
False |
560,289 |
120 |
4,513.0 |
4,040.0 |
473.0 |
11.0% |
48.4 |
1.1% |
52% |
False |
False |
467,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,714.3 |
2.618 |
4,555.9 |
1.618 |
4,458.9 |
1.000 |
4,399.0 |
0.618 |
4,361.9 |
HIGH |
4,302.0 |
0.618 |
4,264.9 |
0.500 |
4,253.5 |
0.382 |
4,242.1 |
LOW |
4,205.0 |
0.618 |
4,145.1 |
1.000 |
4,108.0 |
1.618 |
4,048.1 |
2.618 |
3,951.1 |
4.250 |
3,792.8 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,275.2 |
4,274.2 |
PP |
4,264.3 |
4,262.3 |
S1 |
4,253.5 |
4,250.5 |
|