Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,221.0 |
4,300.0 |
79.0 |
1.9% |
4,240.0 |
High |
4,302.0 |
4,328.0 |
26.0 |
0.6% |
4,328.0 |
Low |
4,205.0 |
4,300.0 |
95.0 |
2.3% |
4,199.0 |
Close |
4,286.0 |
4,320.2 |
34.2 |
0.8% |
4,320.2 |
Range |
97.0 |
28.0 |
-69.0 |
-71.1% |
129.0 |
ATR |
59.1 |
57.9 |
-1.2 |
-2.1% |
0.0 |
Volume |
881,060 |
85,743 |
-795,317 |
-90.3% |
5,881,514 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,400.1 |
4,388.1 |
4,335.6 |
|
R3 |
4,372.1 |
4,360.1 |
4,327.9 |
|
R2 |
4,344.1 |
4,344.1 |
4,325.3 |
|
R1 |
4,332.1 |
4,332.1 |
4,322.8 |
4,338.1 |
PP |
4,316.1 |
4,316.1 |
4,316.1 |
4,319.0 |
S1 |
4,304.1 |
4,304.1 |
4,317.6 |
4,310.1 |
S2 |
4,288.1 |
4,288.1 |
4,315.1 |
|
S3 |
4,260.1 |
4,276.1 |
4,312.5 |
|
S4 |
4,232.1 |
4,248.1 |
4,304.8 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,669.4 |
4,623.8 |
4,391.1 |
|
R3 |
4,540.4 |
4,494.8 |
4,355.7 |
|
R2 |
4,411.4 |
4,411.4 |
4,343.8 |
|
R1 |
4,365.8 |
4,365.8 |
4,332.0 |
4,388.6 |
PP |
4,282.4 |
4,282.4 |
4,282.4 |
4,293.8 |
S1 |
4,236.8 |
4,236.8 |
4,308.4 |
4,259.6 |
S2 |
4,153.4 |
4,153.4 |
4,296.5 |
|
S3 |
4,024.4 |
4,107.8 |
4,284.7 |
|
S4 |
3,895.4 |
3,978.8 |
4,249.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,328.0 |
4,199.0 |
129.0 |
3.0% |
51.6 |
1.2% |
94% |
True |
False |
1,176,302 |
10 |
4,328.0 |
4,182.0 |
146.0 |
3.4% |
51.2 |
1.2% |
95% |
True |
False |
1,016,308 |
20 |
4,358.0 |
4,182.0 |
176.0 |
4.1% |
54.6 |
1.3% |
79% |
False |
False |
851,049 |
40 |
4,513.0 |
4,182.0 |
331.0 |
7.7% |
58.5 |
1.4% |
42% |
False |
False |
824,742 |
60 |
4,513.0 |
4,182.0 |
331.0 |
7.7% |
56.8 |
1.3% |
42% |
False |
False |
793,081 |
80 |
4,513.0 |
4,182.0 |
331.0 |
7.7% |
54.5 |
1.3% |
42% |
False |
False |
700,807 |
100 |
4,513.0 |
4,182.0 |
331.0 |
7.7% |
50.8 |
1.2% |
42% |
False |
False |
561,146 |
120 |
4,513.0 |
4,040.0 |
473.0 |
10.9% |
48.1 |
1.1% |
59% |
False |
False |
467,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,447.0 |
2.618 |
4,401.3 |
1.618 |
4,373.3 |
1.000 |
4,356.0 |
0.618 |
4,345.3 |
HIGH |
4,328.0 |
0.618 |
4,317.3 |
0.500 |
4,314.0 |
0.382 |
4,310.7 |
LOW |
4,300.0 |
0.618 |
4,282.7 |
1.000 |
4,272.0 |
1.618 |
4,254.7 |
2.618 |
4,226.7 |
4.250 |
4,181.0 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,318.1 |
4,301.3 |
PP |
4,316.1 |
4,282.4 |
S1 |
4,314.0 |
4,263.5 |
|