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 |
15,740.0 |
15,752.0 |
12.0 |
0.1% |
15,836.0 |
High |
15,802.0 |
15,883.0 |
81.0 |
0.5% |
15,861.0 |
Low |
15,585.0 |
15,730.0 |
145.0 |
0.9% |
15,585.0 |
Close |
15,753.0 |
15,818.0 |
65.0 |
0.4% |
15,753.0 |
Range |
217.0 |
153.0 |
-64.0 |
-29.5% |
276.0 |
ATR |
187.0 |
184.5 |
-2.4 |
-1.3% |
0.0 |
Volume |
82,309 |
76,418 |
-5,891 |
-7.2% |
256,368 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,269.3 |
16,196.7 |
15,902.2 |
|
R3 |
16,116.3 |
16,043.7 |
15,860.1 |
|
R2 |
15,963.3 |
15,963.3 |
15,846.1 |
|
R1 |
15,890.7 |
15,890.7 |
15,832.0 |
15,927.0 |
PP |
15,810.3 |
15,810.3 |
15,810.3 |
15,828.5 |
S1 |
15,737.7 |
15,737.7 |
15,804.0 |
15,774.0 |
S2 |
15,657.3 |
15,657.3 |
15,790.0 |
|
S3 |
15,504.3 |
15,584.7 |
15,775.9 |
|
S4 |
15,351.3 |
15,431.7 |
15,733.9 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,561.0 |
16,433.0 |
15,904.8 |
|
R3 |
16,285.0 |
16,157.0 |
15,828.9 |
|
R2 |
16,009.0 |
16,009.0 |
15,803.6 |
|
R1 |
15,881.0 |
15,881.0 |
15,778.3 |
15,807.0 |
PP |
15,733.0 |
15,733.0 |
15,733.0 |
15,696.0 |
S1 |
15,605.0 |
15,605.0 |
15,727.7 |
15,531.0 |
S2 |
15,457.0 |
15,457.0 |
15,702.4 |
|
S3 |
15,181.0 |
15,329.0 |
15,677.1 |
|
S4 |
14,905.0 |
15,053.0 |
15,601.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,883.0 |
15,585.0 |
298.0 |
1.9% |
155.6 |
1.0% |
78% |
True |
False |
66,557 |
10 |
16,070.0 |
15,585.0 |
485.0 |
3.1% |
163.1 |
1.0% |
48% |
False |
False |
58,235 |
20 |
16,070.0 |
15,511.0 |
559.0 |
3.5% |
181.5 |
1.1% |
55% |
False |
False |
55,905 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
183.6 |
1.2% |
28% |
False |
False |
55,596 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
185.9 |
1.2% |
28% |
False |
False |
56,700 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
176.4 |
1.1% |
28% |
False |
False |
44,041 |
100 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
159.6 |
1.0% |
28% |
False |
False |
35,235 |
120 |
16,615.0 |
15,004.0 |
1,611.0 |
10.2% |
147.5 |
0.9% |
51% |
False |
False |
29,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,533.3 |
2.618 |
16,283.6 |
1.618 |
16,130.6 |
1.000 |
16,036.0 |
0.618 |
15,977.6 |
HIGH |
15,883.0 |
0.618 |
15,824.6 |
0.500 |
15,806.5 |
0.382 |
15,788.4 |
LOW |
15,730.0 |
0.618 |
15,635.4 |
1.000 |
15,577.0 |
1.618 |
15,482.4 |
2.618 |
15,329.4 |
4.250 |
15,079.8 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,814.2 |
15,790.0 |
PP |
15,810.3 |
15,762.0 |
S1 |
15,806.5 |
15,734.0 |
|