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 |
15,752.0 |
15,830.0 |
78.0 |
0.5% |
15,836.0 |
High |
15,883.0 |
15,848.0 |
-35.0 |
-0.2% |
15,861.0 |
Low |
15,730.0 |
15,693.0 |
-37.0 |
-0.2% |
15,585.0 |
Close |
15,818.0 |
15,728.0 |
-90.0 |
-0.6% |
15,753.0 |
Range |
153.0 |
155.0 |
2.0 |
1.3% |
276.0 |
ATR |
184.5 |
182.4 |
-2.1 |
-1.1% |
0.0 |
Volume |
76,418 |
80,635 |
4,217 |
5.5% |
256,368 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,221.3 |
16,129.7 |
15,813.3 |
|
R3 |
16,066.3 |
15,974.7 |
15,770.6 |
|
R2 |
15,911.3 |
15,911.3 |
15,756.4 |
|
R1 |
15,819.7 |
15,819.7 |
15,742.2 |
15,788.0 |
PP |
15,756.3 |
15,756.3 |
15,756.3 |
15,740.5 |
S1 |
15,664.7 |
15,664.7 |
15,713.8 |
15,633.0 |
S2 |
15,601.3 |
15,601.3 |
15,699.6 |
|
S3 |
15,446.3 |
15,509.7 |
15,685.4 |
|
S4 |
15,291.3 |
15,354.7 |
15,642.8 |
|
|
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% |
155.8 |
1.0% |
48% |
False |
False |
71,890 |
10 |
16,070.0 |
15,585.0 |
485.0 |
3.1% |
163.2 |
1.0% |
29% |
False |
False |
61,939 |
20 |
16,070.0 |
15,511.0 |
559.0 |
3.6% |
179.8 |
1.1% |
39% |
False |
False |
57,596 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
184.5 |
1.2% |
20% |
False |
False |
56,539 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
185.6 |
1.2% |
20% |
False |
False |
57,242 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
176.9 |
1.1% |
20% |
False |
False |
45,045 |
100 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
160.3 |
1.0% |
20% |
False |
False |
36,042 |
120 |
16,615.0 |
15,111.0 |
1,504.0 |
9.6% |
148.6 |
0.9% |
41% |
False |
False |
30,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,506.8 |
2.618 |
16,253.8 |
1.618 |
16,098.8 |
1.000 |
16,003.0 |
0.618 |
15,943.8 |
HIGH |
15,848.0 |
0.618 |
15,788.8 |
0.500 |
15,770.5 |
0.382 |
15,752.2 |
LOW |
15,693.0 |
0.618 |
15,597.2 |
1.000 |
15,538.0 |
1.618 |
15,442.2 |
2.618 |
15,287.2 |
4.250 |
15,034.3 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,770.5 |
15,734.0 |
PP |
15,756.3 |
15,732.0 |
S1 |
15,742.2 |
15,730.0 |
|