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 |
15,723.0 |
15,641.0 |
-82.0 |
-0.5% |
15,836.0 |
High |
15,746.0 |
15,873.0 |
127.0 |
0.8% |
15,861.0 |
Low |
15,568.0 |
15,588.0 |
20.0 |
0.1% |
15,585.0 |
Close |
15,672.0 |
15,817.0 |
145.0 |
0.9% |
15,753.0 |
Range |
178.0 |
285.0 |
107.0 |
60.1% |
276.0 |
ATR |
182.1 |
189.5 |
7.3 |
4.0% |
0.0 |
Volume |
79,443 |
62,658 |
-16,785 |
-21.1% |
256,368 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,614.3 |
16,500.7 |
15,973.8 |
|
R3 |
16,329.3 |
16,215.7 |
15,895.4 |
|
R2 |
16,044.3 |
16,044.3 |
15,869.3 |
|
R1 |
15,930.7 |
15,930.7 |
15,843.1 |
15,987.5 |
PP |
15,759.3 |
15,759.3 |
15,759.3 |
15,787.8 |
S1 |
15,645.7 |
15,645.7 |
15,790.9 |
15,702.5 |
S2 |
15,474.3 |
15,474.3 |
15,764.8 |
|
S3 |
15,189.3 |
15,360.7 |
15,738.6 |
|
S4 |
14,904.3 |
15,075.7 |
15,660.3 |
|
|
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 |
15,568.0 |
315.0 |
2.0% |
197.6 |
1.2% |
79% |
False |
False |
76,292 |
10 |
16,070.0 |
15,568.0 |
502.0 |
3.2% |
172.7 |
1.1% |
50% |
False |
False |
66,734 |
20 |
16,070.0 |
15,511.0 |
559.0 |
3.5% |
182.4 |
1.2% |
55% |
False |
False |
59,161 |
40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
188.5 |
1.2% |
28% |
False |
False |
57,805 |
60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
187.2 |
1.2% |
28% |
False |
False |
57,611 |
80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
179.0 |
1.1% |
28% |
False |
False |
46,815 |
100 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
164.9 |
1.0% |
28% |
False |
False |
37,463 |
120 |
16,615.0 |
15,111.0 |
1,504.0 |
9.5% |
152.2 |
1.0% |
47% |
False |
False |
31,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,084.3 |
2.618 |
16,619.1 |
1.618 |
16,334.1 |
1.000 |
16,158.0 |
0.618 |
16,049.1 |
HIGH |
15,873.0 |
0.618 |
15,764.1 |
0.500 |
15,730.5 |
0.382 |
15,696.9 |
LOW |
15,588.0 |
0.618 |
15,411.9 |
1.000 |
15,303.0 |
1.618 |
15,126.9 |
2.618 |
14,841.9 |
4.250 |
14,376.8 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,788.2 |
15,784.8 |
PP |
15,759.3 |
15,752.7 |
S1 |
15,730.5 |
15,720.5 |
|