| 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 |
15,641.0 |
15,872.0 |
231.0 |
1.5% |
15,752.0 |
| High |
15,873.0 |
15,992.0 |
119.0 |
0.7% |
15,992.0 |
| Low |
15,588.0 |
15,851.0 |
263.0 |
1.7% |
15,568.0 |
| Close |
15,817.0 |
15,985.0 |
168.0 |
1.1% |
15,985.0 |
| Range |
285.0 |
141.0 |
-144.0 |
-50.5% |
424.0 |
| ATR |
189.5 |
188.4 |
-1.0 |
-0.5% |
0.0 |
| Volume |
62,658 |
4,821 |
-57,837 |
-92.3% |
303,975 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,365.7 |
16,316.3 |
16,062.6 |
|
| R3 |
16,224.7 |
16,175.3 |
16,023.8 |
|
| R2 |
16,083.7 |
16,083.7 |
16,010.9 |
|
| R1 |
16,034.3 |
16,034.3 |
15,997.9 |
16,059.0 |
| PP |
15,942.7 |
15,942.7 |
15,942.7 |
15,955.0 |
| S1 |
15,893.3 |
15,893.3 |
15,972.1 |
15,918.0 |
| S2 |
15,801.7 |
15,801.7 |
15,959.2 |
|
| S3 |
15,660.7 |
15,752.3 |
15,946.2 |
|
| S4 |
15,519.7 |
15,611.3 |
15,907.5 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,120.3 |
16,976.7 |
16,218.2 |
|
| R3 |
16,696.3 |
16,552.7 |
16,101.6 |
|
| R2 |
16,272.3 |
16,272.3 |
16,062.7 |
|
| R1 |
16,128.7 |
16,128.7 |
16,023.9 |
16,200.5 |
| PP |
15,848.3 |
15,848.3 |
15,848.3 |
15,884.3 |
| S1 |
15,704.7 |
15,704.7 |
15,946.1 |
15,776.5 |
| S2 |
15,424.3 |
15,424.3 |
15,907.3 |
|
| S3 |
15,000.3 |
15,280.7 |
15,868.4 |
|
| S4 |
14,576.3 |
14,856.7 |
15,751.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,992.0 |
15,568.0 |
424.0 |
2.7% |
182.4 |
1.1% |
98% |
True |
False |
60,795 |
| 10 |
16,032.0 |
15,568.0 |
464.0 |
2.9% |
172.2 |
1.1% |
90% |
False |
False |
61,555 |
| 20 |
16,070.0 |
15,511.0 |
559.0 |
3.5% |
179.6 |
1.1% |
85% |
False |
False |
56,632 |
| 40 |
16,615.0 |
15,511.0 |
1,104.0 |
6.9% |
187.4 |
1.2% |
43% |
False |
False |
56,589 |
| 60 |
16,615.0 |
15,511.0 |
1,104.0 |
6.9% |
187.0 |
1.2% |
43% |
False |
False |
56,809 |
| 80 |
16,615.0 |
15,511.0 |
1,104.0 |
6.9% |
180.3 |
1.1% |
43% |
False |
False |
46,875 |
| 100 |
16,615.0 |
15,511.0 |
1,104.0 |
6.9% |
164.6 |
1.0% |
43% |
False |
False |
37,511 |
| 120 |
16,615.0 |
15,111.0 |
1,504.0 |
9.4% |
152.8 |
1.0% |
58% |
False |
False |
31,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,591.3 |
|
2.618 |
16,361.1 |
|
1.618 |
16,220.1 |
|
1.000 |
16,133.0 |
|
0.618 |
16,079.1 |
|
HIGH |
15,992.0 |
|
0.618 |
15,938.1 |
|
0.500 |
15,921.5 |
|
0.382 |
15,904.9 |
|
LOW |
15,851.0 |
|
0.618 |
15,763.9 |
|
1.000 |
15,710.0 |
|
1.618 |
15,622.9 |
|
2.618 |
15,481.9 |
|
4.250 |
15,251.8 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,963.8 |
15,916.7 |
| PP |
15,942.7 |
15,848.3 |
| S1 |
15,921.5 |
15,780.0 |
|