Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,487.75 |
4,464.50 |
-23.25 |
-0.5% |
4,521.25 |
High |
4,491.00 |
4,481.00 |
-10.00 |
-0.2% |
4,531.25 |
Low |
4,458.75 |
4,446.75 |
-12.00 |
-0.3% |
4,434.25 |
Close |
4,465.00 |
4,468.75 |
3.75 |
0.1% |
4,461.75 |
Range |
32.25 |
34.25 |
2.00 |
6.2% |
97.00 |
ATR |
46.58 |
45.70 |
-0.88 |
-1.9% |
0.00 |
Volume |
1,153,961 |
690,872 |
-463,089 |
-40.1% |
6,280,317 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,568.25 |
4,552.75 |
4,487.50 |
|
R3 |
4,534.00 |
4,518.50 |
4,478.25 |
|
R2 |
4,499.75 |
4,499.75 |
4,475.00 |
|
R1 |
4,484.25 |
4,484.25 |
4,472.00 |
4,492.00 |
PP |
4,465.50 |
4,465.50 |
4,465.50 |
4,469.50 |
S1 |
4,450.00 |
4,450.00 |
4,465.50 |
4,457.75 |
S2 |
4,431.25 |
4,431.25 |
4,462.50 |
|
S3 |
4,397.00 |
4,415.75 |
4,459.25 |
|
S4 |
4,362.75 |
4,381.50 |
4,450.00 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,766.75 |
4,711.25 |
4,515.00 |
|
R3 |
4,669.75 |
4,614.25 |
4,488.50 |
|
R2 |
4,572.75 |
4,572.75 |
4,479.50 |
|
R1 |
4,517.25 |
4,517.25 |
4,470.75 |
4,496.50 |
PP |
4,475.75 |
4,475.75 |
4,475.75 |
4,465.50 |
S1 |
4,420.25 |
4,420.25 |
4,452.75 |
4,399.50 |
S2 |
4,378.75 |
4,378.75 |
4,444.00 |
|
S3 |
4,281.75 |
4,323.25 |
4,435.00 |
|
S4 |
4,184.75 |
4,226.25 |
4,408.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,493.50 |
4,434.25 |
59.25 |
1.3% |
34.50 |
0.8% |
58% |
False |
False |
1,369,496 |
10 |
4,547.75 |
4,434.25 |
113.50 |
2.5% |
36.50 |
0.8% |
30% |
False |
False |
1,404,959 |
20 |
4,547.75 |
4,350.00 |
197.75 |
4.4% |
48.75 |
1.1% |
60% |
False |
False |
1,465,880 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
47.75 |
1.1% |
42% |
False |
False |
1,514,787 |
60 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
45.50 |
1.0% |
42% |
False |
False |
1,490,259 |
80 |
4,634.50 |
4,154.75 |
479.75 |
10.7% |
46.50 |
1.0% |
65% |
False |
False |
1,274,319 |
100 |
4,634.50 |
4,098.25 |
536.25 |
12.0% |
47.50 |
1.1% |
69% |
False |
False |
1,020,125 |
120 |
4,634.50 |
3,966.75 |
667.75 |
14.9% |
47.00 |
1.0% |
75% |
False |
False |
850,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,626.50 |
2.618 |
4,570.75 |
1.618 |
4,536.50 |
1.000 |
4,515.25 |
0.618 |
4,502.25 |
HIGH |
4,481.00 |
0.618 |
4,468.00 |
0.500 |
4,464.00 |
0.382 |
4,459.75 |
LOW |
4,446.75 |
0.618 |
4,425.50 |
1.000 |
4,412.50 |
1.618 |
4,391.25 |
2.618 |
4,357.00 |
4.250 |
4,301.25 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,467.00 |
4,470.00 |
PP |
4,465.50 |
4,469.75 |
S1 |
4,464.00 |
4,469.25 |
|