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 |
4,464.50 |
4,471.75 |
7.25 |
0.2% |
4,521.25 |
High |
4,481.00 |
4,513.00 |
32.00 |
0.7% |
4,531.25 |
Low |
4,446.75 |
4,470.25 |
23.50 |
0.5% |
4,434.25 |
Close |
4,468.75 |
4,506.00 |
37.25 |
0.8% |
4,461.75 |
Range |
34.25 |
42.75 |
8.50 |
24.8% |
97.00 |
ATR |
45.70 |
45.59 |
-0.10 |
-0.2% |
0.00 |
Volume |
690,872 |
454,906 |
-235,966 |
-34.2% |
6,280,317 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,624.75 |
4,608.00 |
4,529.50 |
|
R3 |
4,582.00 |
4,565.25 |
4,517.75 |
|
R2 |
4,539.25 |
4,539.25 |
4,513.75 |
|
R1 |
4,522.50 |
4,522.50 |
4,510.00 |
4,531.00 |
PP |
4,496.50 |
4,496.50 |
4,496.50 |
4,500.50 |
S1 |
4,479.75 |
4,479.75 |
4,502.00 |
4,488.00 |
S2 |
4,453.75 |
4,453.75 |
4,498.25 |
|
S3 |
4,411.00 |
4,437.00 |
4,494.25 |
|
S4 |
4,368.25 |
4,394.25 |
4,482.50 |
|
|
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 |
4,513.00 |
4,443.00 |
70.00 |
1.6% |
35.50 |
0.8% |
90% |
True |
False |
1,140,032 |
10 |
4,547.75 |
4,434.25 |
113.50 |
2.5% |
37.25 |
0.8% |
63% |
False |
False |
1,310,683 |
20 |
4,547.75 |
4,350.00 |
197.75 |
4.4% |
48.25 |
1.1% |
79% |
False |
False |
1,413,664 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.3% |
48.25 |
1.1% |
55% |
False |
False |
1,487,691 |
60 |
4,634.50 |
4,350.00 |
284.50 |
6.3% |
45.25 |
1.0% |
55% |
False |
False |
1,472,167 |
80 |
4,634.50 |
4,154.75 |
479.75 |
10.6% |
46.50 |
1.0% |
73% |
False |
False |
1,279,924 |
100 |
4,634.50 |
4,098.25 |
536.25 |
11.9% |
47.75 |
1.1% |
76% |
False |
False |
1,024,656 |
120 |
4,634.50 |
4,015.00 |
619.50 |
13.7% |
46.75 |
1.0% |
79% |
False |
False |
854,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,694.75 |
2.618 |
4,625.00 |
1.618 |
4,582.25 |
1.000 |
4,555.75 |
0.618 |
4,539.50 |
HIGH |
4,513.00 |
0.618 |
4,496.75 |
0.500 |
4,491.50 |
0.382 |
4,486.50 |
LOW |
4,470.25 |
0.618 |
4,443.75 |
1.000 |
4,427.50 |
1.618 |
4,401.00 |
2.618 |
4,358.25 |
4.250 |
4,288.50 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,501.25 |
4,497.25 |
PP |
4,496.50 |
4,488.50 |
S1 |
4,491.50 |
4,480.00 |
|