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 |
4,471.75 |
4,508.00 |
36.25 |
0.8% |
4,463.50 |
High |
4,513.00 |
4,517.75 |
4.75 |
0.1% |
4,517.75 |
Low |
4,470.25 |
4,480.00 |
9.75 |
0.2% |
4,446.75 |
Close |
4,506.00 |
4,491.72 |
-14.28 |
-0.3% |
4,491.72 |
Range |
42.75 |
37.75 |
-5.00 |
-11.7% |
71.00 |
ATR |
45.59 |
45.03 |
-0.56 |
-1.2% |
0.00 |
Volume |
454,906 |
43,852 |
-411,054 |
-90.4% |
4,057,857 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,609.75 |
4,588.50 |
4,512.50 |
|
R3 |
4,572.00 |
4,550.75 |
4,502.00 |
|
R2 |
4,534.25 |
4,534.25 |
4,498.75 |
|
R1 |
4,513.00 |
4,513.00 |
4,495.25 |
4,504.75 |
PP |
4,496.50 |
4,496.50 |
4,496.50 |
4,492.25 |
S1 |
4,475.25 |
4,475.25 |
4,488.25 |
4,467.00 |
S2 |
4,458.75 |
4,458.75 |
4,484.75 |
|
S3 |
4,421.00 |
4,437.50 |
4,481.25 |
|
S4 |
4,383.25 |
4,399.75 |
4,471.00 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,698.50 |
4,666.00 |
4,530.75 |
|
R3 |
4,627.50 |
4,595.00 |
4,511.25 |
|
R2 |
4,556.50 |
4,556.50 |
4,504.75 |
|
R1 |
4,524.00 |
4,524.00 |
4,498.25 |
4,540.25 |
PP |
4,485.50 |
4,485.50 |
4,485.50 |
4,493.50 |
S1 |
4,453.00 |
4,453.00 |
4,485.25 |
4,469.25 |
S2 |
4,414.50 |
4,414.50 |
4,478.75 |
|
S3 |
4,343.50 |
4,382.00 |
4,472.25 |
|
S4 |
4,272.50 |
4,311.00 |
4,452.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,517.75 |
4,446.75 |
71.00 |
1.6% |
36.25 |
0.8% |
63% |
True |
False |
811,571 |
10 |
4,547.75 |
4,434.25 |
113.50 |
2.5% |
38.25 |
0.9% |
51% |
False |
False |
1,175,493 |
20 |
4,547.75 |
4,350.00 |
197.75 |
4.4% |
47.25 |
1.1% |
72% |
False |
False |
1,334,333 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.3% |
48.25 |
1.1% |
50% |
False |
False |
1,450,594 |
60 |
4,634.50 |
4,350.00 |
284.50 |
6.3% |
45.50 |
1.0% |
50% |
False |
False |
1,448,427 |
80 |
4,634.50 |
4,154.75 |
479.75 |
10.7% |
46.50 |
1.0% |
70% |
False |
False |
1,280,403 |
100 |
4,634.50 |
4,098.25 |
536.25 |
11.9% |
47.75 |
1.1% |
73% |
False |
False |
1,025,081 |
120 |
4,634.50 |
4,015.00 |
619.50 |
13.8% |
46.75 |
1.0% |
77% |
False |
False |
854,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,678.25 |
2.618 |
4,616.50 |
1.618 |
4,578.75 |
1.000 |
4,555.50 |
0.618 |
4,541.00 |
HIGH |
4,517.75 |
0.618 |
4,503.25 |
0.500 |
4,499.00 |
0.382 |
4,494.50 |
LOW |
4,480.00 |
0.618 |
4,456.75 |
1.000 |
4,442.25 |
1.618 |
4,419.00 |
2.618 |
4,381.25 |
4.250 |
4,319.50 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,499.00 |
4,488.50 |
PP |
4,496.50 |
4,485.50 |
S1 |
4,494.00 |
4,482.25 |
|