Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,286.25 |
15,308.00 |
21.75 |
0.1% |
15,517.00 |
High |
15,390.75 |
15,497.50 |
106.75 |
0.7% |
15,586.75 |
Low |
15,223.00 |
15,298.00 |
75.00 |
0.5% |
15,157.50 |
Close |
15,297.50 |
15,475.75 |
178.25 |
1.2% |
15,297.50 |
Range |
167.75 |
199.50 |
31.75 |
18.9% |
429.25 |
ATR |
244.08 |
240.94 |
-3.15 |
-1.3% |
0.00 |
Volume |
598,477 |
411,385 |
-187,092 |
-31.3% |
2,444,758 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,022.25 |
15,948.50 |
15,585.50 |
|
R3 |
15,822.75 |
15,749.00 |
15,530.50 |
|
R2 |
15,623.25 |
15,623.25 |
15,512.25 |
|
R1 |
15,549.50 |
15,549.50 |
15,494.00 |
15,586.50 |
PP |
15,423.75 |
15,423.75 |
15,423.75 |
15,442.25 |
S1 |
15,350.00 |
15,350.00 |
15,457.50 |
15,387.00 |
S2 |
15,224.25 |
15,224.25 |
15,439.25 |
|
S3 |
15,024.75 |
15,150.50 |
15,421.00 |
|
S4 |
14,825.25 |
14,951.00 |
15,366.00 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,635.00 |
16,395.50 |
15,533.50 |
|
R3 |
16,205.75 |
15,966.25 |
15,415.50 |
|
R2 |
15,776.50 |
15,776.50 |
15,376.25 |
|
R1 |
15,537.00 |
15,537.00 |
15,336.75 |
15,442.00 |
PP |
15,347.25 |
15,347.25 |
15,347.25 |
15,299.75 |
S1 |
15,107.75 |
15,107.75 |
15,258.25 |
15,013.00 |
S2 |
14,918.00 |
14,918.00 |
15,218.75 |
|
S3 |
14,488.75 |
14,678.50 |
15,179.50 |
|
S4 |
14,059.50 |
14,249.25 |
15,061.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,586.75 |
15,157.50 |
429.25 |
2.8% |
199.25 |
1.3% |
74% |
False |
False |
571,228 |
10 |
15,661.25 |
14,973.50 |
687.75 |
4.4% |
204.50 |
1.3% |
73% |
False |
False |
580,633 |
20 |
15,661.25 |
14,609.25 |
1,052.00 |
6.8% |
253.00 |
1.6% |
82% |
False |
False |
627,579 |
40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.4% |
250.25 |
1.6% |
60% |
False |
False |
644,764 |
60 |
16,062.75 |
14,609.25 |
1,453.50 |
9.4% |
243.00 |
1.6% |
60% |
False |
False |
626,872 |
80 |
16,062.75 |
13,627.00 |
2,435.75 |
15.7% |
241.50 |
1.6% |
76% |
False |
False |
499,130 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.1% |
229.25 |
1.5% |
81% |
False |
False |
399,449 |
120 |
16,062.75 |
12,772.50 |
3,290.25 |
21.3% |
226.50 |
1.5% |
82% |
False |
False |
332,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,345.50 |
2.618 |
16,019.75 |
1.618 |
15,820.25 |
1.000 |
15,697.00 |
0.618 |
15,620.75 |
HIGH |
15,497.50 |
0.618 |
15,421.25 |
0.500 |
15,397.75 |
0.382 |
15,374.25 |
LOW |
15,298.00 |
0.618 |
15,174.75 |
1.000 |
15,098.50 |
1.618 |
14,975.25 |
2.618 |
14,775.75 |
4.250 |
14,450.00 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,449.75 |
15,426.25 |
PP |
15,423.75 |
15,377.00 |
S1 |
15,397.75 |
15,327.50 |
|