Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,308.00 |
15,466.50 |
158.50 |
1.0% |
15,517.00 |
High |
15,497.50 |
15,480.75 |
-16.75 |
-0.1% |
15,586.75 |
Low |
15,298.00 |
15,288.75 |
-9.25 |
-0.1% |
15,157.50 |
Close |
15,475.75 |
15,304.75 |
-171.00 |
-1.1% |
15,297.50 |
Range |
199.50 |
192.00 |
-7.50 |
-3.8% |
429.25 |
ATR |
240.94 |
237.44 |
-3.50 |
-1.5% |
0.00 |
Volume |
411,385 |
253,049 |
-158,336 |
-38.5% |
2,444,758 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,934.00 |
15,811.50 |
15,410.25 |
|
R3 |
15,742.00 |
15,619.50 |
15,357.50 |
|
R2 |
15,550.00 |
15,550.00 |
15,340.00 |
|
R1 |
15,427.50 |
15,427.50 |
15,322.25 |
15,392.75 |
PP |
15,358.00 |
15,358.00 |
15,358.00 |
15,340.75 |
S1 |
15,235.50 |
15,235.50 |
15,287.25 |
15,200.75 |
S2 |
15,166.00 |
15,166.00 |
15,269.50 |
|
S3 |
14,974.00 |
15,043.50 |
15,252.00 |
|
S4 |
14,782.00 |
14,851.50 |
15,199.25 |
|
|
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 |
15,533.00 |
15,157.50 |
375.50 |
2.5% |
204.00 |
1.3% |
39% |
False |
False |
500,860 |
10 |
15,661.25 |
15,049.75 |
611.50 |
4.0% |
208.50 |
1.4% |
42% |
False |
False |
547,304 |
20 |
15,661.25 |
14,609.25 |
1,052.00 |
6.9% |
249.75 |
1.6% |
66% |
False |
False |
612,500 |
40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.5% |
249.50 |
1.6% |
48% |
False |
False |
638,037 |
60 |
16,062.75 |
14,609.25 |
1,453.50 |
9.5% |
240.00 |
1.6% |
48% |
False |
False |
618,854 |
80 |
16,062.75 |
13,726.25 |
2,336.50 |
15.3% |
241.50 |
1.6% |
68% |
False |
False |
502,275 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.4% |
229.50 |
1.5% |
76% |
False |
False |
401,976 |
120 |
16,062.75 |
12,772.50 |
3,290.25 |
21.5% |
224.75 |
1.5% |
77% |
False |
False |
335,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,296.75 |
2.618 |
15,983.50 |
1.618 |
15,791.50 |
1.000 |
15,672.75 |
0.618 |
15,599.50 |
HIGH |
15,480.75 |
0.618 |
15,407.50 |
0.500 |
15,384.75 |
0.382 |
15,362.00 |
LOW |
15,288.75 |
0.618 |
15,170.00 |
1.000 |
15,096.75 |
1.618 |
14,978.00 |
2.618 |
14,786.00 |
4.250 |
14,472.75 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,384.75 |
15,360.25 |
PP |
15,358.00 |
15,341.75 |
S1 |
15,331.50 |
15,323.25 |
|