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 |
15,466.50 |
15,308.50 |
-158.00 |
-1.0% |
15,517.00 |
High |
15,480.75 |
15,424.25 |
-56.50 |
-0.4% |
15,586.75 |
Low |
15,288.75 |
15,212.75 |
-76.00 |
-0.5% |
15,157.50 |
Close |
15,304.75 |
15,356.25 |
51.50 |
0.3% |
15,297.50 |
Range |
192.00 |
211.50 |
19.50 |
10.2% |
429.25 |
ATR |
237.44 |
235.59 |
-1.85 |
-0.8% |
0.00 |
Volume |
253,049 |
190,166 |
-62,883 |
-24.9% |
2,444,758 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,965.50 |
15,872.50 |
15,472.50 |
|
R3 |
15,754.00 |
15,661.00 |
15,414.50 |
|
R2 |
15,542.50 |
15,542.50 |
15,395.00 |
|
R1 |
15,449.50 |
15,449.50 |
15,375.75 |
15,496.00 |
PP |
15,331.00 |
15,331.00 |
15,331.00 |
15,354.50 |
S1 |
15,238.00 |
15,238.00 |
15,336.75 |
15,284.50 |
S2 |
15,119.50 |
15,119.50 |
15,317.50 |
|
S3 |
14,908.00 |
15,026.50 |
15,298.00 |
|
S4 |
14,696.50 |
14,815.00 |
15,240.00 |
|
|
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 |
15,497.50 |
15,157.50 |
340.00 |
2.2% |
201.75 |
1.3% |
58% |
False |
False |
419,592 |
10 |
15,661.25 |
15,157.50 |
503.75 |
3.3% |
191.50 |
1.2% |
39% |
False |
False |
504,698 |
20 |
15,661.25 |
14,609.25 |
1,052.00 |
6.9% |
247.25 |
1.6% |
71% |
False |
False |
592,328 |
40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.5% |
247.25 |
1.6% |
51% |
False |
False |
626,960 |
60 |
16,062.75 |
14,609.25 |
1,453.50 |
9.5% |
239.75 |
1.6% |
51% |
False |
False |
611,409 |
80 |
16,062.75 |
13,726.25 |
2,336.50 |
15.2% |
240.50 |
1.6% |
70% |
False |
False |
504,633 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.3% |
230.00 |
1.5% |
77% |
False |
False |
403,873 |
120 |
16,062.75 |
12,772.50 |
3,290.25 |
21.4% |
224.00 |
1.5% |
79% |
False |
False |
336,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,323.00 |
2.618 |
15,978.00 |
1.618 |
15,766.50 |
1.000 |
15,635.75 |
0.618 |
15,555.00 |
HIGH |
15,424.25 |
0.618 |
15,343.50 |
0.500 |
15,318.50 |
0.382 |
15,293.50 |
LOW |
15,212.75 |
0.618 |
15,082.00 |
1.000 |
15,001.25 |
1.618 |
14,870.50 |
2.618 |
14,659.00 |
4.250 |
14,314.00 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,343.75 |
15,356.00 |
PP |
15,331.00 |
15,355.50 |
S1 |
15,318.50 |
15,355.00 |
|