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 |
15,308.50 |
15,372.75 |
64.25 |
0.4% |
15,517.00 |
High |
15,424.25 |
15,517.75 |
93.50 |
0.6% |
15,586.75 |
Low |
15,212.75 |
15,337.25 |
124.50 |
0.8% |
15,157.50 |
Close |
15,356.25 |
15,478.00 |
121.75 |
0.8% |
15,297.50 |
Range |
211.50 |
180.50 |
-31.00 |
-14.7% |
429.25 |
ATR |
235.59 |
231.65 |
-3.93 |
-1.7% |
0.00 |
Volume |
190,166 |
110,435 |
-79,731 |
-41.9% |
2,444,758 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,985.75 |
15,912.50 |
15,577.25 |
|
R3 |
15,805.25 |
15,732.00 |
15,527.75 |
|
R2 |
15,624.75 |
15,624.75 |
15,511.00 |
|
R1 |
15,551.50 |
15,551.50 |
15,494.50 |
15,588.00 |
PP |
15,444.25 |
15,444.25 |
15,444.25 |
15,462.75 |
S1 |
15,371.00 |
15,371.00 |
15,461.50 |
15,407.50 |
S2 |
15,263.75 |
15,263.75 |
15,445.00 |
|
S3 |
15,083.25 |
15,190.50 |
15,428.25 |
|
S4 |
14,902.75 |
15,010.00 |
15,378.75 |
|
|
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 |
15,517.75 |
15,212.75 |
305.00 |
2.0% |
190.25 |
1.2% |
87% |
True |
False |
312,702 |
10 |
15,661.25 |
15,157.50 |
503.75 |
3.3% |
193.50 |
1.2% |
64% |
False |
False |
456,722 |
20 |
15,661.25 |
14,609.25 |
1,052.00 |
6.8% |
244.00 |
1.6% |
83% |
False |
False |
565,770 |
40 |
15,925.75 |
14,609.25 |
1,316.50 |
8.5% |
248.00 |
1.6% |
66% |
False |
False |
612,664 |
60 |
16,062.75 |
14,609.25 |
1,453.50 |
9.4% |
239.50 |
1.5% |
60% |
False |
False |
602,368 |
80 |
16,062.75 |
13,726.25 |
2,336.50 |
15.1% |
241.00 |
1.6% |
75% |
False |
False |
505,998 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.1% |
230.50 |
1.5% |
81% |
False |
False |
404,972 |
120 |
16,062.75 |
12,772.50 |
3,290.25 |
21.3% |
223.75 |
1.4% |
82% |
False |
False |
337,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,285.00 |
2.618 |
15,990.25 |
1.618 |
15,809.75 |
1.000 |
15,698.25 |
0.618 |
15,629.25 |
HIGH |
15,517.75 |
0.618 |
15,448.75 |
0.500 |
15,427.50 |
0.382 |
15,406.25 |
LOW |
15,337.25 |
0.618 |
15,225.75 |
1.000 |
15,156.75 |
1.618 |
15,045.25 |
2.618 |
14,864.75 |
4.250 |
14,570.00 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,461.25 |
15,440.50 |
PP |
15,444.25 |
15,402.75 |
S1 |
15,427.50 |
15,365.25 |
|