| 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 |
1,858.9 |
1,853.2 |
-5.7 |
-0.3% |
1,922.7 |
| High |
1,863.8 |
1,870.4 |
6.6 |
0.4% |
1,924.7 |
| Low |
1,847.8 |
1,851.6 |
3.8 |
0.2% |
1,847.8 |
| Close |
1,853.4 |
1,857.3 |
3.9 |
0.2% |
1,853.4 |
| Range |
16.0 |
18.8 |
2.8 |
17.5% |
76.9 |
| ATR |
30.3 |
29.4 |
-0.8 |
-2.7% |
0.0 |
| Volume |
195,832 |
290,352 |
94,520 |
48.3% |
765,016 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,916.2 |
1,905.5 |
1,867.6 |
|
| R3 |
1,897.4 |
1,886.7 |
1,862.5 |
|
| R2 |
1,878.6 |
1,878.6 |
1,860.7 |
|
| R1 |
1,867.9 |
1,867.9 |
1,859.0 |
1,873.3 |
| PP |
1,859.8 |
1,859.8 |
1,859.8 |
1,862.4 |
| S1 |
1,849.1 |
1,849.1 |
1,855.6 |
1,854.5 |
| S2 |
1,841.0 |
1,841.0 |
1,853.9 |
|
| S3 |
1,822.2 |
1,830.3 |
1,852.1 |
|
| S4 |
1,803.4 |
1,811.5 |
1,847.0 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.0 |
2,056.6 |
1,895.7 |
|
| R3 |
2,029.1 |
1,979.7 |
1,874.5 |
|
| R2 |
1,952.2 |
1,952.2 |
1,867.5 |
|
| R1 |
1,902.8 |
1,902.8 |
1,860.4 |
1,889.1 |
| PP |
1,875.3 |
1,875.3 |
1,875.3 |
1,868.4 |
| S1 |
1,825.9 |
1,825.9 |
1,846.4 |
1,812.2 |
| S2 |
1,798.4 |
1,798.4 |
1,839.3 |
|
| S3 |
1,721.5 |
1,749.0 |
1,832.3 |
|
| S4 |
1,644.6 |
1,672.1 |
1,811.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,924.7 |
1,847.8 |
76.9 |
4.1% |
27.2 |
1.5% |
12% |
False |
False |
211,073 |
| 10 |
1,934.0 |
1,847.8 |
86.2 |
4.6% |
27.6 |
1.5% |
11% |
False |
False |
186,970 |
| 20 |
1,939.3 |
1,832.8 |
106.5 |
5.7% |
29.7 |
1.6% |
23% |
False |
False |
192,339 |
| 40 |
2,017.8 |
1,832.8 |
185.0 |
10.0% |
30.8 |
1.7% |
13% |
False |
False |
179,795 |
| 60 |
2,017.8 |
1,825.1 |
192.7 |
10.4% |
31.3 |
1.7% |
17% |
False |
False |
185,002 |
| 80 |
2,017.8 |
1,755.0 |
262.8 |
14.1% |
32.8 |
1.8% |
39% |
False |
False |
154,890 |
| 100 |
2,017.8 |
1,723.4 |
294.4 |
15.9% |
32.5 |
1.8% |
45% |
False |
False |
123,948 |
| 120 |
2,017.8 |
1,718.4 |
299.4 |
16.1% |
32.5 |
1.8% |
46% |
False |
False |
103,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,950.3 |
|
2.618 |
1,919.6 |
|
1.618 |
1,900.8 |
|
1.000 |
1,889.2 |
|
0.618 |
1,882.0 |
|
HIGH |
1,870.4 |
|
0.618 |
1,863.2 |
|
0.500 |
1,861.0 |
|
0.382 |
1,858.8 |
|
LOW |
1,851.6 |
|
0.618 |
1,840.0 |
|
1.000 |
1,832.8 |
|
1.618 |
1,821.2 |
|
2.618 |
1,802.4 |
|
4.250 |
1,771.7 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,861.0 |
1,862.8 |
| PP |
1,859.8 |
1,860.9 |
| S1 |
1,858.5 |
1,859.1 |
|