| 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 |
1,855.2 |
1,843.8 |
-11.4 |
-0.6% |
1,922.7 |
| High |
1,863.0 |
1,872.5 |
9.5 |
0.5% |
1,924.7 |
| Low |
1,835.7 |
1,841.9 |
6.2 |
0.3% |
1,847.8 |
| Close |
1,842.2 |
1,867.9 |
25.7 |
1.4% |
1,853.4 |
| Range |
27.3 |
30.6 |
3.3 |
12.1% |
76.9 |
| ATR |
28.4 |
28.6 |
0.2 |
0.6% |
0.0 |
| Volume |
94,883 |
57,644 |
-37,239 |
-39.2% |
765,016 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,952.6 |
1,940.8 |
1,884.7 |
|
| R3 |
1,922.0 |
1,910.2 |
1,876.3 |
|
| R2 |
1,891.4 |
1,891.4 |
1,873.5 |
|
| R1 |
1,879.6 |
1,879.6 |
1,870.7 |
1,885.5 |
| PP |
1,860.8 |
1,860.8 |
1,860.8 |
1,863.7 |
| S1 |
1,849.0 |
1,849.0 |
1,865.1 |
1,854.9 |
| S2 |
1,830.2 |
1,830.2 |
1,862.3 |
|
| S3 |
1,799.6 |
1,818.4 |
1,859.5 |
|
| S4 |
1,769.0 |
1,787.8 |
1,851.1 |
|
|
| 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 |
1,872.5 |
1,835.7 |
36.8 |
2.0% |
21.8 |
1.2% |
88% |
True |
False |
165,902 |
| 10 |
1,934.0 |
1,835.7 |
98.3 |
5.3% |
26.0 |
1.4% |
33% |
False |
False |
174,461 |
| 20 |
1,934.0 |
1,832.8 |
101.2 |
5.4% |
28.4 |
1.5% |
35% |
False |
False |
181,801 |
| 40 |
2,017.8 |
1,832.8 |
185.0 |
9.9% |
30.3 |
1.6% |
19% |
False |
False |
176,463 |
| 60 |
2,017.8 |
1,825.1 |
192.7 |
10.3% |
30.9 |
1.7% |
22% |
False |
False |
179,790 |
| 80 |
2,017.8 |
1,755.0 |
262.8 |
14.1% |
32.4 |
1.7% |
43% |
False |
False |
159,171 |
| 100 |
2,017.8 |
1,723.4 |
294.4 |
15.8% |
32.6 |
1.7% |
49% |
False |
False |
127,379 |
| 120 |
2,017.8 |
1,723.4 |
294.4 |
15.8% |
31.8 |
1.7% |
49% |
False |
False |
106,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,002.6 |
|
2.618 |
1,952.6 |
|
1.618 |
1,922.0 |
|
1.000 |
1,903.1 |
|
0.618 |
1,891.4 |
|
HIGH |
1,872.5 |
|
0.618 |
1,860.8 |
|
0.500 |
1,857.2 |
|
0.382 |
1,853.6 |
|
LOW |
1,841.9 |
|
0.618 |
1,823.0 |
|
1.000 |
1,811.3 |
|
1.618 |
1,792.4 |
|
2.618 |
1,761.8 |
|
4.250 |
1,711.9 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,864.3 |
1,863.3 |
| PP |
1,860.8 |
1,858.7 |
| S1 |
1,857.2 |
1,854.1 |
|