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 |
7,452.5 |
7,486.5 |
34.0 |
0.5% |
7,502.0 |
High |
7,498.5 |
7,557.0 |
58.5 |
0.8% |
7,537.5 |
Low |
7,407.0 |
7,472.0 |
65.0 |
0.9% |
7,377.5 |
Close |
7,485.0 |
7,505.5 |
20.5 |
0.3% |
7,485.0 |
Range |
91.5 |
85.0 |
-6.5 |
-7.1% |
160.0 |
ATR |
82.8 |
82.9 |
0.2 |
0.2% |
0.0 |
Volume |
172,289 |
398,980 |
226,691 |
131.6% |
503,297 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,766.5 |
7,721.0 |
7,552.0 |
|
R3 |
7,681.5 |
7,636.0 |
7,529.0 |
|
R2 |
7,596.5 |
7,596.5 |
7,521.0 |
|
R1 |
7,551.0 |
7,551.0 |
7,513.5 |
7,574.0 |
PP |
7,511.5 |
7,511.5 |
7,511.5 |
7,523.0 |
S1 |
7,466.0 |
7,466.0 |
7,497.5 |
7,489.0 |
S2 |
7,426.5 |
7,426.5 |
7,490.0 |
|
S3 |
7,341.5 |
7,381.0 |
7,482.0 |
|
S4 |
7,256.5 |
7,296.0 |
7,459.0 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,946.5 |
7,876.0 |
7,573.0 |
|
R3 |
7,786.5 |
7,716.0 |
7,529.0 |
|
R2 |
7,626.5 |
7,626.5 |
7,514.5 |
|
R1 |
7,556.0 |
7,556.0 |
7,499.5 |
7,511.0 |
PP |
7,466.5 |
7,466.5 |
7,466.5 |
7,444.5 |
S1 |
7,396.0 |
7,396.0 |
7,470.5 |
7,351.0 |
S2 |
7,306.5 |
7,306.5 |
7,455.5 |
|
S3 |
7,146.5 |
7,236.0 |
7,441.0 |
|
S4 |
6,986.5 |
7,076.0 |
7,397.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,557.0 |
7,377.5 |
179.5 |
2.4% |
86.5 |
1.1% |
71% |
True |
False |
170,483 |
10 |
7,557.0 |
7,377.5 |
179.5 |
2.4% |
82.0 |
1.1% |
71% |
True |
False |
133,798 |
20 |
7,560.0 |
7,224.5 |
335.5 |
4.5% |
82.0 |
1.1% |
84% |
False |
False |
110,511 |
40 |
7,710.0 |
7,224.5 |
485.5 |
6.5% |
80.5 |
1.1% |
58% |
False |
False |
101,365 |
60 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
78.0 |
1.0% |
58% |
False |
False |
95,526 |
80 |
7,814.0 |
7,223.0 |
591.0 |
7.9% |
73.5 |
1.0% |
48% |
False |
False |
86,760 |
100 |
7,944.0 |
7,223.0 |
721.0 |
9.6% |
66.0 |
0.9% |
39% |
False |
False |
69,434 |
120 |
7,944.0 |
7,223.0 |
721.0 |
9.6% |
57.5 |
0.8% |
39% |
False |
False |
57,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,918.0 |
2.618 |
7,779.5 |
1.618 |
7,694.5 |
1.000 |
7,642.0 |
0.618 |
7,609.5 |
HIGH |
7,557.0 |
0.618 |
7,524.5 |
0.500 |
7,514.5 |
0.382 |
7,504.5 |
LOW |
7,472.0 |
0.618 |
7,419.5 |
1.000 |
7,387.0 |
1.618 |
7,334.5 |
2.618 |
7,249.5 |
4.250 |
7,111.0 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,514.5 |
7,495.0 |
PP |
7,511.5 |
7,484.5 |
S1 |
7,508.5 |
7,474.0 |
|