Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,486.5 |
7,515.0 |
28.5 |
0.4% |
7,502.0 |
High |
7,557.0 |
7,557.5 |
0.5 |
0.0% |
7,537.5 |
Low |
7,472.0 |
7,503.0 |
31.0 |
0.4% |
7,377.5 |
Close |
7,505.5 |
7,535.5 |
30.0 |
0.4% |
7,485.0 |
Range |
85.0 |
54.5 |
-30.5 |
-35.9% |
160.0 |
ATR |
82.9 |
80.9 |
-2.0 |
-2.4% |
0.0 |
Volume |
398,980 |
310,876 |
-88,104 |
-22.1% |
503,297 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,695.5 |
7,670.0 |
7,565.5 |
|
R3 |
7,641.0 |
7,615.5 |
7,550.5 |
|
R2 |
7,586.5 |
7,586.5 |
7,545.5 |
|
R1 |
7,561.0 |
7,561.0 |
7,540.5 |
7,574.0 |
PP |
7,532.0 |
7,532.0 |
7,532.0 |
7,538.5 |
S1 |
7,506.5 |
7,506.5 |
7,530.5 |
7,519.0 |
S2 |
7,477.5 |
7,477.5 |
7,525.5 |
|
S3 |
7,423.0 |
7,452.0 |
7,520.5 |
|
S4 |
7,368.5 |
7,397.5 |
7,505.5 |
|
|
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 |
7,557.5 |
7,377.5 |
180.0 |
2.4% |
78.5 |
1.0% |
88% |
True |
False |
215,264 |
10 |
7,557.5 |
7,377.5 |
180.0 |
2.4% |
76.0 |
1.0% |
88% |
True |
False |
154,294 |
20 |
7,557.5 |
7,224.5 |
333.0 |
4.4% |
81.0 |
1.1% |
93% |
True |
False |
122,141 |
40 |
7,710.0 |
7,224.5 |
485.5 |
6.4% |
80.5 |
1.1% |
64% |
False |
False |
107,264 |
60 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
78.0 |
1.0% |
64% |
False |
False |
99,839 |
80 |
7,814.0 |
7,223.0 |
591.0 |
7.8% |
74.0 |
1.0% |
53% |
False |
False |
90,645 |
100 |
7,922.5 |
7,223.0 |
699.5 |
9.3% |
66.0 |
0.9% |
45% |
False |
False |
72,542 |
120 |
7,944.0 |
7,223.0 |
721.0 |
9.6% |
57.5 |
0.8% |
43% |
False |
False |
60,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,789.0 |
2.618 |
7,700.0 |
1.618 |
7,645.5 |
1.000 |
7,612.0 |
0.618 |
7,591.0 |
HIGH |
7,557.5 |
0.618 |
7,536.5 |
0.500 |
7,530.0 |
0.382 |
7,524.0 |
LOW |
7,503.0 |
0.618 |
7,469.5 |
1.000 |
7,448.5 |
1.618 |
7,415.0 |
2.618 |
7,360.5 |
4.250 |
7,271.5 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,534.0 |
7,518.0 |
PP |
7,532.0 |
7,500.0 |
S1 |
7,530.0 |
7,482.0 |
|