Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,515.0 |
7,526.5 |
11.5 |
0.2% |
7,502.0 |
High |
7,557.5 |
7,550.5 |
-7.0 |
-0.1% |
7,537.5 |
Low |
7,503.0 |
7,493.0 |
-10.0 |
-0.1% |
7,377.5 |
Close |
7,535.5 |
7,541.0 |
5.5 |
0.1% |
7,485.0 |
Range |
54.5 |
57.5 |
3.0 |
5.5% |
160.0 |
ATR |
80.9 |
79.2 |
-1.7 |
-2.1% |
0.0 |
Volume |
310,876 |
195,296 |
-115,580 |
-37.2% |
503,297 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,700.5 |
7,678.5 |
7,572.5 |
|
R3 |
7,643.0 |
7,621.0 |
7,557.0 |
|
R2 |
7,585.5 |
7,585.5 |
7,551.5 |
|
R1 |
7,563.5 |
7,563.5 |
7,546.5 |
7,574.5 |
PP |
7,528.0 |
7,528.0 |
7,528.0 |
7,534.0 |
S1 |
7,506.0 |
7,506.0 |
7,535.5 |
7,517.0 |
S2 |
7,470.5 |
7,470.5 |
7,530.5 |
|
S3 |
7,413.0 |
7,448.5 |
7,525.0 |
|
S4 |
7,355.5 |
7,391.0 |
7,509.5 |
|
|
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 |
7,391.0 |
166.5 |
2.2% |
73.5 |
1.0% |
90% |
False |
False |
237,544 |
10 |
7,557.5 |
7,377.5 |
180.0 |
2.4% |
77.0 |
1.0% |
91% |
False |
False |
166,441 |
20 |
7,557.5 |
7,224.5 |
333.0 |
4.4% |
76.0 |
1.0% |
95% |
False |
False |
125,797 |
40 |
7,710.0 |
7,224.5 |
485.5 |
6.4% |
80.5 |
1.1% |
65% |
False |
False |
110,071 |
60 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
78.5 |
1.0% |
65% |
False |
False |
101,733 |
80 |
7,814.0 |
7,223.0 |
591.0 |
7.8% |
74.5 |
1.0% |
54% |
False |
False |
93,086 |
100 |
7,903.0 |
7,223.0 |
680.0 |
9.0% |
66.5 |
0.9% |
47% |
False |
False |
74,495 |
120 |
7,944.0 |
7,223.0 |
721.0 |
9.6% |
57.5 |
0.8% |
44% |
False |
False |
62,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,795.0 |
2.618 |
7,701.0 |
1.618 |
7,643.5 |
1.000 |
7,608.0 |
0.618 |
7,586.0 |
HIGH |
7,550.5 |
0.618 |
7,528.5 |
0.500 |
7,522.0 |
0.382 |
7,515.0 |
LOW |
7,493.0 |
0.618 |
7,457.5 |
1.000 |
7,435.5 |
1.618 |
7,400.0 |
2.618 |
7,342.5 |
4.250 |
7,248.5 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,534.5 |
7,532.0 |
PP |
7,528.0 |
7,523.5 |
S1 |
7,522.0 |
7,515.0 |
|