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 |
7,526.5 |
7,532.0 |
5.5 |
0.1% |
7,502.0 |
High |
7,550.5 |
7,707.5 |
157.0 |
2.1% |
7,537.5 |
Low |
7,493.0 |
7,526.5 |
33.5 |
0.4% |
7,377.5 |
Close |
7,541.0 |
7,690.0 |
149.0 |
2.0% |
7,485.0 |
Range |
57.5 |
181.0 |
123.5 |
214.8% |
160.0 |
ATR |
79.2 |
86.5 |
7.3 |
9.2% |
0.0 |
Volume |
195,296 |
117,510 |
-77,786 |
-39.8% |
503,297 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,184.5 |
8,118.0 |
7,789.5 |
|
R3 |
8,003.5 |
7,937.0 |
7,740.0 |
|
R2 |
7,822.5 |
7,822.5 |
7,723.0 |
|
R1 |
7,756.0 |
7,756.0 |
7,706.5 |
7,789.0 |
PP |
7,641.5 |
7,641.5 |
7,641.5 |
7,658.0 |
S1 |
7,575.0 |
7,575.0 |
7,673.5 |
7,608.0 |
S2 |
7,460.5 |
7,460.5 |
7,657.0 |
|
S3 |
7,279.5 |
7,394.0 |
7,640.0 |
|
S4 |
7,098.5 |
7,213.0 |
7,590.5 |
|
|
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 |
7,707.5 |
7,407.0 |
300.5 |
3.9% |
94.0 |
1.2% |
94% |
True |
False |
238,990 |
10 |
7,707.5 |
7,377.5 |
330.0 |
4.3% |
86.5 |
1.1% |
95% |
True |
False |
160,963 |
20 |
7,707.5 |
7,224.5 |
483.0 |
6.3% |
82.0 |
1.1% |
96% |
True |
False |
126,907 |
40 |
7,710.0 |
7,224.5 |
485.5 |
6.3% |
80.5 |
1.0% |
96% |
False |
False |
109,659 |
60 |
7,710.0 |
7,223.0 |
487.0 |
6.3% |
80.0 |
1.0% |
96% |
False |
False |
102,361 |
80 |
7,722.5 |
7,223.0 |
499.5 |
6.5% |
76.5 |
1.0% |
93% |
False |
False |
94,554 |
100 |
7,899.0 |
7,223.0 |
676.0 |
8.8% |
68.5 |
0.9% |
69% |
False |
False |
75,670 |
120 |
7,944.0 |
7,223.0 |
721.0 |
9.4% |
59.0 |
0.8% |
65% |
False |
False |
63,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,477.0 |
2.618 |
8,181.5 |
1.618 |
8,000.5 |
1.000 |
7,888.5 |
0.618 |
7,819.5 |
HIGH |
7,707.5 |
0.618 |
7,638.5 |
0.500 |
7,617.0 |
0.382 |
7,595.5 |
LOW |
7,526.5 |
0.618 |
7,414.5 |
1.000 |
7,345.5 |
1.618 |
7,233.5 |
2.618 |
7,052.5 |
4.250 |
6,757.0 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,665.5 |
7,660.0 |
PP |
7,641.5 |
7,630.0 |
S1 |
7,617.0 |
7,600.0 |
|