Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,532.0 |
7,703.0 |
171.0 |
2.3% |
7,486.5 |
High |
7,707.5 |
7,750.0 |
42.5 |
0.6% |
7,750.0 |
Low |
7,526.5 |
7,701.0 |
174.5 |
2.3% |
7,472.0 |
Close |
7,690.0 |
7,720.0 |
30.0 |
0.4% |
7,720.0 |
Range |
181.0 |
49.0 |
-132.0 |
-72.9% |
278.0 |
ATR |
86.5 |
84.6 |
-1.9 |
-2.2% |
0.0 |
Volume |
117,510 |
5,232 |
-112,278 |
-95.5% |
1,027,894 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,870.5 |
7,844.5 |
7,747.0 |
|
R3 |
7,821.5 |
7,795.5 |
7,733.5 |
|
R2 |
7,772.5 |
7,772.5 |
7,729.0 |
|
R1 |
7,746.5 |
7,746.5 |
7,724.5 |
7,759.5 |
PP |
7,723.5 |
7,723.5 |
7,723.5 |
7,730.0 |
S1 |
7,697.5 |
7,697.5 |
7,715.5 |
7,710.5 |
S2 |
7,674.5 |
7,674.5 |
7,711.0 |
|
S3 |
7,625.5 |
7,648.5 |
7,706.5 |
|
S4 |
7,576.5 |
7,599.5 |
7,693.0 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,481.5 |
8,378.5 |
7,873.0 |
|
R3 |
8,203.5 |
8,100.5 |
7,796.5 |
|
R2 |
7,925.5 |
7,925.5 |
7,771.0 |
|
R1 |
7,822.5 |
7,822.5 |
7,745.5 |
7,874.0 |
PP |
7,647.5 |
7,647.5 |
7,647.5 |
7,673.0 |
S1 |
7,544.5 |
7,544.5 |
7,694.5 |
7,596.0 |
S2 |
7,369.5 |
7,369.5 |
7,669.0 |
|
S3 |
7,091.5 |
7,266.5 |
7,643.5 |
|
S4 |
6,813.5 |
6,988.5 |
7,567.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,750.0 |
7,472.0 |
278.0 |
3.6% |
85.5 |
1.1% |
89% |
True |
False |
205,578 |
10 |
7,750.0 |
7,377.5 |
372.5 |
4.8% |
85.0 |
1.1% |
92% |
True |
False |
153,119 |
20 |
7,750.0 |
7,224.5 |
525.5 |
6.8% |
80.5 |
1.0% |
94% |
True |
False |
123,272 |
40 |
7,750.0 |
7,224.5 |
525.5 |
6.8% |
79.5 |
1.0% |
94% |
True |
False |
107,145 |
60 |
7,750.0 |
7,223.0 |
527.0 |
6.8% |
79.5 |
1.0% |
94% |
True |
False |
100,610 |
80 |
7,750.0 |
7,223.0 |
527.0 |
6.8% |
75.5 |
1.0% |
94% |
True |
False |
94,617 |
100 |
7,899.0 |
7,223.0 |
676.0 |
8.8% |
68.5 |
0.9% |
74% |
False |
False |
75,723 |
120 |
7,944.0 |
7,223.0 |
721.0 |
9.3% |
59.0 |
0.8% |
69% |
False |
False |
63,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,958.0 |
2.618 |
7,878.5 |
1.618 |
7,829.5 |
1.000 |
7,799.0 |
0.618 |
7,780.5 |
HIGH |
7,750.0 |
0.618 |
7,731.5 |
0.500 |
7,725.5 |
0.382 |
7,719.5 |
LOW |
7,701.0 |
0.618 |
7,670.5 |
1.000 |
7,652.0 |
1.618 |
7,621.5 |
2.618 |
7,572.5 |
4.250 |
7,493.0 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,725.5 |
7,687.0 |
PP |
7,723.5 |
7,654.5 |
S1 |
7,722.0 |
7,621.5 |
|