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 |
1,943.8 |
1,943.3 |
-0.5 |
0.0% |
1,966.7 |
High |
1,954.0 |
1,954.6 |
0.6 |
0.0% |
1,972.6 |
Low |
1,940.8 |
1,939.5 |
-1.3 |
-0.1% |
1,940.0 |
Close |
1,942.7 |
1,947.2 |
4.5 |
0.2% |
1,942.7 |
Range |
13.2 |
15.1 |
1.9 |
14.4% |
32.6 |
ATR |
16.7 |
16.5 |
-0.1 |
-0.7% |
0.0 |
Volume |
138,694 |
131,076 |
-7,618 |
-5.5% |
597,426 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.4 |
1,984.9 |
1,955.5 |
|
R3 |
1,977.3 |
1,969.8 |
1,951.4 |
|
R2 |
1,962.2 |
1,962.2 |
1,950.0 |
|
R1 |
1,954.7 |
1,954.7 |
1,948.6 |
1,958.5 |
PP |
1,947.1 |
1,947.1 |
1,947.1 |
1,949.0 |
S1 |
1,939.6 |
1,939.6 |
1,945.8 |
1,943.4 |
S2 |
1,932.0 |
1,932.0 |
1,944.4 |
|
S3 |
1,916.9 |
1,924.5 |
1,943.0 |
|
S4 |
1,901.8 |
1,909.4 |
1,938.9 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.6 |
2,028.7 |
1,960.6 |
|
R3 |
2,017.0 |
1,996.1 |
1,951.7 |
|
R2 |
1,984.4 |
1,984.4 |
1,948.7 |
|
R1 |
1,963.5 |
1,963.5 |
1,945.7 |
1,957.7 |
PP |
1,951.8 |
1,951.8 |
1,951.8 |
1,948.8 |
S1 |
1,930.9 |
1,930.9 |
1,939.7 |
1,925.1 |
S2 |
1,919.2 |
1,919.2 |
1,936.7 |
|
S3 |
1,886.6 |
1,898.3 |
1,933.7 |
|
S4 |
1,854.0 |
1,865.7 |
1,924.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,972.6 |
1,939.5 |
33.1 |
1.7% |
14.5 |
0.7% |
23% |
False |
True |
145,700 |
10 |
1,980.2 |
1,939.5 |
40.7 |
2.1% |
15.5 |
0.8% |
19% |
False |
True |
145,509 |
20 |
1,980.2 |
1,913.6 |
66.6 |
3.4% |
15.8 |
0.8% |
50% |
False |
False |
144,126 |
40 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
17.7 |
0.9% |
29% |
False |
False |
128,308 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
18.8 |
1.0% |
29% |
False |
False |
92,085 |
80 |
2,052.9 |
1,913.6 |
139.3 |
7.2% |
20.2 |
1.0% |
24% |
False |
False |
69,815 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
21.7 |
1.1% |
16% |
False |
False |
56,317 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
23.2 |
1.2% |
16% |
False |
False |
47,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,018.8 |
2.618 |
1,994.1 |
1.618 |
1,979.0 |
1.000 |
1,969.7 |
0.618 |
1,963.9 |
HIGH |
1,954.6 |
0.618 |
1,948.8 |
0.500 |
1,947.1 |
0.382 |
1,945.3 |
LOW |
1,939.5 |
0.618 |
1,930.2 |
1.000 |
1,924.4 |
1.618 |
1,915.1 |
2.618 |
1,900.0 |
4.250 |
1,875.3 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,947.2 |
1,947.2 |
PP |
1,947.1 |
1,947.1 |
S1 |
1,947.1 |
1,947.1 |
|