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 |
1,945.6 |
1,935.2 |
-10.4 |
-0.5% |
1,966.7 |
High |
1,947.5 |
1,938.4 |
-9.1 |
-0.5% |
1,972.6 |
Low |
1,929.9 |
1,927.2 |
-2.7 |
-0.1% |
1,940.0 |
Close |
1,935.1 |
1,932.5 |
-2.6 |
-0.1% |
1,942.7 |
Range |
17.6 |
11.2 |
-6.4 |
-36.4% |
32.6 |
ATR |
16.6 |
16.2 |
-0.4 |
-2.3% |
0.0 |
Volume |
161,993 |
161,003 |
-990 |
-0.6% |
597,426 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.3 |
1,960.6 |
1,938.7 |
|
R3 |
1,955.1 |
1,949.4 |
1,935.6 |
|
R2 |
1,943.9 |
1,943.9 |
1,934.6 |
|
R1 |
1,938.2 |
1,938.2 |
1,933.5 |
1,935.5 |
PP |
1,932.7 |
1,932.7 |
1,932.7 |
1,931.3 |
S1 |
1,927.0 |
1,927.0 |
1,931.5 |
1,924.3 |
S2 |
1,921.5 |
1,921.5 |
1,930.4 |
|
S3 |
1,910.3 |
1,915.8 |
1,929.4 |
|
S4 |
1,899.1 |
1,904.6 |
1,926.3 |
|
|
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 |
1,954.6 |
1,927.2 |
27.4 |
1.4% |
12.9 |
0.7% |
19% |
False |
True |
141,986 |
10 |
1,980.2 |
1,927.2 |
53.0 |
2.7% |
14.4 |
0.7% |
10% |
False |
True |
148,831 |
20 |
1,980.2 |
1,913.6 |
66.6 |
3.4% |
15.7 |
0.8% |
28% |
False |
False |
145,869 |
40 |
2,028.6 |
1,913.6 |
115.0 |
6.0% |
17.4 |
0.9% |
16% |
False |
False |
134,276 |
60 |
2,028.6 |
1,913.6 |
115.0 |
6.0% |
18.4 |
1.0% |
16% |
False |
False |
97,389 |
80 |
2,043.2 |
1,913.6 |
129.6 |
6.7% |
20.0 |
1.0% |
15% |
False |
False |
73,792 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.2% |
21.4 |
1.1% |
9% |
False |
False |
59,527 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.2% |
22.7 |
1.2% |
9% |
False |
False |
49,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,986.0 |
2.618 |
1,967.7 |
1.618 |
1,956.5 |
1.000 |
1,949.6 |
0.618 |
1,945.3 |
HIGH |
1,938.4 |
0.618 |
1,934.1 |
0.500 |
1,932.8 |
0.382 |
1,931.5 |
LOW |
1,927.2 |
0.618 |
1,920.3 |
1.000 |
1,916.0 |
1.618 |
1,909.1 |
2.618 |
1,897.9 |
4.250 |
1,879.6 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,932.8 |
1,940.9 |
PP |
1,932.7 |
1,938.1 |
S1 |
1,932.6 |
1,935.3 |
|