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 |
1,935.2 |
1,930.7 |
-4.5 |
-0.2% |
1,966.7 |
High |
1,938.4 |
1,934.5 |
-3.9 |
-0.2% |
1,972.6 |
Low |
1,927.2 |
1,921.7 |
-5.5 |
-0.3% |
1,940.0 |
Close |
1,932.5 |
1,932.8 |
0.3 |
0.0% |
1,942.7 |
Range |
11.2 |
12.8 |
1.6 |
14.3% |
32.6 |
ATR |
16.2 |
16.0 |
-0.2 |
-1.5% |
0.0 |
Volume |
161,003 |
201,744 |
40,741 |
25.3% |
597,426 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.1 |
1,963.2 |
1,939.8 |
|
R3 |
1,955.3 |
1,950.4 |
1,936.3 |
|
R2 |
1,942.5 |
1,942.5 |
1,935.1 |
|
R1 |
1,937.6 |
1,937.6 |
1,934.0 |
1,940.1 |
PP |
1,929.7 |
1,929.7 |
1,929.7 |
1,930.9 |
S1 |
1,924.8 |
1,924.8 |
1,931.6 |
1,927.3 |
S2 |
1,916.9 |
1,916.9 |
1,930.5 |
|
S3 |
1,904.1 |
1,912.0 |
1,929.3 |
|
S4 |
1,891.3 |
1,899.2 |
1,925.8 |
|
|
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 |
1,921.7 |
32.9 |
1.7% |
14.0 |
0.7% |
34% |
False |
True |
158,902 |
10 |
1,980.2 |
1,921.7 |
58.5 |
3.0% |
14.3 |
0.7% |
19% |
False |
True |
154,767 |
20 |
1,980.2 |
1,913.6 |
66.6 |
3.4% |
15.5 |
0.8% |
29% |
False |
False |
149,525 |
40 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
17.4 |
0.9% |
17% |
False |
False |
138,573 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
18.1 |
0.9% |
17% |
False |
False |
100,659 |
80 |
2,043.2 |
1,913.6 |
129.6 |
6.7% |
19.7 |
1.0% |
15% |
False |
False |
76,288 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.2% |
21.2 |
1.1% |
9% |
False |
False |
61,536 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.2% |
22.5 |
1.2% |
9% |
False |
False |
51,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,988.9 |
2.618 |
1,968.0 |
1.618 |
1,955.2 |
1.000 |
1,947.3 |
0.618 |
1,942.4 |
HIGH |
1,934.5 |
0.618 |
1,929.6 |
0.500 |
1,928.1 |
0.382 |
1,926.6 |
LOW |
1,921.7 |
0.618 |
1,913.8 |
1.000 |
1,908.9 |
1.618 |
1,901.0 |
2.618 |
1,888.2 |
4.250 |
1,867.3 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,931.2 |
1,934.6 |
PP |
1,929.7 |
1,934.0 |
S1 |
1,928.1 |
1,933.4 |
|