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 |
1,930.7 |
1,932.5 |
1.8 |
0.1% |
1,943.3 |
High |
1,934.5 |
1,952.4 |
17.9 |
0.9% |
1,954.6 |
Low |
1,921.7 |
1,931.2 |
9.5 |
0.5% |
1,921.7 |
Close |
1,932.8 |
1,946.2 |
13.4 |
0.7% |
1,946.2 |
Range |
12.8 |
21.2 |
8.4 |
65.6% |
32.9 |
ATR |
16.0 |
16.4 |
0.4 |
2.3% |
0.0 |
Volume |
201,744 |
199,773 |
-1,971 |
-1.0% |
855,589 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.9 |
1,997.7 |
1,957.9 |
|
R3 |
1,985.7 |
1,976.5 |
1,952.0 |
|
R2 |
1,964.5 |
1,964.5 |
1,950.1 |
|
R1 |
1,955.3 |
1,955.3 |
1,948.1 |
1,959.9 |
PP |
1,943.3 |
1,943.3 |
1,943.3 |
1,945.6 |
S1 |
1,934.1 |
1,934.1 |
1,944.3 |
1,938.7 |
S2 |
1,922.1 |
1,922.1 |
1,942.3 |
|
S3 |
1,900.9 |
1,912.9 |
1,940.4 |
|
S4 |
1,879.7 |
1,891.7 |
1,934.5 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,039.5 |
2,025.8 |
1,964.3 |
|
R3 |
2,006.6 |
1,992.9 |
1,955.2 |
|
R2 |
1,973.7 |
1,973.7 |
1,952.2 |
|
R1 |
1,960.0 |
1,960.0 |
1,949.2 |
1,966.9 |
PP |
1,940.8 |
1,940.8 |
1,940.8 |
1,944.3 |
S1 |
1,927.1 |
1,927.1 |
1,943.2 |
1,934.0 |
S2 |
1,907.9 |
1,907.9 |
1,940.2 |
|
S3 |
1,875.0 |
1,894.2 |
1,937.2 |
|
S4 |
1,842.1 |
1,861.3 |
1,928.1 |
|
|
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% |
15.6 |
0.8% |
74% |
False |
False |
171,117 |
10 |
1,980.2 |
1,921.7 |
58.5 |
3.0% |
15.5 |
0.8% |
42% |
False |
False |
161,374 |
20 |
1,980.2 |
1,913.6 |
66.6 |
3.4% |
15.6 |
0.8% |
49% |
False |
False |
151,898 |
40 |
2,022.1 |
1,913.6 |
108.5 |
5.6% |
17.4 |
0.9% |
30% |
False |
False |
142,690 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
18.1 |
0.9% |
28% |
False |
False |
103,886 |
80 |
2,043.2 |
1,913.6 |
129.6 |
6.7% |
19.8 |
1.0% |
25% |
False |
False |
78,761 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
21.3 |
1.1% |
15% |
False |
False |
63,521 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
22.4 |
1.2% |
15% |
False |
False |
53,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,042.5 |
2.618 |
2,007.9 |
1.618 |
1,986.7 |
1.000 |
1,973.6 |
0.618 |
1,965.5 |
HIGH |
1,952.4 |
0.618 |
1,944.3 |
0.500 |
1,941.8 |
0.382 |
1,939.3 |
LOW |
1,931.2 |
0.618 |
1,918.1 |
1.000 |
1,910.0 |
1.618 |
1,896.9 |
2.618 |
1,875.7 |
4.250 |
1,841.1 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,944.7 |
1,943.2 |
PP |
1,943.3 |
1,940.1 |
S1 |
1,941.8 |
1,937.1 |
|