Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,932.5 |
1,945.7 |
13.2 |
0.7% |
1,943.3 |
High |
1,952.4 |
1,955.7 |
3.3 |
0.2% |
1,954.6 |
Low |
1,931.2 |
1,943.8 |
12.6 |
0.7% |
1,921.7 |
Close |
1,946.2 |
1,953.4 |
7.2 |
0.4% |
1,946.2 |
Range |
21.2 |
11.9 |
-9.3 |
-43.9% |
32.9 |
ATR |
16.4 |
16.0 |
-0.3 |
-1.9% |
0.0 |
Volume |
199,773 |
138,031 |
-61,742 |
-30.9% |
855,589 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,986.7 |
1,981.9 |
1,959.9 |
|
R3 |
1,974.8 |
1,970.0 |
1,956.7 |
|
R2 |
1,962.9 |
1,962.9 |
1,955.6 |
|
R1 |
1,958.1 |
1,958.1 |
1,954.5 |
1,960.5 |
PP |
1,951.0 |
1,951.0 |
1,951.0 |
1,952.2 |
S1 |
1,946.2 |
1,946.2 |
1,952.3 |
1,948.6 |
S2 |
1,939.1 |
1,939.1 |
1,951.2 |
|
S3 |
1,927.2 |
1,934.3 |
1,950.1 |
|
S4 |
1,915.3 |
1,922.4 |
1,946.9 |
|
|
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 |
1,955.7 |
1,921.7 |
34.0 |
1.7% |
14.9 |
0.8% |
93% |
True |
False |
172,508 |
10 |
1,972.6 |
1,921.7 |
50.9 |
2.6% |
14.7 |
0.8% |
62% |
False |
False |
159,104 |
20 |
1,980.2 |
1,913.6 |
66.6 |
3.4% |
15.7 |
0.8% |
60% |
False |
False |
153,062 |
40 |
2,022.1 |
1,913.6 |
108.5 |
5.6% |
17.3 |
0.9% |
37% |
False |
False |
145,275 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
17.9 |
0.9% |
35% |
False |
False |
106,102 |
80 |
2,043.2 |
1,913.6 |
129.6 |
6.6% |
19.7 |
1.0% |
31% |
False |
False |
80,469 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
21.1 |
1.1% |
18% |
False |
False |
64,889 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
22.3 |
1.1% |
18% |
False |
False |
54,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,006.3 |
2.618 |
1,986.9 |
1.618 |
1,975.0 |
1.000 |
1,967.6 |
0.618 |
1,963.1 |
HIGH |
1,955.7 |
0.618 |
1,951.2 |
0.500 |
1,949.8 |
0.382 |
1,948.3 |
LOW |
1,943.8 |
0.618 |
1,936.4 |
1.000 |
1,931.9 |
1.618 |
1,924.5 |
2.618 |
1,912.6 |
4.250 |
1,893.2 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,952.2 |
1,948.5 |
PP |
1,951.0 |
1,943.6 |
S1 |
1,949.8 |
1,938.7 |
|