Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,945.7 |
1,955.3 |
9.6 |
0.5% |
1,943.3 |
High |
1,955.7 |
1,958.9 |
3.2 |
0.2% |
1,954.6 |
Low |
1,943.8 |
1,950.9 |
7.1 |
0.4% |
1,921.7 |
Close |
1,953.4 |
1,953.7 |
0.3 |
0.0% |
1,946.2 |
Range |
11.9 |
8.0 |
-3.9 |
-32.8% |
32.9 |
ATR |
16.0 |
15.5 |
-0.6 |
-3.6% |
0.0 |
Volume |
138,031 |
131,097 |
-6,934 |
-5.0% |
855,589 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.5 |
1,974.1 |
1,958.1 |
|
R3 |
1,970.5 |
1,966.1 |
1,955.9 |
|
R2 |
1,962.5 |
1,962.5 |
1,955.2 |
|
R1 |
1,958.1 |
1,958.1 |
1,954.4 |
1,956.3 |
PP |
1,954.5 |
1,954.5 |
1,954.5 |
1,953.6 |
S1 |
1,950.1 |
1,950.1 |
1,953.0 |
1,948.3 |
S2 |
1,946.5 |
1,946.5 |
1,952.2 |
|
S3 |
1,938.5 |
1,942.1 |
1,951.5 |
|
S4 |
1,930.5 |
1,934.1 |
1,949.3 |
|
|
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 |
1,958.9 |
1,921.7 |
37.2 |
1.9% |
13.0 |
0.7% |
86% |
True |
False |
166,329 |
10 |
1,958.9 |
1,921.7 |
37.2 |
1.9% |
13.3 |
0.7% |
86% |
True |
False |
152,935 |
20 |
1,980.2 |
1,917.5 |
62.7 |
3.2% |
15.4 |
0.8% |
58% |
False |
False |
152,712 |
40 |
2,022.1 |
1,913.6 |
108.5 |
5.6% |
17.1 |
0.9% |
37% |
False |
False |
146,603 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
17.6 |
0.9% |
35% |
False |
False |
108,147 |
80 |
2,039.0 |
1,913.6 |
125.4 |
6.4% |
19.5 |
1.0% |
32% |
False |
False |
82,067 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
21.0 |
1.1% |
19% |
False |
False |
66,188 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
22.1 |
1.1% |
19% |
False |
False |
55,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,992.9 |
2.618 |
1,979.8 |
1.618 |
1,971.8 |
1.000 |
1,966.9 |
0.618 |
1,963.8 |
HIGH |
1,958.9 |
0.618 |
1,955.8 |
0.500 |
1,954.9 |
0.382 |
1,954.0 |
LOW |
1,950.9 |
0.618 |
1,946.0 |
1.000 |
1,942.9 |
1.618 |
1,938.0 |
2.618 |
1,930.0 |
4.250 |
1,916.9 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,954.9 |
1,950.8 |
PP |
1,954.5 |
1,947.9 |
S1 |
1,954.1 |
1,945.1 |
|