Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,955.3 |
1,953.0 |
-2.3 |
-0.1% |
1,943.3 |
High |
1,958.9 |
1,968.9 |
10.0 |
0.5% |
1,954.6 |
Low |
1,950.9 |
1,948.6 |
-2.3 |
-0.1% |
1,921.7 |
Close |
1,953.7 |
1,967.1 |
13.4 |
0.7% |
1,946.2 |
Range |
8.0 |
20.3 |
12.3 |
153.8% |
32.9 |
ATR |
15.5 |
15.8 |
0.3 |
2.2% |
0.0 |
Volume |
131,097 |
220,980 |
89,883 |
68.6% |
855,589 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,022.4 |
2,015.1 |
1,978.3 |
|
R3 |
2,002.1 |
1,994.8 |
1,972.7 |
|
R2 |
1,981.8 |
1,981.8 |
1,970.8 |
|
R1 |
1,974.5 |
1,974.5 |
1,969.0 |
1,978.2 |
PP |
1,961.5 |
1,961.5 |
1,961.5 |
1,963.4 |
S1 |
1,954.2 |
1,954.2 |
1,965.2 |
1,957.9 |
S2 |
1,941.2 |
1,941.2 |
1,963.4 |
|
S3 |
1,920.9 |
1,933.9 |
1,961.5 |
|
S4 |
1,900.6 |
1,913.6 |
1,955.9 |
|
|
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 |
1,968.9 |
1,921.7 |
47.2 |
2.4% |
14.8 |
0.8% |
96% |
True |
False |
178,325 |
10 |
1,968.9 |
1,921.7 |
47.2 |
2.4% |
13.9 |
0.7% |
96% |
True |
False |
160,155 |
20 |
1,980.2 |
1,921.7 |
58.5 |
3.0% |
15.6 |
0.8% |
78% |
False |
False |
157,206 |
40 |
2,022.1 |
1,913.6 |
108.5 |
5.5% |
17.2 |
0.9% |
49% |
False |
False |
150,066 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.8% |
17.7 |
0.9% |
47% |
False |
False |
111,703 |
80 |
2,039.0 |
1,913.6 |
125.4 |
6.4% |
19.4 |
1.0% |
43% |
False |
False |
84,789 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.0% |
20.9 |
1.1% |
25% |
False |
False |
68,384 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.0% |
22.2 |
1.1% |
25% |
False |
False |
57,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,055.2 |
2.618 |
2,022.0 |
1.618 |
2,001.7 |
1.000 |
1,989.2 |
0.618 |
1,981.4 |
HIGH |
1,968.9 |
0.618 |
1,961.1 |
0.500 |
1,958.8 |
0.382 |
1,956.4 |
LOW |
1,948.6 |
0.618 |
1,936.1 |
1.000 |
1,928.3 |
1.618 |
1,915.8 |
2.618 |
1,895.5 |
4.250 |
1,862.3 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,964.3 |
1,963.5 |
PP |
1,961.5 |
1,959.9 |
S1 |
1,958.8 |
1,956.4 |
|