| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,953.0 |
1,952.0 |
-1.0 |
-0.1% |
1,943.3 |
| High |
1,968.9 |
1,952.2 |
-16.7 |
-0.8% |
1,954.6 |
| Low |
1,948.6 |
1,933.1 |
-15.5 |
-0.8% |
1,921.7 |
| Close |
1,967.1 |
1,939.6 |
-27.5 |
-1.4% |
1,946.2 |
| Range |
20.3 |
19.1 |
-1.2 |
-5.9% |
32.9 |
| ATR |
15.8 |
17.1 |
1.3 |
8.2% |
0.0 |
| Volume |
220,980 |
225,908 |
4,928 |
2.2% |
855,589 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,998.9 |
1,988.4 |
1,950.1 |
|
| R3 |
1,979.8 |
1,969.3 |
1,944.9 |
|
| R2 |
1,960.7 |
1,960.7 |
1,943.1 |
|
| R1 |
1,950.2 |
1,950.2 |
1,941.4 |
1,945.9 |
| PP |
1,941.6 |
1,941.6 |
1,941.6 |
1,939.5 |
| S1 |
1,931.1 |
1,931.1 |
1,937.8 |
1,926.8 |
| S2 |
1,922.5 |
1,922.5 |
1,936.1 |
|
| S3 |
1,903.4 |
1,912.0 |
1,934.3 |
|
| S4 |
1,884.3 |
1,892.9 |
1,929.1 |
|
|
| 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 |
1,931.2 |
37.7 |
1.9% |
16.1 |
0.8% |
22% |
False |
False |
183,157 |
| 10 |
1,968.9 |
1,921.7 |
47.2 |
2.4% |
15.0 |
0.8% |
38% |
False |
False |
171,029 |
| 20 |
1,980.2 |
1,921.7 |
58.5 |
3.0% |
15.4 |
0.8% |
31% |
False |
False |
160,000 |
| 40 |
2,022.1 |
1,913.6 |
108.5 |
5.6% |
17.3 |
0.9% |
24% |
False |
False |
153,105 |
| 60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
17.7 |
0.9% |
23% |
False |
False |
115,338 |
| 80 |
2,039.0 |
1,913.6 |
125.4 |
6.5% |
19.4 |
1.0% |
21% |
False |
False |
87,586 |
| 100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
20.9 |
1.1% |
12% |
False |
False |
70,632 |
| 120 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
22.1 |
1.1% |
12% |
False |
False |
59,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,033.4 |
|
2.618 |
2,002.2 |
|
1.618 |
1,983.1 |
|
1.000 |
1,971.3 |
|
0.618 |
1,964.0 |
|
HIGH |
1,952.2 |
|
0.618 |
1,944.9 |
|
0.500 |
1,942.7 |
|
0.382 |
1,940.4 |
|
LOW |
1,933.1 |
|
0.618 |
1,921.3 |
|
1.000 |
1,914.0 |
|
1.618 |
1,902.2 |
|
2.618 |
1,883.1 |
|
4.250 |
1,851.9 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,942.7 |
1,951.0 |
| PP |
1,941.6 |
1,947.2 |
| S1 |
1,940.6 |
1,943.4 |
|