Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,254.0 |
4,267.0 |
13.0 |
0.3% |
4,303.0 |
High |
4,275.0 |
4,311.0 |
36.0 |
0.8% |
4,320.0 |
Low |
4,210.0 |
4,263.0 |
53.0 |
1.3% |
4,210.0 |
Close |
4,270.0 |
4,286.0 |
16.0 |
0.4% |
4,270.0 |
Range |
65.0 |
48.0 |
-17.0 |
-26.2% |
110.0 |
ATR |
55.5 |
54.9 |
-0.5 |
-1.0% |
0.0 |
Volume |
527,900 |
1,282,642 |
754,742 |
143.0% |
833,746 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,430.7 |
4,406.3 |
4,312.4 |
|
R3 |
4,382.7 |
4,358.3 |
4,299.2 |
|
R2 |
4,334.7 |
4,334.7 |
4,294.8 |
|
R1 |
4,310.3 |
4,310.3 |
4,290.4 |
4,322.5 |
PP |
4,286.7 |
4,286.7 |
4,286.7 |
4,292.8 |
S1 |
4,262.3 |
4,262.3 |
4,281.6 |
4,274.5 |
S2 |
4,238.7 |
4,238.7 |
4,277.2 |
|
S3 |
4,190.7 |
4,214.3 |
4,272.8 |
|
S4 |
4,142.7 |
4,166.3 |
4,259.6 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,596.7 |
4,543.3 |
4,330.5 |
|
R3 |
4,486.7 |
4,433.3 |
4,300.3 |
|
R2 |
4,376.7 |
4,376.7 |
4,290.2 |
|
R1 |
4,323.3 |
4,323.3 |
4,280.1 |
4,295.0 |
PP |
4,266.7 |
4,266.7 |
4,266.7 |
4,252.5 |
S1 |
4,213.3 |
4,213.3 |
4,259.9 |
4,185.0 |
S2 |
4,156.7 |
4,156.7 |
4,249.8 |
|
S3 |
4,046.7 |
4,103.3 |
4,239.8 |
|
S4 |
3,936.7 |
3,993.3 |
4,209.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,320.0 |
4,210.0 |
110.0 |
2.6% |
50.0 |
1.2% |
69% |
False |
False |
423,277 |
10 |
4,388.0 |
4,210.0 |
178.0 |
4.2% |
50.0 |
1.2% |
43% |
False |
False |
215,665 |
20 |
4,388.0 |
4,210.0 |
178.0 |
4.2% |
52.8 |
1.2% |
43% |
False |
False |
109,354 |
40 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
46.7 |
1.1% |
24% |
False |
False |
55,278 |
60 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
42.1 |
1.0% |
24% |
False |
False |
37,154 |
80 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
35.6 |
0.8% |
24% |
False |
False |
28,084 |
100 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
29.2 |
0.7% |
24% |
False |
False |
22,490 |
120 |
4,533.0 |
4,108.0 |
425.0 |
9.9% |
24.3 |
0.6% |
42% |
False |
False |
18,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,515.0 |
2.618 |
4,436.7 |
1.618 |
4,388.7 |
1.000 |
4,359.0 |
0.618 |
4,340.7 |
HIGH |
4,311.0 |
0.618 |
4,292.7 |
0.500 |
4,287.0 |
0.382 |
4,281.3 |
LOW |
4,263.0 |
0.618 |
4,233.3 |
1.000 |
4,215.0 |
1.618 |
4,185.3 |
2.618 |
4,137.3 |
4.250 |
4,059.0 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,287.0 |
4,277.5 |
PP |
4,286.7 |
4,269.0 |
S1 |
4,286.3 |
4,260.5 |
|