Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,267.0 |
4,294.0 |
27.0 |
0.6% |
4,303.0 |
High |
4,311.0 |
4,297.0 |
-14.0 |
-0.3% |
4,320.0 |
Low |
4,263.0 |
4,260.0 |
-3.0 |
-0.1% |
4,210.0 |
Close |
4,286.0 |
4,272.0 |
-14.0 |
-0.3% |
4,270.0 |
Range |
48.0 |
37.0 |
-11.0 |
-22.9% |
110.0 |
ATR |
54.9 |
53.7 |
-1.3 |
-2.3% |
0.0 |
Volume |
1,282,642 |
1,456,737 |
174,095 |
13.6% |
833,746 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,387.3 |
4,366.7 |
4,292.4 |
|
R3 |
4,350.3 |
4,329.7 |
4,282.2 |
|
R2 |
4,313.3 |
4,313.3 |
4,278.8 |
|
R1 |
4,292.7 |
4,292.7 |
4,275.4 |
4,284.5 |
PP |
4,276.3 |
4,276.3 |
4,276.3 |
4,272.3 |
S1 |
4,255.7 |
4,255.7 |
4,268.6 |
4,247.5 |
S2 |
4,239.3 |
4,239.3 |
4,265.2 |
|
S3 |
4,202.3 |
4,218.7 |
4,261.8 |
|
S4 |
4,165.3 |
4,181.7 |
4,251.7 |
|
|
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 |
4,311.0 |
4,210.0 |
101.0 |
2.4% |
47.2 |
1.1% |
61% |
False |
False |
711,441 |
10 |
4,388.0 |
4,210.0 |
178.0 |
4.2% |
49.4 |
1.2% |
35% |
False |
False |
361,224 |
20 |
4,388.0 |
4,210.0 |
178.0 |
4.2% |
53.1 |
1.2% |
35% |
False |
False |
182,185 |
40 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
46.9 |
1.1% |
19% |
False |
False |
91,697 |
60 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
42.4 |
1.0% |
19% |
False |
False |
61,433 |
80 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
36.0 |
0.8% |
19% |
False |
False |
46,293 |
100 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
29.6 |
0.7% |
19% |
False |
False |
37,057 |
120 |
4,533.0 |
4,108.0 |
425.0 |
9.9% |
24.7 |
0.6% |
39% |
False |
False |
31,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,454.3 |
2.618 |
4,393.9 |
1.618 |
4,356.9 |
1.000 |
4,334.0 |
0.618 |
4,319.9 |
HIGH |
4,297.0 |
0.618 |
4,282.9 |
0.500 |
4,278.5 |
0.382 |
4,274.1 |
LOW |
4,260.0 |
0.618 |
4,237.1 |
1.000 |
4,223.0 |
1.618 |
4,200.1 |
2.618 |
4,163.1 |
4.250 |
4,102.8 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,278.5 |
4,268.2 |
PP |
4,276.3 |
4,264.3 |
S1 |
4,274.2 |
4,260.5 |
|