Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,294.0 |
4,273.0 |
-21.0 |
-0.5% |
4,303.0 |
High |
4,297.0 |
4,274.0 |
-23.0 |
-0.5% |
4,320.0 |
Low |
4,260.0 |
4,228.0 |
-32.0 |
-0.8% |
4,210.0 |
Close |
4,272.0 |
4,258.0 |
-14.0 |
-0.3% |
4,270.0 |
Range |
37.0 |
46.0 |
9.0 |
24.3% |
110.0 |
ATR |
53.7 |
53.1 |
-0.5 |
-1.0% |
0.0 |
Volume |
1,456,737 |
1,097,053 |
-359,684 |
-24.7% |
833,746 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,391.3 |
4,370.7 |
4,283.3 |
|
R3 |
4,345.3 |
4,324.7 |
4,270.7 |
|
R2 |
4,299.3 |
4,299.3 |
4,266.4 |
|
R1 |
4,278.7 |
4,278.7 |
4,262.2 |
4,266.0 |
PP |
4,253.3 |
4,253.3 |
4,253.3 |
4,247.0 |
S1 |
4,232.7 |
4,232.7 |
4,253.8 |
4,220.0 |
S2 |
4,207.3 |
4,207.3 |
4,249.6 |
|
S3 |
4,161.3 |
4,186.7 |
4,245.4 |
|
S4 |
4,115.3 |
4,140.7 |
4,232.7 |
|
|
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% |
47.8 |
1.1% |
48% |
False |
False |
910,224 |
10 |
4,388.0 |
4,210.0 |
178.0 |
4.2% |
50.3 |
1.2% |
27% |
False |
False |
470,804 |
20 |
4,388.0 |
4,210.0 |
178.0 |
4.2% |
51.7 |
1.2% |
27% |
False |
False |
236,715 |
40 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
47.3 |
1.1% |
15% |
False |
False |
119,116 |
60 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
42.8 |
1.0% |
15% |
False |
False |
79,717 |
80 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
36.6 |
0.9% |
15% |
False |
False |
60,006 |
100 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
30.0 |
0.7% |
15% |
False |
False |
48,028 |
120 |
4,533.0 |
4,108.0 |
425.0 |
10.0% |
25.0 |
0.6% |
35% |
False |
False |
40,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,469.5 |
2.618 |
4,394.4 |
1.618 |
4,348.4 |
1.000 |
4,320.0 |
0.618 |
4,302.4 |
HIGH |
4,274.0 |
0.618 |
4,256.4 |
0.500 |
4,251.0 |
0.382 |
4,245.6 |
LOW |
4,228.0 |
0.618 |
4,199.6 |
1.000 |
4,182.0 |
1.618 |
4,153.6 |
2.618 |
4,107.6 |
4.250 |
4,032.5 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,255.7 |
4,269.5 |
PP |
4,253.3 |
4,265.7 |
S1 |
4,251.0 |
4,261.8 |
|