Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,273.0 |
4,246.0 |
-27.0 |
-0.6% |
4,303.0 |
High |
4,274.0 |
4,332.0 |
58.0 |
1.4% |
4,320.0 |
Low |
4,228.0 |
4,234.0 |
6.0 |
0.1% |
4,210.0 |
Close |
4,258.0 |
4,317.0 |
59.0 |
1.4% |
4,270.0 |
Range |
46.0 |
98.0 |
52.0 |
113.0% |
110.0 |
ATR |
53.1 |
56.3 |
3.2 |
6.0% |
0.0 |
Volume |
1,097,053 |
1,050,736 |
-46,317 |
-4.2% |
833,746 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,588.3 |
4,550.7 |
4,370.9 |
|
R3 |
4,490.3 |
4,452.7 |
4,344.0 |
|
R2 |
4,392.3 |
4,392.3 |
4,335.0 |
|
R1 |
4,354.7 |
4,354.7 |
4,326.0 |
4,373.5 |
PP |
4,294.3 |
4,294.3 |
4,294.3 |
4,303.8 |
S1 |
4,256.7 |
4,256.7 |
4,308.0 |
4,275.5 |
S2 |
4,196.3 |
4,196.3 |
4,299.0 |
|
S3 |
4,098.3 |
4,158.7 |
4,290.1 |
|
S4 |
4,000.3 |
4,060.7 |
4,263.1 |
|
|
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 |
4,332.0 |
4,210.0 |
122.0 |
2.8% |
58.8 |
1.4% |
88% |
True |
False |
1,083,013 |
10 |
4,376.0 |
4,210.0 |
166.0 |
3.8% |
54.5 |
1.3% |
64% |
False |
False |
574,474 |
20 |
4,388.0 |
4,210.0 |
178.0 |
4.1% |
54.5 |
1.3% |
60% |
False |
False |
289,245 |
40 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
48.8 |
1.1% |
33% |
False |
False |
145,384 |
60 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
44.1 |
1.0% |
33% |
False |
False |
97,228 |
80 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
37.8 |
0.9% |
33% |
False |
False |
73,140 |
100 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
31.0 |
0.7% |
33% |
False |
False |
58,535 |
120 |
4,533.0 |
4,152.0 |
381.0 |
8.8% |
25.9 |
0.6% |
43% |
False |
False |
48,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,748.5 |
2.618 |
4,588.6 |
1.618 |
4,490.6 |
1.000 |
4,430.0 |
0.618 |
4,392.6 |
HIGH |
4,332.0 |
0.618 |
4,294.6 |
0.500 |
4,283.0 |
0.382 |
4,271.4 |
LOW |
4,234.0 |
0.618 |
4,173.4 |
1.000 |
4,136.0 |
1.618 |
4,075.4 |
2.618 |
3,977.4 |
4.250 |
3,817.5 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,305.7 |
4,304.7 |
PP |
4,294.3 |
4,292.3 |
S1 |
4,283.0 |
4,280.0 |
|