Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,246.0 |
4,329.0 |
83.0 |
2.0% |
4,267.0 |
High |
4,332.0 |
4,359.0 |
27.0 |
0.6% |
4,359.0 |
Low |
4,234.0 |
4,311.0 |
77.0 |
1.8% |
4,228.0 |
Close |
4,317.0 |
4,325.0 |
8.0 |
0.2% |
4,325.0 |
Range |
98.0 |
48.0 |
-50.0 |
-51.0% |
131.0 |
ATR |
56.3 |
55.7 |
-0.6 |
-1.1% |
0.0 |
Volume |
1,050,736 |
1,038,013 |
-12,723 |
-1.2% |
5,925,181 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,475.7 |
4,448.3 |
4,351.4 |
|
R3 |
4,427.7 |
4,400.3 |
4,338.2 |
|
R2 |
4,379.7 |
4,379.7 |
4,333.8 |
|
R1 |
4,352.3 |
4,352.3 |
4,329.4 |
4,342.0 |
PP |
4,331.7 |
4,331.7 |
4,331.7 |
4,326.5 |
S1 |
4,304.3 |
4,304.3 |
4,320.6 |
4,294.0 |
S2 |
4,283.7 |
4,283.7 |
4,316.2 |
|
S3 |
4,235.7 |
4,256.3 |
4,311.8 |
|
S4 |
4,187.7 |
4,208.3 |
4,298.6 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,697.0 |
4,642.0 |
4,397.1 |
|
R3 |
4,566.0 |
4,511.0 |
4,361.0 |
|
R2 |
4,435.0 |
4,435.0 |
4,349.0 |
|
R1 |
4,380.0 |
4,380.0 |
4,337.0 |
4,407.5 |
PP |
4,304.0 |
4,304.0 |
4,304.0 |
4,317.8 |
S1 |
4,249.0 |
4,249.0 |
4,313.0 |
4,276.5 |
S2 |
4,173.0 |
4,173.0 |
4,301.0 |
|
S3 |
4,042.0 |
4,118.0 |
4,289.0 |
|
S4 |
3,911.0 |
3,987.0 |
4,253.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,359.0 |
4,228.0 |
131.0 |
3.0% |
55.4 |
1.3% |
74% |
True |
False |
1,185,036 |
10 |
4,376.0 |
4,210.0 |
166.0 |
3.8% |
54.5 |
1.3% |
69% |
False |
False |
676,221 |
20 |
4,388.0 |
4,210.0 |
178.0 |
4.1% |
53.9 |
1.2% |
65% |
False |
False |
341,133 |
40 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
49.3 |
1.1% |
36% |
False |
False |
171,333 |
60 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
44.2 |
1.0% |
36% |
False |
False |
114,527 |
80 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
38.1 |
0.9% |
36% |
False |
False |
86,115 |
100 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
31.5 |
0.7% |
36% |
False |
False |
68,915 |
120 |
4,533.0 |
4,157.0 |
376.0 |
8.7% |
26.3 |
0.6% |
45% |
False |
False |
57,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,563.0 |
2.618 |
4,484.7 |
1.618 |
4,436.7 |
1.000 |
4,407.0 |
0.618 |
4,388.7 |
HIGH |
4,359.0 |
0.618 |
4,340.7 |
0.500 |
4,335.0 |
0.382 |
4,329.3 |
LOW |
4,311.0 |
0.618 |
4,281.3 |
1.000 |
4,263.0 |
1.618 |
4,233.3 |
2.618 |
4,185.3 |
4.250 |
4,107.0 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,335.0 |
4,314.5 |
PP |
4,331.7 |
4,304.0 |
S1 |
4,328.3 |
4,293.5 |
|