Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,329.0 |
4,323.0 |
-6.0 |
-0.1% |
4,267.0 |
High |
4,359.0 |
4,328.0 |
-31.0 |
-0.7% |
4,359.0 |
Low |
4,311.0 |
4,263.0 |
-48.0 |
-1.1% |
4,228.0 |
Close |
4,325.0 |
4,271.0 |
-54.0 |
-1.2% |
4,325.0 |
Range |
48.0 |
65.0 |
17.0 |
35.4% |
131.0 |
ATR |
55.7 |
56.4 |
0.7 |
1.2% |
0.0 |
Volume |
1,038,013 |
653,638 |
-384,375 |
-37.0% |
5,925,181 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,482.3 |
4,441.7 |
4,306.8 |
|
R3 |
4,417.3 |
4,376.7 |
4,288.9 |
|
R2 |
4,352.3 |
4,352.3 |
4,282.9 |
|
R1 |
4,311.7 |
4,311.7 |
4,277.0 |
4,299.5 |
PP |
4,287.3 |
4,287.3 |
4,287.3 |
4,281.3 |
S1 |
4,246.7 |
4,246.7 |
4,265.0 |
4,234.5 |
S2 |
4,222.3 |
4,222.3 |
4,259.1 |
|
S3 |
4,157.3 |
4,181.7 |
4,253.1 |
|
S4 |
4,092.3 |
4,116.7 |
4,235.3 |
|
|
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 |
3.1% |
58.8 |
1.4% |
33% |
False |
False |
1,059,235 |
10 |
4,359.0 |
4,210.0 |
149.0 |
3.5% |
54.4 |
1.3% |
41% |
False |
False |
741,256 |
20 |
4,388.0 |
4,210.0 |
178.0 |
4.2% |
55.1 |
1.3% |
34% |
False |
False |
373,782 |
40 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
50.3 |
1.2% |
19% |
False |
False |
187,673 |
60 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
45.0 |
1.1% |
19% |
False |
False |
125,421 |
80 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
38.7 |
0.9% |
19% |
False |
False |
94,286 |
100 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
32.2 |
0.8% |
19% |
False |
False |
75,452 |
120 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
26.8 |
0.6% |
19% |
False |
False |
63,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,604.3 |
2.618 |
4,498.2 |
1.618 |
4,433.2 |
1.000 |
4,393.0 |
0.618 |
4,368.2 |
HIGH |
4,328.0 |
0.618 |
4,303.2 |
0.500 |
4,295.5 |
0.382 |
4,287.8 |
LOW |
4,263.0 |
0.618 |
4,222.8 |
1.000 |
4,198.0 |
1.618 |
4,157.8 |
2.618 |
4,092.8 |
4.250 |
3,986.8 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,295.5 |
4,296.5 |
PP |
4,287.3 |
4,288.0 |
S1 |
4,279.2 |
4,279.5 |
|