Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,323.0 |
4,283.0 |
-40.0 |
-0.9% |
4,267.0 |
High |
4,328.0 |
4,294.0 |
-34.0 |
-0.8% |
4,359.0 |
Low |
4,263.0 |
4,257.0 |
-6.0 |
-0.1% |
4,228.0 |
Close |
4,271.0 |
4,269.0 |
-2.0 |
0.0% |
4,325.0 |
Range |
65.0 |
37.0 |
-28.0 |
-43.1% |
131.0 |
ATR |
56.4 |
55.0 |
-1.4 |
-2.5% |
0.0 |
Volume |
653,638 |
541,637 |
-112,001 |
-17.1% |
5,925,181 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,384.3 |
4,363.7 |
4,289.4 |
|
R3 |
4,347.3 |
4,326.7 |
4,279.2 |
|
R2 |
4,310.3 |
4,310.3 |
4,275.8 |
|
R1 |
4,289.7 |
4,289.7 |
4,272.4 |
4,281.5 |
PP |
4,273.3 |
4,273.3 |
4,273.3 |
4,269.3 |
S1 |
4,252.7 |
4,252.7 |
4,265.6 |
4,244.5 |
S2 |
4,236.3 |
4,236.3 |
4,262.2 |
|
S3 |
4,199.3 |
4,215.7 |
4,258.8 |
|
S4 |
4,162.3 |
4,178.7 |
4,248.7 |
|
|
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% |
31% |
False |
False |
876,215 |
10 |
4,359.0 |
4,210.0 |
149.0 |
3.5% |
53.0 |
1.2% |
40% |
False |
False |
793,828 |
20 |
4,388.0 |
4,210.0 |
178.0 |
4.2% |
54.3 |
1.3% |
33% |
False |
False |
400,260 |
40 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
50.9 |
1.2% |
18% |
False |
False |
201,200 |
60 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
44.8 |
1.0% |
18% |
False |
False |
134,448 |
80 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
38.6 |
0.9% |
18% |
False |
False |
101,056 |
100 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
32.5 |
0.8% |
18% |
False |
False |
80,868 |
120 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
27.1 |
0.6% |
18% |
False |
False |
67,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,451.3 |
2.618 |
4,390.9 |
1.618 |
4,353.9 |
1.000 |
4,331.0 |
0.618 |
4,316.9 |
HIGH |
4,294.0 |
0.618 |
4,279.9 |
0.500 |
4,275.5 |
0.382 |
4,271.1 |
LOW |
4,257.0 |
0.618 |
4,234.1 |
1.000 |
4,220.0 |
1.618 |
4,197.1 |
2.618 |
4,160.1 |
4.250 |
4,099.8 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,275.5 |
4,308.0 |
PP |
4,273.3 |
4,295.0 |
S1 |
4,271.2 |
4,282.0 |
|