Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,283.0 |
4,274.0 |
-9.0 |
-0.2% |
4,267.0 |
High |
4,294.0 |
4,319.0 |
25.0 |
0.6% |
4,359.0 |
Low |
4,257.0 |
4,267.0 |
10.0 |
0.2% |
4,228.0 |
Close |
4,269.0 |
4,307.0 |
38.0 |
0.9% |
4,325.0 |
Range |
37.0 |
52.0 |
15.0 |
40.5% |
131.0 |
ATR |
55.0 |
54.8 |
-0.2 |
-0.4% |
0.0 |
Volume |
541,637 |
654,540 |
112,903 |
20.8% |
5,925,181 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,453.7 |
4,432.3 |
4,335.6 |
|
R3 |
4,401.7 |
4,380.3 |
4,321.3 |
|
R2 |
4,349.7 |
4,349.7 |
4,316.5 |
|
R1 |
4,328.3 |
4,328.3 |
4,311.8 |
4,339.0 |
PP |
4,297.7 |
4,297.7 |
4,297.7 |
4,303.0 |
S1 |
4,276.3 |
4,276.3 |
4,302.2 |
4,287.0 |
S2 |
4,245.7 |
4,245.7 |
4,297.5 |
|
S3 |
4,193.7 |
4,224.3 |
4,292.7 |
|
S4 |
4,141.7 |
4,172.3 |
4,278.4 |
|
|
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 |
4,234.0 |
125.0 |
2.9% |
60.0 |
1.4% |
58% |
False |
False |
787,712 |
10 |
4,359.0 |
4,210.0 |
149.0 |
3.5% |
53.9 |
1.3% |
65% |
False |
False |
848,968 |
20 |
4,388.0 |
4,210.0 |
178.0 |
4.1% |
54.2 |
1.3% |
54% |
False |
False |
432,578 |
40 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
51.6 |
1.2% |
30% |
False |
False |
217,554 |
60 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
45.3 |
1.1% |
30% |
False |
False |
145,323 |
80 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
38.8 |
0.9% |
30% |
False |
False |
109,238 |
100 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
33.0 |
0.8% |
30% |
False |
False |
87,414 |
120 |
4,533.0 |
4,210.0 |
323.0 |
7.5% |
27.5 |
0.6% |
30% |
False |
False |
73,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,540.0 |
2.618 |
4,455.1 |
1.618 |
4,403.1 |
1.000 |
4,371.0 |
0.618 |
4,351.1 |
HIGH |
4,319.0 |
0.618 |
4,299.1 |
0.500 |
4,293.0 |
0.382 |
4,286.9 |
LOW |
4,267.0 |
0.618 |
4,234.9 |
1.000 |
4,215.0 |
1.618 |
4,182.9 |
2.618 |
4,130.9 |
4.250 |
4,046.0 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,302.3 |
4,302.2 |
PP |
4,297.7 |
4,297.3 |
S1 |
4,293.0 |
4,292.5 |
|