Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,274.0 |
4,278.0 |
4.0 |
0.1% |
4,267.0 |
High |
4,319.0 |
4,281.0 |
-38.0 |
-0.9% |
4,359.0 |
Low |
4,267.0 |
4,212.0 |
-55.0 |
-1.3% |
4,228.0 |
Close |
4,307.0 |
4,241.0 |
-66.0 |
-1.5% |
4,325.0 |
Range |
52.0 |
69.0 |
17.0 |
32.7% |
131.0 |
ATR |
54.8 |
57.7 |
2.9 |
5.2% |
0.0 |
Volume |
654,540 |
888,960 |
234,420 |
35.8% |
5,925,181 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,451.7 |
4,415.3 |
4,279.0 |
|
R3 |
4,382.7 |
4,346.3 |
4,260.0 |
|
R2 |
4,313.7 |
4,313.7 |
4,253.7 |
|
R1 |
4,277.3 |
4,277.3 |
4,247.3 |
4,261.0 |
PP |
4,244.7 |
4,244.7 |
4,244.7 |
4,236.5 |
S1 |
4,208.3 |
4,208.3 |
4,234.7 |
4,192.0 |
S2 |
4,175.7 |
4,175.7 |
4,228.4 |
|
S3 |
4,106.7 |
4,139.3 |
4,222.0 |
|
S4 |
4,037.7 |
4,070.3 |
4,203.1 |
|
|
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 |
4,212.0 |
147.0 |
3.5% |
54.2 |
1.3% |
20% |
False |
True |
755,357 |
10 |
4,359.0 |
4,210.0 |
149.0 |
3.5% |
56.5 |
1.3% |
21% |
False |
False |
919,185 |
20 |
4,388.0 |
4,210.0 |
178.0 |
4.2% |
55.3 |
1.3% |
17% |
False |
False |
476,960 |
40 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
52.1 |
1.2% |
10% |
False |
False |
239,775 |
60 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
46.2 |
1.1% |
10% |
False |
False |
160,037 |
80 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
38.8 |
0.9% |
10% |
False |
False |
120,350 |
100 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
33.7 |
0.8% |
10% |
False |
False |
96,303 |
120 |
4,533.0 |
4,210.0 |
323.0 |
7.6% |
28.1 |
0.7% |
10% |
False |
False |
80,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,574.3 |
2.618 |
4,461.6 |
1.618 |
4,392.6 |
1.000 |
4,350.0 |
0.618 |
4,323.6 |
HIGH |
4,281.0 |
0.618 |
4,254.6 |
0.500 |
4,246.5 |
0.382 |
4,238.4 |
LOW |
4,212.0 |
0.618 |
4,169.4 |
1.000 |
4,143.0 |
1.618 |
4,100.4 |
2.618 |
4,031.4 |
4.250 |
3,918.8 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,246.5 |
4,265.5 |
PP |
4,244.7 |
4,257.3 |
S1 |
4,242.8 |
4,249.2 |
|