Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,278.0 |
4,212.0 |
-66.0 |
-1.5% |
4,323.0 |
High |
4,281.0 |
4,247.0 |
-34.0 |
-0.8% |
4,328.0 |
Low |
4,212.0 |
4,204.0 |
-8.0 |
-0.2% |
4,204.0 |
Close |
4,241.0 |
4,237.0 |
-4.0 |
-0.1% |
4,237.0 |
Range |
69.0 |
43.0 |
-26.0 |
-37.7% |
124.0 |
ATR |
57.7 |
56.6 |
-1.0 |
-1.8% |
0.0 |
Volume |
888,960 |
817,473 |
-71,487 |
-8.0% |
3,556,248 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,358.3 |
4,340.7 |
4,260.7 |
|
R3 |
4,315.3 |
4,297.7 |
4,248.8 |
|
R2 |
4,272.3 |
4,272.3 |
4,244.9 |
|
R1 |
4,254.7 |
4,254.7 |
4,240.9 |
4,263.5 |
PP |
4,229.3 |
4,229.3 |
4,229.3 |
4,233.8 |
S1 |
4,211.7 |
4,211.7 |
4,233.1 |
4,220.5 |
S2 |
4,186.3 |
4,186.3 |
4,229.1 |
|
S3 |
4,143.3 |
4,168.7 |
4,225.2 |
|
S4 |
4,100.3 |
4,125.7 |
4,213.4 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,628.3 |
4,556.7 |
4,305.2 |
|
R3 |
4,504.3 |
4,432.7 |
4,271.1 |
|
R2 |
4,380.3 |
4,380.3 |
4,259.7 |
|
R1 |
4,308.7 |
4,308.7 |
4,248.4 |
4,282.5 |
PP |
4,256.3 |
4,256.3 |
4,256.3 |
4,243.3 |
S1 |
4,184.7 |
4,184.7 |
4,225.6 |
4,158.5 |
S2 |
4,132.3 |
4,132.3 |
4,214.3 |
|
S3 |
4,008.3 |
4,060.7 |
4,202.9 |
|
S4 |
3,884.3 |
3,936.7 |
4,168.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,328.0 |
4,204.0 |
124.0 |
2.9% |
53.2 |
1.3% |
27% |
False |
True |
711,249 |
10 |
4,359.0 |
4,204.0 |
155.0 |
3.7% |
54.3 |
1.3% |
21% |
False |
True |
948,142 |
20 |
4,388.0 |
4,204.0 |
184.0 |
4.3% |
52.2 |
1.2% |
18% |
False |
True |
517,783 |
40 |
4,533.0 |
4,204.0 |
329.0 |
7.8% |
51.2 |
1.2% |
10% |
False |
True |
260,212 |
60 |
4,533.0 |
4,204.0 |
329.0 |
7.8% |
46.5 |
1.1% |
10% |
False |
True |
173,590 |
80 |
4,533.0 |
4,204.0 |
329.0 |
7.8% |
39.3 |
0.9% |
10% |
False |
True |
130,568 |
100 |
4,533.0 |
4,204.0 |
329.0 |
7.8% |
34.2 |
0.8% |
10% |
False |
True |
104,455 |
120 |
4,533.0 |
4,204.0 |
329.0 |
7.8% |
28.5 |
0.7% |
10% |
False |
True |
87,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,429.8 |
2.618 |
4,359.6 |
1.618 |
4,316.6 |
1.000 |
4,290.0 |
0.618 |
4,273.6 |
HIGH |
4,247.0 |
0.618 |
4,230.6 |
0.500 |
4,225.5 |
0.382 |
4,220.4 |
LOW |
4,204.0 |
0.618 |
4,177.4 |
1.000 |
4,161.0 |
1.618 |
4,134.4 |
2.618 |
4,091.4 |
4.250 |
4,021.3 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,233.2 |
4,261.5 |
PP |
4,229.3 |
4,253.3 |
S1 |
4,225.5 |
4,245.2 |
|