Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,507.00 |
4,514.00 |
7.00 |
0.2% |
4,568.50 |
High |
4,526.75 |
4,543.50 |
16.75 |
0.4% |
4,580.75 |
Low |
4,491.75 |
4,508.75 |
17.00 |
0.4% |
4,483.25 |
Close |
4,511.25 |
4,539.50 |
28.25 |
0.6% |
4,511.25 |
Range |
35.00 |
34.75 |
-0.25 |
-0.7% |
97.50 |
ATR |
48.69 |
47.69 |
-1.00 |
-2.0% |
0.00 |
Volume |
887,564 |
2,043,475 |
1,155,911 |
130.2% |
1,160,907 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,634.75 |
4,622.00 |
4,558.50 |
|
R3 |
4,600.00 |
4,587.25 |
4,549.00 |
|
R2 |
4,565.25 |
4,565.25 |
4,545.75 |
|
R1 |
4,552.50 |
4,552.50 |
4,542.75 |
4,559.00 |
PP |
4,530.50 |
4,530.50 |
4,530.50 |
4,533.75 |
S1 |
4,517.75 |
4,517.75 |
4,536.25 |
4,524.00 |
S2 |
4,495.75 |
4,495.75 |
4,533.25 |
|
S3 |
4,461.00 |
4,483.00 |
4,530.00 |
|
S4 |
4,426.25 |
4,448.25 |
4,520.50 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,817.50 |
4,762.00 |
4,565.00 |
|
R3 |
4,720.00 |
4,664.50 |
4,538.00 |
|
R2 |
4,622.50 |
4,622.50 |
4,529.00 |
|
R1 |
4,567.00 |
4,567.00 |
4,520.25 |
4,546.00 |
PP |
4,525.00 |
4,525.00 |
4,525.00 |
4,514.50 |
S1 |
4,469.50 |
4,469.50 |
4,502.25 |
4,448.50 |
S2 |
4,427.50 |
4,427.50 |
4,493.50 |
|
S3 |
4,330.00 |
4,372.00 |
4,484.50 |
|
S4 |
4,232.50 |
4,274.50 |
4,457.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,580.75 |
4,483.25 |
97.50 |
2.1% |
39.25 |
0.9% |
58% |
False |
False |
640,876 |
10 |
4,597.50 |
4,463.50 |
134.00 |
3.0% |
41.00 |
0.9% |
57% |
False |
False |
326,546 |
20 |
4,597.50 |
4,397.75 |
199.75 |
4.4% |
51.00 |
1.1% |
71% |
False |
False |
165,763 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.3% |
48.25 |
1.1% |
49% |
False |
False |
84,509 |
60 |
4,685.50 |
4,397.75 |
287.75 |
6.3% |
46.25 |
1.0% |
49% |
False |
False |
56,934 |
80 |
4,685.50 |
4,194.75 |
490.75 |
10.8% |
46.25 |
1.0% |
70% |
False |
False |
42,930 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.2% |
45.75 |
1.0% |
74% |
False |
False |
34,393 |
120 |
4,685.50 |
4,000.50 |
685.00 |
15.1% |
45.50 |
1.0% |
79% |
False |
False |
28,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,691.25 |
2.618 |
4,634.50 |
1.618 |
4,599.75 |
1.000 |
4,578.25 |
0.618 |
4,565.00 |
HIGH |
4,543.50 |
0.618 |
4,530.25 |
0.500 |
4,526.00 |
0.382 |
4,522.00 |
LOW |
4,508.75 |
0.618 |
4,487.25 |
1.000 |
4,474.00 |
1.618 |
4,452.50 |
2.618 |
4,417.75 |
4.250 |
4,361.00 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,535.00 |
4,530.75 |
PP |
4,530.50 |
4,522.00 |
S1 |
4,526.00 |
4,513.50 |
|