Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,514.00 |
4,536.50 |
22.50 |
0.5% |
4,568.50 |
High |
4,543.50 |
4,539.00 |
-4.50 |
-0.1% |
4,580.75 |
Low |
4,508.75 |
4,507.25 |
-1.50 |
0.0% |
4,483.25 |
Close |
4,539.50 |
4,513.75 |
-25.75 |
-0.6% |
4,511.25 |
Range |
34.75 |
31.75 |
-3.00 |
-8.6% |
97.50 |
ATR |
47.69 |
46.59 |
-1.10 |
-2.3% |
0.00 |
Volume |
2,043,475 |
1,870,977 |
-172,498 |
-8.4% |
1,160,907 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,615.25 |
4,596.25 |
4,531.25 |
|
R3 |
4,583.50 |
4,564.50 |
4,522.50 |
|
R2 |
4,551.75 |
4,551.75 |
4,519.50 |
|
R1 |
4,532.75 |
4,532.75 |
4,516.75 |
4,526.50 |
PP |
4,520.00 |
4,520.00 |
4,520.00 |
4,516.75 |
S1 |
4,501.00 |
4,501.00 |
4,510.75 |
4,494.50 |
S2 |
4,488.25 |
4,488.25 |
4,508.00 |
|
S3 |
4,456.50 |
4,469.25 |
4,505.00 |
|
S4 |
4,424.75 |
4,437.50 |
4,496.25 |
|
|
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 |
4,553.25 |
4,483.25 |
70.00 |
1.6% |
39.25 |
0.9% |
44% |
False |
False |
1,008,984 |
10 |
4,597.50 |
4,482.00 |
115.50 |
2.6% |
40.75 |
0.9% |
27% |
False |
False |
513,219 |
20 |
4,597.50 |
4,397.75 |
199.75 |
4.4% |
50.50 |
1.1% |
58% |
False |
False |
259,225 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
48.00 |
1.1% |
40% |
False |
False |
131,253 |
60 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
45.25 |
1.0% |
40% |
False |
False |
88,091 |
80 |
4,685.50 |
4,194.75 |
490.75 |
10.9% |
46.00 |
1.0% |
65% |
False |
False |
66,312 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.3% |
45.75 |
1.0% |
69% |
False |
False |
53,102 |
120 |
4,685.50 |
4,000.50 |
685.00 |
15.2% |
44.75 |
1.0% |
75% |
False |
False |
44,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,674.00 |
2.618 |
4,622.00 |
1.618 |
4,590.25 |
1.000 |
4,570.75 |
0.618 |
4,558.50 |
HIGH |
4,539.00 |
0.618 |
4,526.75 |
0.500 |
4,523.00 |
0.382 |
4,519.50 |
LOW |
4,507.25 |
0.618 |
4,487.75 |
1.000 |
4,475.50 |
1.618 |
4,456.00 |
2.618 |
4,424.25 |
4.250 |
4,372.25 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,523.00 |
4,517.50 |
PP |
4,520.00 |
4,516.25 |
S1 |
4,517.00 |
4,515.00 |
|