Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,513.00 |
4,521.25 |
8.25 |
0.2% |
4,568.50 |
High |
4,530.25 |
4,562.00 |
31.75 |
0.7% |
4,580.75 |
Low |
4,495.00 |
4,519.00 |
24.00 |
0.5% |
4,483.25 |
Close |
4,517.50 |
4,555.00 |
37.50 |
0.8% |
4,511.25 |
Range |
35.25 |
43.00 |
7.75 |
22.0% |
97.50 |
ATR |
45.78 |
45.69 |
-0.09 |
-0.2% |
0.00 |
Volume |
1,773,153 |
1,640,992 |
-132,161 |
-7.5% |
1,160,907 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,674.25 |
4,657.75 |
4,578.75 |
|
R3 |
4,631.25 |
4,614.75 |
4,566.75 |
|
R2 |
4,588.25 |
4,588.25 |
4,563.00 |
|
R1 |
4,571.75 |
4,571.75 |
4,559.00 |
4,580.00 |
PP |
4,545.25 |
4,545.25 |
4,545.25 |
4,549.50 |
S1 |
4,528.75 |
4,528.75 |
4,551.00 |
4,537.00 |
S2 |
4,502.25 |
4,502.25 |
4,547.00 |
|
S3 |
4,459.25 |
4,485.75 |
4,543.25 |
|
S4 |
4,416.25 |
4,442.75 |
4,531.25 |
|
|
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 |
4,562.00 |
4,491.75 |
70.25 |
1.5% |
36.00 |
0.8% |
90% |
True |
False |
1,643,232 |
10 |
4,597.50 |
4,483.25 |
114.25 |
2.5% |
37.50 |
0.8% |
63% |
False |
False |
852,204 |
20 |
4,597.50 |
4,397.75 |
199.75 |
4.4% |
48.50 |
1.1% |
79% |
False |
False |
429,640 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.3% |
48.00 |
1.1% |
55% |
False |
False |
216,545 |
60 |
4,685.50 |
4,397.75 |
287.75 |
6.3% |
45.00 |
1.0% |
55% |
False |
False |
144,926 |
80 |
4,685.50 |
4,194.75 |
490.75 |
10.8% |
45.75 |
1.0% |
73% |
False |
False |
108,979 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.2% |
46.25 |
1.0% |
76% |
False |
False |
87,242 |
120 |
4,685.50 |
4,049.00 |
636.50 |
14.0% |
44.25 |
1.0% |
79% |
False |
False |
72,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,744.75 |
2.618 |
4,674.50 |
1.618 |
4,631.50 |
1.000 |
4,605.00 |
0.618 |
4,588.50 |
HIGH |
4,562.00 |
0.618 |
4,545.50 |
0.500 |
4,540.50 |
0.382 |
4,535.50 |
LOW |
4,519.00 |
0.618 |
4,492.50 |
1.000 |
4,476.00 |
1.618 |
4,449.50 |
2.618 |
4,406.50 |
4.250 |
4,336.25 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,550.25 |
4,546.25 |
PP |
4,545.25 |
4,537.25 |
S1 |
4,540.50 |
4,528.50 |
|