Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,521.25 |
4,556.50 |
35.25 |
0.8% |
4,514.00 |
High |
4,562.00 |
4,566.00 |
4.00 |
0.1% |
4,566.00 |
Low |
4,519.00 |
4,494.00 |
-25.00 |
-0.6% |
4,494.00 |
Close |
4,555.00 |
4,498.00 |
-57.00 |
-1.3% |
4,498.00 |
Range |
43.00 |
72.00 |
29.00 |
67.4% |
72.00 |
ATR |
45.69 |
47.57 |
1.88 |
4.1% |
0.00 |
Volume |
1,640,992 |
1,825,966 |
184,974 |
11.3% |
9,154,563 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,735.25 |
4,688.75 |
4,537.50 |
|
R3 |
4,663.25 |
4,616.75 |
4,517.75 |
|
R2 |
4,591.25 |
4,591.25 |
4,511.25 |
|
R1 |
4,544.75 |
4,544.75 |
4,504.50 |
4,532.00 |
PP |
4,519.25 |
4,519.25 |
4,519.25 |
4,513.00 |
S1 |
4,472.75 |
4,472.75 |
4,491.50 |
4,460.00 |
S2 |
4,447.25 |
4,447.25 |
4,484.75 |
|
S3 |
4,375.25 |
4,400.75 |
4,478.25 |
|
S4 |
4,303.25 |
4,328.75 |
4,458.50 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,735.25 |
4,688.75 |
4,537.50 |
|
R3 |
4,663.25 |
4,616.75 |
4,517.75 |
|
R2 |
4,591.25 |
4,591.25 |
4,511.25 |
|
R1 |
4,544.75 |
4,544.75 |
4,504.50 |
4,532.00 |
PP |
4,519.25 |
4,519.25 |
4,519.25 |
4,513.00 |
S1 |
4,472.75 |
4,472.75 |
4,491.50 |
4,460.00 |
S2 |
4,447.25 |
4,447.25 |
4,484.75 |
|
S3 |
4,375.25 |
4,400.75 |
4,478.25 |
|
S4 |
4,303.25 |
4,328.75 |
4,458.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,566.00 |
4,494.00 |
72.00 |
1.6% |
43.25 |
1.0% |
6% |
True |
True |
1,830,912 |
10 |
4,597.50 |
4,483.25 |
114.25 |
2.5% |
42.00 |
0.9% |
13% |
False |
False |
1,033,507 |
20 |
4,597.50 |
4,397.75 |
199.75 |
4.4% |
49.00 |
1.1% |
50% |
False |
False |
520,690 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
49.00 |
1.1% |
35% |
False |
False |
262,148 |
60 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
45.75 |
1.0% |
35% |
False |
False |
175,331 |
80 |
4,685.50 |
4,194.75 |
490.75 |
10.9% |
46.25 |
1.0% |
62% |
False |
False |
131,797 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.3% |
46.75 |
1.0% |
66% |
False |
False |
105,501 |
120 |
4,685.50 |
4,049.00 |
636.50 |
14.2% |
44.50 |
1.0% |
71% |
False |
False |
87,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,872.00 |
2.618 |
4,754.50 |
1.618 |
4,682.50 |
1.000 |
4,638.00 |
0.618 |
4,610.50 |
HIGH |
4,566.00 |
0.618 |
4,538.50 |
0.500 |
4,530.00 |
0.382 |
4,521.50 |
LOW |
4,494.00 |
0.618 |
4,449.50 |
1.000 |
4,422.00 |
1.618 |
4,377.50 |
2.618 |
4,305.50 |
4.250 |
4,188.00 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,530.00 |
4,530.00 |
PP |
4,519.25 |
4,519.25 |
S1 |
4,508.75 |
4,508.75 |
|