Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,556.50 |
4,499.50 |
-57.00 |
-1.3% |
4,514.00 |
High |
4,566.00 |
4,514.50 |
-51.50 |
-1.1% |
4,566.00 |
Low |
4,494.00 |
4,487.00 |
-7.00 |
-0.2% |
4,494.00 |
Close |
4,498.00 |
4,501.50 |
3.50 |
0.1% |
4,498.00 |
Range |
72.00 |
27.50 |
-44.50 |
-61.8% |
72.00 |
ATR |
47.57 |
46.13 |
-1.43 |
-3.0% |
0.00 |
Volume |
1,825,966 |
1,155,158 |
-670,808 |
-36.7% |
9,154,563 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,583.50 |
4,570.00 |
4,516.50 |
|
R3 |
4,556.00 |
4,542.50 |
4,509.00 |
|
R2 |
4,528.50 |
4,528.50 |
4,506.50 |
|
R1 |
4,515.00 |
4,515.00 |
4,504.00 |
4,521.75 |
PP |
4,501.00 |
4,501.00 |
4,501.00 |
4,504.50 |
S1 |
4,487.50 |
4,487.50 |
4,499.00 |
4,494.25 |
S2 |
4,473.50 |
4,473.50 |
4,496.50 |
|
S3 |
4,446.00 |
4,460.00 |
4,494.00 |
|
S4 |
4,418.50 |
4,432.50 |
4,486.50 |
|
|
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 |
4,487.00 |
79.00 |
1.8% |
42.00 |
0.9% |
18% |
False |
True |
1,653,249 |
10 |
4,580.75 |
4,483.25 |
97.50 |
2.2% |
40.50 |
0.9% |
19% |
False |
False |
1,147,062 |
20 |
4,597.50 |
4,412.25 |
185.25 |
4.1% |
48.00 |
1.1% |
48% |
False |
False |
578,164 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
49.00 |
1.1% |
36% |
False |
False |
290,964 |
60 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
45.75 |
1.0% |
36% |
False |
False |
194,560 |
80 |
4,685.50 |
4,194.75 |
490.75 |
10.9% |
45.75 |
1.0% |
63% |
False |
False |
146,230 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.3% |
46.50 |
1.0% |
67% |
False |
False |
117,050 |
120 |
4,685.50 |
4,118.50 |
567.00 |
12.6% |
44.50 |
1.0% |
68% |
False |
False |
97,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,631.50 |
2.618 |
4,586.50 |
1.618 |
4,559.00 |
1.000 |
4,542.00 |
0.618 |
4,531.50 |
HIGH |
4,514.50 |
0.618 |
4,504.00 |
0.500 |
4,500.75 |
0.382 |
4,497.50 |
LOW |
4,487.00 |
0.618 |
4,470.00 |
1.000 |
4,459.50 |
1.618 |
4,442.50 |
2.618 |
4,415.00 |
4.250 |
4,370.00 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,501.25 |
4,526.50 |
PP |
4,501.00 |
4,518.25 |
S1 |
4,500.75 |
4,509.75 |
|