Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,499.50 |
4,503.25 |
3.75 |
0.1% |
4,514.00 |
High |
4,514.50 |
4,509.50 |
-5.00 |
-0.1% |
4,566.00 |
Low |
4,487.00 |
4,462.25 |
-24.75 |
-0.6% |
4,494.00 |
Close |
4,501.50 |
4,490.00 |
-11.50 |
-0.3% |
4,498.00 |
Range |
27.50 |
47.25 |
19.75 |
71.8% |
72.00 |
ATR |
46.13 |
46.21 |
0.08 |
0.2% |
0.00 |
Volume |
1,155,158 |
1,422,950 |
267,792 |
23.2% |
9,154,563 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,629.00 |
4,606.75 |
4,516.00 |
|
R3 |
4,581.75 |
4,559.50 |
4,503.00 |
|
R2 |
4,534.50 |
4,534.50 |
4,498.75 |
|
R1 |
4,512.25 |
4,512.25 |
4,494.25 |
4,499.75 |
PP |
4,487.25 |
4,487.25 |
4,487.25 |
4,481.00 |
S1 |
4,465.00 |
4,465.00 |
4,485.75 |
4,452.50 |
S2 |
4,440.00 |
4,440.00 |
4,481.25 |
|
S3 |
4,392.75 |
4,417.75 |
4,477.00 |
|
S4 |
4,345.50 |
4,370.50 |
4,464.00 |
|
|
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 |
4,462.25 |
103.75 |
2.3% |
45.00 |
1.0% |
27% |
False |
True |
1,563,643 |
10 |
4,566.00 |
4,462.25 |
103.75 |
2.3% |
42.00 |
0.9% |
27% |
False |
True |
1,286,314 |
20 |
4,597.50 |
4,412.25 |
185.25 |
4.1% |
48.00 |
1.1% |
42% |
False |
False |
649,115 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
49.25 |
1.1% |
32% |
False |
False |
326,415 |
60 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
45.75 |
1.0% |
32% |
False |
False |
218,255 |
80 |
4,685.50 |
4,218.75 |
466.75 |
10.4% |
45.75 |
1.0% |
58% |
False |
False |
164,013 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.3% |
46.50 |
1.0% |
65% |
False |
False |
131,278 |
120 |
4,685.50 |
4,118.50 |
567.00 |
12.6% |
45.00 |
1.0% |
66% |
False |
False |
109,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,710.25 |
2.618 |
4,633.25 |
1.618 |
4,586.00 |
1.000 |
4,556.75 |
0.618 |
4,538.75 |
HIGH |
4,509.50 |
0.618 |
4,491.50 |
0.500 |
4,486.00 |
0.382 |
4,480.25 |
LOW |
4,462.25 |
0.618 |
4,433.00 |
1.000 |
4,415.00 |
1.618 |
4,385.75 |
2.618 |
4,338.50 |
4.250 |
4,261.50 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,488.50 |
4,514.00 |
PP |
4,487.25 |
4,506.00 |
S1 |
4,486.00 |
4,498.00 |
|