Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,503.25 |
4,491.25 |
-12.00 |
-0.3% |
4,514.00 |
High |
4,509.50 |
4,508.00 |
-1.50 |
0.0% |
4,566.00 |
Low |
4,462.25 |
4,443.25 |
-19.00 |
-0.4% |
4,494.00 |
Close |
4,490.00 |
4,447.00 |
-43.00 |
-1.0% |
4,498.00 |
Range |
47.25 |
64.75 |
17.50 |
37.0% |
72.00 |
ATR |
46.21 |
47.54 |
1.32 |
2.9% |
0.00 |
Volume |
1,422,950 |
1,482,206 |
59,256 |
4.2% |
9,154,563 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,660.25 |
4,618.50 |
4,482.50 |
|
R3 |
4,595.50 |
4,553.75 |
4,464.75 |
|
R2 |
4,530.75 |
4,530.75 |
4,458.75 |
|
R1 |
4,489.00 |
4,489.00 |
4,453.00 |
4,477.50 |
PP |
4,466.00 |
4,466.00 |
4,466.00 |
4,460.50 |
S1 |
4,424.25 |
4,424.25 |
4,441.00 |
4,412.75 |
S2 |
4,401.25 |
4,401.25 |
4,435.25 |
|
S3 |
4,336.50 |
4,359.50 |
4,429.25 |
|
S4 |
4,271.75 |
4,294.75 |
4,411.50 |
|
|
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 |
4,443.25 |
122.75 |
2.8% |
51.00 |
1.1% |
3% |
False |
True |
1,505,454 |
10 |
4,566.00 |
4,443.25 |
122.75 |
2.8% |
42.75 |
1.0% |
3% |
False |
True |
1,429,900 |
20 |
4,597.50 |
4,412.25 |
185.25 |
4.2% |
49.00 |
1.1% |
19% |
False |
False |
722,965 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.5% |
50.25 |
1.1% |
17% |
False |
False |
363,417 |
60 |
4,685.50 |
4,397.75 |
287.75 |
6.5% |
46.25 |
1.0% |
17% |
False |
False |
242,925 |
80 |
4,685.50 |
4,227.25 |
458.25 |
10.3% |
46.00 |
1.0% |
48% |
False |
False |
182,529 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.5% |
46.50 |
1.0% |
57% |
False |
False |
146,097 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.5% |
45.25 |
1.0% |
57% |
False |
False |
121,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,783.25 |
2.618 |
4,677.50 |
1.618 |
4,612.75 |
1.000 |
4,572.75 |
0.618 |
4,548.00 |
HIGH |
4,508.00 |
0.618 |
4,483.25 |
0.500 |
4,475.50 |
0.382 |
4,468.00 |
LOW |
4,443.25 |
0.618 |
4,403.25 |
1.000 |
4,378.50 |
1.618 |
4,338.50 |
2.618 |
4,273.75 |
4.250 |
4,168.00 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,475.50 |
4,479.00 |
PP |
4,466.00 |
4,468.25 |
S1 |
4,456.50 |
4,457.50 |
|