Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,445.00 |
4,370.25 |
-74.75 |
-1.7% |
4,499.50 |
High |
4,447.00 |
4,399.00 |
-48.00 |
-1.1% |
4,514.50 |
Low |
4,366.50 |
4,357.25 |
-9.25 |
-0.2% |
4,357.25 |
Close |
4,372.00 |
4,361.00 |
-11.00 |
-0.3% |
4,361.00 |
Range |
80.50 |
41.75 |
-38.75 |
-48.1% |
157.25 |
ATR |
49.89 |
49.31 |
-0.58 |
-1.2% |
0.00 |
Volume |
1,998,638 |
1,736,576 |
-262,062 |
-13.1% |
7,795,528 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,497.75 |
4,471.00 |
4,384.00 |
|
R3 |
4,456.00 |
4,429.25 |
4,372.50 |
|
R2 |
4,414.25 |
4,414.25 |
4,368.75 |
|
R1 |
4,387.50 |
4,387.50 |
4,364.75 |
4,380.00 |
PP |
4,372.50 |
4,372.50 |
4,372.50 |
4,368.50 |
S1 |
4,345.75 |
4,345.75 |
4,357.25 |
4,338.25 |
S2 |
4,330.75 |
4,330.75 |
4,353.25 |
|
S3 |
4,289.00 |
4,304.00 |
4,349.50 |
|
S4 |
4,247.25 |
4,262.25 |
4,338.00 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,882.75 |
4,779.00 |
4,447.50 |
|
R3 |
4,725.50 |
4,621.75 |
4,404.25 |
|
R2 |
4,568.25 |
4,568.25 |
4,389.75 |
|
R1 |
4,464.50 |
4,464.50 |
4,375.50 |
4,437.75 |
PP |
4,411.00 |
4,411.00 |
4,411.00 |
4,397.50 |
S1 |
4,307.25 |
4,307.25 |
4,346.50 |
4,280.50 |
S2 |
4,253.75 |
4,253.75 |
4,332.25 |
|
S3 |
4,096.50 |
4,150.00 |
4,317.75 |
|
S4 |
3,939.25 |
3,992.75 |
4,274.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,514.50 |
4,357.25 |
157.25 |
3.6% |
52.25 |
1.2% |
2% |
False |
True |
1,559,105 |
10 |
4,566.00 |
4,357.25 |
208.75 |
4.8% |
47.75 |
1.1% |
2% |
False |
True |
1,695,009 |
20 |
4,597.50 |
4,357.25 |
240.25 |
5.5% |
46.00 |
1.1% |
2% |
False |
True |
909,055 |
40 |
4,673.50 |
4,357.25 |
316.25 |
7.3% |
50.50 |
1.2% |
1% |
False |
True |
456,615 |
60 |
4,685.50 |
4,357.25 |
328.25 |
7.5% |
46.75 |
1.1% |
1% |
False |
True |
305,122 |
80 |
4,685.50 |
4,259.00 |
426.50 |
9.8% |
46.25 |
1.1% |
24% |
False |
False |
229,215 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.7% |
46.75 |
1.1% |
41% |
False |
False |
183,445 |
120 |
4,685.50 |
4,131.00 |
554.50 |
12.7% |
45.50 |
1.0% |
41% |
False |
False |
152,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,576.50 |
2.618 |
4,508.25 |
1.618 |
4,466.50 |
1.000 |
4,440.75 |
0.618 |
4,424.75 |
HIGH |
4,399.00 |
0.618 |
4,383.00 |
0.500 |
4,378.00 |
0.382 |
4,373.25 |
LOW |
4,357.25 |
0.618 |
4,331.50 |
1.000 |
4,315.50 |
1.618 |
4,289.75 |
2.618 |
4,248.00 |
4.250 |
4,179.75 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,378.00 |
4,432.50 |
PP |
4,372.50 |
4,408.75 |
S1 |
4,366.75 |
4,385.00 |
|