| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,480.25 |
15,501.75 |
21.50 |
0.1% |
15,709.00 |
| High |
15,586.50 |
15,696.00 |
109.50 |
0.7% |
15,784.25 |
| Low |
15,417.00 |
15,492.75 |
75.75 |
0.5% |
15,351.75 |
| Close |
15,493.75 |
15,674.25 |
180.50 |
1.2% |
15,493.75 |
| Range |
169.50 |
203.25 |
33.75 |
19.9% |
432.50 |
| ATR |
243.58 |
240.70 |
-2.88 |
-1.2% |
0.00 |
| Volume |
165,283 |
606,599 |
441,316 |
267.0% |
215,379 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,230.75 |
16,155.75 |
15,786.00 |
|
| R3 |
16,027.50 |
15,952.50 |
15,730.25 |
|
| R2 |
15,824.25 |
15,824.25 |
15,711.50 |
|
| R1 |
15,749.25 |
15,749.25 |
15,693.00 |
15,786.75 |
| PP |
15,621.00 |
15,621.00 |
15,621.00 |
15,639.75 |
| S1 |
15,546.00 |
15,546.00 |
15,655.50 |
15,583.50 |
| S2 |
15,417.75 |
15,417.75 |
15,637.00 |
|
| S3 |
15,214.50 |
15,342.75 |
15,618.25 |
|
| S4 |
15,011.25 |
15,139.50 |
15,562.50 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,840.75 |
16,599.75 |
15,731.50 |
|
| R3 |
16,408.25 |
16,167.25 |
15,612.75 |
|
| R2 |
15,975.75 |
15,975.75 |
15,573.00 |
|
| R1 |
15,734.75 |
15,734.75 |
15,533.50 |
15,639.00 |
| PP |
15,543.25 |
15,543.25 |
15,543.25 |
15,495.50 |
| S1 |
15,302.25 |
15,302.25 |
15,454.00 |
15,206.50 |
| S2 |
15,110.75 |
15,110.75 |
15,414.50 |
|
| S3 |
14,678.25 |
14,869.75 |
15,374.75 |
|
| S4 |
14,245.75 |
14,437.25 |
15,256.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,784.25 |
15,351.75 |
432.50 |
2.8% |
201.50 |
1.3% |
75% |
False |
False |
164,395 |
| 10 |
15,855.50 |
15,163.75 |
691.75 |
4.4% |
205.25 |
1.3% |
74% |
False |
False |
83,625 |
| 20 |
15,855.50 |
14,792.00 |
1,063.50 |
6.8% |
252.75 |
1.6% |
83% |
False |
False |
43,095 |
| 40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.4% |
249.00 |
1.6% |
60% |
False |
False |
22,512 |
| 60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.4% |
241.50 |
1.5% |
60% |
False |
False |
15,479 |
| 80 |
16,264.25 |
13,779.00 |
2,485.25 |
15.9% |
236.50 |
1.5% |
76% |
False |
False |
11,649 |
| 100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.3% |
215.25 |
1.4% |
81% |
False |
False |
9,321 |
| 120 |
16,264.25 |
12,885.00 |
3,379.25 |
21.6% |
197.00 |
1.3% |
83% |
False |
False |
7,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,559.75 |
|
2.618 |
16,228.00 |
|
1.618 |
16,024.75 |
|
1.000 |
15,899.25 |
|
0.618 |
15,821.50 |
|
HIGH |
15,696.00 |
|
0.618 |
15,618.25 |
|
0.500 |
15,594.50 |
|
0.382 |
15,570.50 |
|
LOW |
15,492.75 |
|
0.618 |
15,367.25 |
|
1.000 |
15,289.50 |
|
1.618 |
15,164.00 |
|
2.618 |
14,960.75 |
|
4.250 |
14,629.00 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,647.50 |
15,624.00 |
| PP |
15,621.00 |
15,574.00 |
| S1 |
15,594.50 |
15,524.00 |
|