| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,501.75 |
15,662.25 |
160.50 |
1.0% |
15,709.00 |
| High |
15,696.00 |
15,680.00 |
-16.00 |
-0.1% |
15,784.25 |
| Low |
15,492.75 |
15,483.75 |
-9.00 |
-0.1% |
15,351.75 |
| Close |
15,674.25 |
15,500.00 |
-174.25 |
-1.1% |
15,493.75 |
| Range |
203.25 |
196.25 |
-7.00 |
-3.4% |
432.50 |
| ATR |
240.70 |
237.52 |
-3.17 |
-1.3% |
0.00 |
| Volume |
606,599 |
643,521 |
36,922 |
6.1% |
215,379 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,143.25 |
16,018.00 |
15,608.00 |
|
| R3 |
15,947.00 |
15,821.75 |
15,554.00 |
|
| R2 |
15,750.75 |
15,750.75 |
15,536.00 |
|
| R1 |
15,625.50 |
15,625.50 |
15,518.00 |
15,590.00 |
| PP |
15,554.50 |
15,554.50 |
15,554.50 |
15,537.00 |
| S1 |
15,429.25 |
15,429.25 |
15,482.00 |
15,393.75 |
| S2 |
15,358.25 |
15,358.25 |
15,464.00 |
|
| S3 |
15,162.00 |
15,233.00 |
15,446.00 |
|
| S4 |
14,965.75 |
15,036.75 |
15,392.00 |
|
|
| 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 |
15,730.00 |
15,351.75 |
378.25 |
2.4% |
206.25 |
1.3% |
39% |
False |
False |
290,996 |
| 10 |
15,855.50 |
15,240.50 |
615.00 |
4.0% |
209.75 |
1.4% |
42% |
False |
False |
147,821 |
| 20 |
15,855.50 |
14,792.00 |
1,063.50 |
6.9% |
249.75 |
1.6% |
67% |
False |
False |
75,134 |
| 40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.5% |
248.50 |
1.6% |
48% |
False |
False |
38,571 |
| 60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.5% |
238.50 |
1.5% |
48% |
False |
False |
26,185 |
| 80 |
16,264.25 |
13,888.50 |
2,375.75 |
15.3% |
236.75 |
1.5% |
68% |
False |
False |
19,693 |
| 100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.5% |
216.25 |
1.4% |
76% |
False |
False |
15,757 |
| 120 |
16,264.25 |
12,885.00 |
3,379.25 |
21.8% |
196.00 |
1.3% |
77% |
False |
False |
13,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,514.00 |
|
2.618 |
16,193.75 |
|
1.618 |
15,997.50 |
|
1.000 |
15,876.25 |
|
0.618 |
15,801.25 |
|
HIGH |
15,680.00 |
|
0.618 |
15,605.00 |
|
0.500 |
15,582.00 |
|
0.382 |
15,558.75 |
|
LOW |
15,483.75 |
|
0.618 |
15,362.50 |
|
1.000 |
15,287.50 |
|
1.618 |
15,166.25 |
|
2.618 |
14,970.00 |
|
4.250 |
14,649.75 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,582.00 |
15,556.50 |
| PP |
15,554.50 |
15,537.75 |
| S1 |
15,527.25 |
15,518.75 |
|