Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,662.25 |
15,500.75 |
-161.50 |
-1.0% |
15,709.00 |
High |
15,680.00 |
15,619.75 |
-60.25 |
-0.4% |
15,784.25 |
Low |
15,483.75 |
15,406.00 |
-77.75 |
-0.5% |
15,351.75 |
Close |
15,500.00 |
15,552.25 |
52.25 |
0.3% |
15,493.75 |
Range |
196.25 |
213.75 |
17.50 |
8.9% |
432.50 |
ATR |
237.52 |
235.83 |
-1.70 |
-0.7% |
0.00 |
Volume |
643,521 |
752,742 |
109,221 |
17.0% |
215,379 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,167.25 |
16,073.50 |
15,669.75 |
|
R3 |
15,953.50 |
15,859.75 |
15,611.00 |
|
R2 |
15,739.75 |
15,739.75 |
15,591.50 |
|
R1 |
15,646.00 |
15,646.00 |
15,571.75 |
15,693.00 |
PP |
15,526.00 |
15,526.00 |
15,526.00 |
15,549.50 |
S1 |
15,432.25 |
15,432.25 |
15,532.75 |
15,479.00 |
S2 |
15,312.25 |
15,312.25 |
15,513.00 |
|
S3 |
15,098.50 |
15,218.50 |
15,493.50 |
|
S4 |
14,884.75 |
15,004.75 |
15,434.75 |
|
|
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 |
15,696.00 |
15,351.75 |
344.25 |
2.2% |
204.25 |
1.3% |
58% |
False |
False |
438,630 |
10 |
15,855.50 |
15,351.75 |
503.75 |
3.2% |
193.00 |
1.2% |
40% |
False |
False |
222,745 |
20 |
15,855.50 |
14,792.00 |
1,063.50 |
6.8% |
247.75 |
1.6% |
71% |
False |
False |
112,676 |
40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.5% |
246.50 |
1.6% |
52% |
False |
False |
57,350 |
60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.5% |
238.50 |
1.5% |
52% |
False |
False |
38,719 |
80 |
16,264.25 |
13,888.50 |
2,375.75 |
15.3% |
236.00 |
1.5% |
70% |
False |
False |
29,101 |
100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.5% |
217.00 |
1.4% |
78% |
False |
False |
23,284 |
120 |
16,264.25 |
12,885.00 |
3,379.25 |
21.7% |
196.50 |
1.3% |
79% |
False |
False |
19,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,528.25 |
2.618 |
16,179.25 |
1.618 |
15,965.50 |
1.000 |
15,833.50 |
0.618 |
15,751.75 |
HIGH |
15,619.75 |
0.618 |
15,538.00 |
0.500 |
15,513.00 |
0.382 |
15,487.75 |
LOW |
15,406.00 |
0.618 |
15,274.00 |
1.000 |
15,192.25 |
1.618 |
15,060.25 |
2.618 |
14,846.50 |
4.250 |
14,497.50 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,539.00 |
15,551.75 |
PP |
15,526.00 |
15,551.50 |
S1 |
15,513.00 |
15,551.00 |
|