Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,569.00 |
15,677.00 |
108.00 |
0.7% |
15,501.75 |
High |
15,714.50 |
15,719.75 |
5.25 |
0.0% |
15,719.75 |
Low |
15,531.00 |
15,356.75 |
-174.25 |
-1.1% |
15,356.75 |
Close |
15,673.50 |
15,392.25 |
-281.25 |
-1.8% |
15,392.25 |
Range |
183.50 |
363.00 |
179.50 |
97.8% |
363.00 |
ATR |
232.09 |
241.44 |
9.35 |
4.0% |
0.00 |
Volume |
648,254 |
708,762 |
60,508 |
9.3% |
3,359,878 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,578.50 |
16,348.50 |
15,592.00 |
|
R3 |
16,215.50 |
15,985.50 |
15,492.00 |
|
R2 |
15,852.50 |
15,852.50 |
15,458.75 |
|
R1 |
15,622.50 |
15,622.50 |
15,425.50 |
15,556.00 |
PP |
15,489.50 |
15,489.50 |
15,489.50 |
15,456.50 |
S1 |
15,259.50 |
15,259.50 |
15,359.00 |
15,193.00 |
S2 |
15,126.50 |
15,126.50 |
15,325.75 |
|
S3 |
14,763.50 |
14,896.50 |
15,292.50 |
|
S4 |
14,400.50 |
14,533.50 |
15,192.50 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,578.50 |
16,348.50 |
15,592.00 |
|
R3 |
16,215.50 |
15,985.50 |
15,492.00 |
|
R2 |
15,852.50 |
15,852.50 |
15,458.75 |
|
R1 |
15,622.50 |
15,622.50 |
15,425.50 |
15,556.00 |
PP |
15,489.50 |
15,489.50 |
15,489.50 |
15,456.50 |
S1 |
15,259.50 |
15,259.50 |
15,359.00 |
15,193.00 |
S2 |
15,126.50 |
15,126.50 |
15,325.75 |
|
S3 |
14,763.50 |
14,896.50 |
15,292.50 |
|
S4 |
14,400.50 |
14,533.50 |
15,192.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,719.75 |
15,356.75 |
363.00 |
2.4% |
232.00 |
1.5% |
10% |
True |
True |
671,975 |
10 |
15,855.50 |
15,351.75 |
503.75 |
3.3% |
217.00 |
1.4% |
8% |
False |
False |
357,889 |
20 |
15,855.50 |
14,792.00 |
1,063.50 |
6.9% |
248.75 |
1.6% |
56% |
False |
False |
180,300 |
40 |
16,117.00 |
14,792.00 |
1,325.00 |
8.6% |
247.00 |
1.6% |
45% |
False |
False |
91,205 |
60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.6% |
240.00 |
1.6% |
41% |
False |
False |
61,287 |
80 |
16,264.25 |
13,888.50 |
2,375.75 |
15.4% |
240.00 |
1.6% |
63% |
False |
False |
46,062 |
100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.7% |
220.00 |
1.4% |
73% |
False |
False |
36,854 |
120 |
16,264.25 |
12,885.00 |
3,379.25 |
22.0% |
199.50 |
1.3% |
74% |
False |
False |
30,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,262.50 |
2.618 |
16,670.00 |
1.618 |
16,307.00 |
1.000 |
16,082.75 |
0.618 |
15,944.00 |
HIGH |
15,719.75 |
0.618 |
15,581.00 |
0.500 |
15,538.25 |
0.382 |
15,495.50 |
LOW |
15,356.75 |
0.618 |
15,132.50 |
1.000 |
14,993.75 |
1.618 |
14,769.50 |
2.618 |
14,406.50 |
4.250 |
13,814.00 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,538.25 |
15,538.25 |
PP |
15,489.50 |
15,489.50 |
S1 |
15,441.00 |
15,441.00 |
|