Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,677.00 |
15,382.25 |
-294.75 |
-1.9% |
15,501.75 |
High |
15,719.75 |
15,461.00 |
-258.75 |
-1.6% |
15,719.75 |
Low |
15,356.75 |
15,330.50 |
-26.25 |
-0.2% |
15,356.75 |
Close |
15,392.25 |
15,414.50 |
22.25 |
0.1% |
15,392.25 |
Range |
363.00 |
130.50 |
-232.50 |
-64.0% |
363.00 |
ATR |
241.44 |
233.52 |
-7.92 |
-3.3% |
0.00 |
Volume |
708,762 |
509,746 |
-199,016 |
-28.1% |
3,359,878 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,793.50 |
15,734.50 |
15,486.25 |
|
R3 |
15,663.00 |
15,604.00 |
15,450.50 |
|
R2 |
15,532.50 |
15,532.50 |
15,438.50 |
|
R1 |
15,473.50 |
15,473.50 |
15,426.50 |
15,503.00 |
PP |
15,402.00 |
15,402.00 |
15,402.00 |
15,416.75 |
S1 |
15,343.00 |
15,343.00 |
15,402.50 |
15,372.50 |
S2 |
15,271.50 |
15,271.50 |
15,390.50 |
|
S3 |
15,141.00 |
15,212.50 |
15,378.50 |
|
S4 |
15,010.50 |
15,082.00 |
15,342.75 |
|
|
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 |
15,330.50 |
389.25 |
2.5% |
217.50 |
1.4% |
22% |
False |
True |
652,605 |
10 |
15,784.25 |
15,330.50 |
453.75 |
2.9% |
209.50 |
1.4% |
19% |
False |
True |
408,500 |
20 |
15,855.50 |
14,905.00 |
950.50 |
6.2% |
245.75 |
1.6% |
54% |
False |
False |
205,616 |
40 |
16,117.00 |
14,792.00 |
1,325.00 |
8.6% |
245.25 |
1.6% |
47% |
False |
False |
103,897 |
60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.6% |
237.50 |
1.5% |
42% |
False |
False |
69,748 |
80 |
16,264.25 |
13,888.50 |
2,375.75 |
15.4% |
238.75 |
1.5% |
64% |
False |
False |
52,433 |
100 |
16,264.25 |
13,162.25 |
3,102.00 |
20.1% |
219.50 |
1.4% |
73% |
False |
False |
41,952 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
20.6% |
199.50 |
1.3% |
73% |
False |
False |
34,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,015.50 |
2.618 |
15,802.75 |
1.618 |
15,672.25 |
1.000 |
15,591.50 |
0.618 |
15,541.75 |
HIGH |
15,461.00 |
0.618 |
15,411.25 |
0.500 |
15,395.75 |
0.382 |
15,380.25 |
LOW |
15,330.50 |
0.618 |
15,249.75 |
1.000 |
15,200.00 |
1.618 |
15,119.25 |
2.618 |
14,988.75 |
4.250 |
14,776.00 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,408.25 |
15,525.00 |
PP |
15,402.00 |
15,488.25 |
S1 |
15,395.75 |
15,451.50 |
|