Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,382.25 |
15,424.25 |
42.00 |
0.3% |
15,501.75 |
High |
15,461.00 |
15,442.25 |
-18.75 |
-0.1% |
15,719.75 |
Low |
15,330.50 |
15,248.50 |
-82.00 |
-0.5% |
15,356.75 |
Close |
15,414.50 |
15,375.25 |
-39.25 |
-0.3% |
15,392.25 |
Range |
130.50 |
193.75 |
63.25 |
48.5% |
363.00 |
ATR |
233.52 |
230.68 |
-2.84 |
-1.2% |
0.00 |
Volume |
509,746 |
552,065 |
42,319 |
8.3% |
3,359,878 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,936.50 |
15,849.75 |
15,481.75 |
|
R3 |
15,742.75 |
15,656.00 |
15,428.50 |
|
R2 |
15,549.00 |
15,549.00 |
15,410.75 |
|
R1 |
15,462.25 |
15,462.25 |
15,393.00 |
15,408.75 |
PP |
15,355.25 |
15,355.25 |
15,355.25 |
15,328.50 |
S1 |
15,268.50 |
15,268.50 |
15,357.50 |
15,215.00 |
S2 |
15,161.50 |
15,161.50 |
15,339.75 |
|
S3 |
14,967.75 |
15,074.75 |
15,322.00 |
|
S4 |
14,774.00 |
14,881.00 |
15,268.75 |
|
|
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 |
15,248.50 |
471.25 |
3.1% |
217.00 |
1.4% |
27% |
False |
True |
634,313 |
10 |
15,730.00 |
15,248.50 |
481.50 |
3.1% |
211.50 |
1.4% |
26% |
False |
True |
462,655 |
20 |
15,855.50 |
14,939.75 |
915.75 |
6.0% |
240.75 |
1.6% |
48% |
False |
False |
233,114 |
40 |
16,117.00 |
14,792.00 |
1,325.00 |
8.6% |
246.75 |
1.6% |
44% |
False |
False |
117,673 |
60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.6% |
236.75 |
1.5% |
40% |
False |
False |
78,922 |
80 |
16,264.25 |
14,144.00 |
2,120.25 |
13.8% |
238.00 |
1.5% |
58% |
False |
False |
59,331 |
100 |
16,264.25 |
13,303.00 |
2,961.25 |
19.3% |
220.50 |
1.4% |
70% |
False |
False |
47,472 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
20.7% |
201.25 |
1.3% |
72% |
False |
False |
39,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,265.75 |
2.618 |
15,949.50 |
1.618 |
15,755.75 |
1.000 |
15,636.00 |
0.618 |
15,562.00 |
HIGH |
15,442.25 |
0.618 |
15,368.25 |
0.500 |
15,345.50 |
0.382 |
15,322.50 |
LOW |
15,248.50 |
0.618 |
15,128.75 |
1.000 |
15,054.75 |
1.618 |
14,935.00 |
2.618 |
14,741.25 |
4.250 |
14,425.00 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,365.25 |
15,484.00 |
PP |
15,355.25 |
15,447.75 |
S1 |
15,345.50 |
15,411.50 |
|