Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,424.25 |
15,375.25 |
-49.00 |
-0.3% |
15,501.75 |
High |
15,442.25 |
15,436.25 |
-6.00 |
0.0% |
15,719.75 |
Low |
15,248.50 |
15,127.00 |
-121.50 |
-0.8% |
15,356.75 |
Close |
15,375.25 |
15,152.00 |
-223.25 |
-1.5% |
15,392.25 |
Range |
193.75 |
309.25 |
115.50 |
59.6% |
363.00 |
ATR |
230.68 |
236.29 |
5.61 |
2.4% |
0.00 |
Volume |
552,065 |
605,256 |
53,191 |
9.6% |
3,359,878 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,166.25 |
15,968.25 |
15,322.00 |
|
R3 |
15,857.00 |
15,659.00 |
15,237.00 |
|
R2 |
15,547.75 |
15,547.75 |
15,208.75 |
|
R1 |
15,349.75 |
15,349.75 |
15,180.25 |
15,294.00 |
PP |
15,238.50 |
15,238.50 |
15,238.50 |
15,210.50 |
S1 |
15,040.50 |
15,040.50 |
15,123.75 |
14,985.00 |
S2 |
14,929.25 |
14,929.25 |
15,095.25 |
|
S3 |
14,620.00 |
14,731.25 |
15,067.00 |
|
S4 |
14,310.75 |
14,422.00 |
14,982.00 |
|
|
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 |
15,127.00 |
592.75 |
3.9% |
236.00 |
1.6% |
4% |
False |
True |
604,816 |
10 |
15,719.75 |
15,127.00 |
592.75 |
3.9% |
220.25 |
1.5% |
4% |
False |
True |
521,723 |
20 |
15,855.50 |
14,939.75 |
915.75 |
6.0% |
246.75 |
1.6% |
23% |
False |
False |
263,284 |
40 |
16,117.00 |
14,792.00 |
1,325.00 |
8.7% |
250.00 |
1.6% |
27% |
False |
False |
132,762 |
60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.7% |
237.00 |
1.6% |
24% |
False |
False |
88,985 |
80 |
16,264.25 |
14,275.50 |
1,988.75 |
13.1% |
239.25 |
1.6% |
44% |
False |
False |
66,896 |
100 |
16,264.25 |
13,303.00 |
2,961.25 |
19.5% |
221.00 |
1.5% |
62% |
False |
False |
53,525 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.0% |
202.75 |
1.3% |
65% |
False |
False |
44,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,750.50 |
2.618 |
16,245.75 |
1.618 |
15,936.50 |
1.000 |
15,745.50 |
0.618 |
15,627.25 |
HIGH |
15,436.25 |
0.618 |
15,318.00 |
0.500 |
15,281.50 |
0.382 |
15,245.25 |
LOW |
15,127.00 |
0.618 |
14,936.00 |
1.000 |
14,817.75 |
1.618 |
14,626.75 |
2.618 |
14,317.50 |
4.250 |
13,812.75 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,281.50 |
15,294.00 |
PP |
15,238.50 |
15,246.75 |
S1 |
15,195.25 |
15,199.25 |
|