| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,375.25 |
15,133.25 |
-242.00 |
-1.6% |
15,501.75 |
| High |
15,436.25 |
15,149.00 |
-287.25 |
-1.9% |
15,719.75 |
| Low |
15,127.00 |
14,841.00 |
-286.00 |
-1.9% |
15,356.75 |
| Close |
15,152.00 |
14,862.75 |
-289.25 |
-1.9% |
15,392.25 |
| Range |
309.25 |
308.00 |
-1.25 |
-0.4% |
363.00 |
| ATR |
236.29 |
241.62 |
5.34 |
2.3% |
0.00 |
| Volume |
605,256 |
702,742 |
97,486 |
16.1% |
3,359,878 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,875.00 |
15,676.75 |
15,032.25 |
|
| R3 |
15,567.00 |
15,368.75 |
14,947.50 |
|
| R2 |
15,259.00 |
15,259.00 |
14,919.25 |
|
| R1 |
15,060.75 |
15,060.75 |
14,891.00 |
15,006.00 |
| PP |
14,951.00 |
14,951.00 |
14,951.00 |
14,923.50 |
| S1 |
14,752.75 |
14,752.75 |
14,834.50 |
14,698.00 |
| S2 |
14,643.00 |
14,643.00 |
14,806.25 |
|
| S3 |
14,335.00 |
14,444.75 |
14,778.00 |
|
| S4 |
14,027.00 |
14,136.75 |
14,693.25 |
|
|
| 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 |
14,841.00 |
878.75 |
5.9% |
261.00 |
1.8% |
2% |
False |
True |
615,714 |
| 10 |
15,719.75 |
14,841.00 |
878.75 |
5.9% |
227.00 |
1.5% |
2% |
False |
True |
589,497 |
| 20 |
15,855.50 |
14,841.00 |
1,014.50 |
6.8% |
242.25 |
1.6% |
2% |
False |
True |
298,310 |
| 40 |
16,117.00 |
14,792.00 |
1,325.00 |
8.9% |
252.00 |
1.7% |
5% |
False |
False |
150,303 |
| 60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.9% |
237.50 |
1.6% |
5% |
False |
False |
100,680 |
| 80 |
16,264.25 |
14,596.75 |
1,667.50 |
11.2% |
237.75 |
1.6% |
16% |
False |
False |
75,679 |
| 100 |
16,264.25 |
13,303.00 |
2,961.25 |
19.9% |
222.75 |
1.5% |
53% |
False |
False |
60,552 |
| 120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.4% |
205.25 |
1.4% |
56% |
False |
False |
50,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,458.00 |
|
2.618 |
15,955.25 |
|
1.618 |
15,647.25 |
|
1.000 |
15,457.00 |
|
0.618 |
15,339.25 |
|
HIGH |
15,149.00 |
|
0.618 |
15,031.25 |
|
0.500 |
14,995.00 |
|
0.382 |
14,958.75 |
|
LOW |
14,841.00 |
|
0.618 |
14,650.75 |
|
1.000 |
14,533.00 |
|
1.618 |
14,342.75 |
|
2.618 |
14,034.75 |
|
4.250 |
13,532.00 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,995.00 |
15,141.50 |
| PP |
14,951.00 |
15,048.75 |
| S1 |
14,906.75 |
14,955.75 |
|