Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,133.25 |
14,854.50 |
-278.75 |
-1.8% |
15,382.25 |
High |
15,149.00 |
15,027.50 |
-121.50 |
-0.8% |
15,461.00 |
Low |
14,841.00 |
14,836.25 |
-4.75 |
0.0% |
14,836.25 |
Close |
14,862.75 |
14,869.50 |
6.75 |
0.0% |
14,869.50 |
Range |
308.00 |
191.25 |
-116.75 |
-37.9% |
624.75 |
ATR |
241.62 |
238.03 |
-3.60 |
-1.5% |
0.00 |
Volume |
702,742 |
624,056 |
-78,686 |
-11.2% |
2,993,865 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,484.75 |
15,368.50 |
14,974.75 |
|
R3 |
15,293.50 |
15,177.25 |
14,922.00 |
|
R2 |
15,102.25 |
15,102.25 |
14,904.50 |
|
R1 |
14,986.00 |
14,986.00 |
14,887.00 |
15,044.00 |
PP |
14,911.00 |
14,911.00 |
14,911.00 |
14,940.25 |
S1 |
14,794.75 |
14,794.75 |
14,852.00 |
14,853.00 |
S2 |
14,719.75 |
14,719.75 |
14,834.50 |
|
S3 |
14,528.50 |
14,603.50 |
14,817.00 |
|
S4 |
14,337.25 |
14,412.25 |
14,764.25 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,929.75 |
16,524.50 |
15,213.00 |
|
R3 |
16,305.00 |
15,899.75 |
15,041.25 |
|
R2 |
15,680.25 |
15,680.25 |
14,984.00 |
|
R1 |
15,275.00 |
15,275.00 |
14,926.75 |
15,165.25 |
PP |
15,055.50 |
15,055.50 |
15,055.50 |
15,000.75 |
S1 |
14,650.25 |
14,650.25 |
14,812.25 |
14,540.50 |
S2 |
14,430.75 |
14,430.75 |
14,755.00 |
|
S3 |
13,806.00 |
14,025.50 |
14,697.75 |
|
S4 |
13,181.25 |
13,400.75 |
14,526.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,461.00 |
14,836.25 |
624.75 |
4.2% |
226.50 |
1.5% |
5% |
False |
True |
598,773 |
10 |
15,719.75 |
14,836.25 |
883.50 |
5.9% |
229.25 |
1.5% |
4% |
False |
True |
635,374 |
20 |
15,855.50 |
14,836.25 |
1,019.25 |
6.9% |
221.75 |
1.5% |
3% |
False |
True |
329,320 |
40 |
16,117.00 |
14,792.00 |
1,325.00 |
8.9% |
247.00 |
1.7% |
6% |
False |
False |
165,803 |
60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.9% |
237.25 |
1.6% |
5% |
False |
False |
111,066 |
80 |
16,264.25 |
14,596.75 |
1,667.50 |
11.2% |
237.50 |
1.6% |
16% |
False |
False |
83,478 |
100 |
16,264.25 |
13,303.00 |
2,961.25 |
19.9% |
224.25 |
1.5% |
53% |
False |
False |
66,792 |
120 |
16,264.25 |
13,083.00 |
3,181.25 |
21.4% |
206.00 |
1.4% |
56% |
False |
False |
55,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,840.25 |
2.618 |
15,528.25 |
1.618 |
15,337.00 |
1.000 |
15,218.75 |
0.618 |
15,145.75 |
HIGH |
15,027.50 |
0.618 |
14,954.50 |
0.500 |
14,932.00 |
0.382 |
14,909.25 |
LOW |
14,836.25 |
0.618 |
14,718.00 |
1.000 |
14,645.00 |
1.618 |
14,526.75 |
2.618 |
14,335.50 |
4.250 |
14,023.50 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
14,932.00 |
15,136.25 |
PP |
14,911.00 |
15,047.25 |
S1 |
14,890.25 |
14,958.50 |
|