| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,900.0 |
15,990.0 |
90.0 |
0.6% |
15,976.0 |
| High |
16,036.0 |
15,998.0 |
-38.0 |
-0.2% |
16,000.0 |
| Low |
15,889.0 |
15,846.0 |
-43.0 |
-0.3% |
15,739.0 |
| Close |
15,971.0 |
15,882.0 |
-89.0 |
-0.6% |
15,906.0 |
| Range |
147.0 |
152.0 |
5.0 |
3.4% |
261.0 |
| ATR |
145.2 |
145.6 |
0.5 |
0.3% |
0.0 |
| Volume |
22,473 |
31,475 |
9,002 |
40.1% |
11,397 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,364.7 |
16,275.3 |
15,965.6 |
|
| R3 |
16,212.7 |
16,123.3 |
15,923.8 |
|
| R2 |
16,060.7 |
16,060.7 |
15,909.9 |
|
| R1 |
15,971.3 |
15,971.3 |
15,895.9 |
15,940.0 |
| PP |
15,908.7 |
15,908.7 |
15,908.7 |
15,893.0 |
| S1 |
15,819.3 |
15,819.3 |
15,868.1 |
15,788.0 |
| S2 |
15,756.7 |
15,756.7 |
15,854.1 |
|
| S3 |
15,604.7 |
15,667.3 |
15,840.2 |
|
| S4 |
15,452.7 |
15,515.3 |
15,798.4 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,664.7 |
16,546.3 |
16,049.6 |
|
| R3 |
16,403.7 |
16,285.3 |
15,977.8 |
|
| R2 |
16,142.7 |
16,142.7 |
15,953.9 |
|
| R1 |
16,024.3 |
16,024.3 |
15,929.9 |
15,953.0 |
| PP |
15,881.7 |
15,881.7 |
15,881.7 |
15,846.0 |
| S1 |
15,763.3 |
15,763.3 |
15,882.1 |
15,692.0 |
| S2 |
15,620.7 |
15,620.7 |
15,858.2 |
|
| S3 |
15,359.7 |
15,502.3 |
15,834.2 |
|
| S4 |
15,098.7 |
15,241.3 |
15,762.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,036.0 |
15,739.0 |
297.0 |
1.9% |
152.2 |
1.0% |
48% |
False |
False |
12,990 |
| 10 |
16,200.0 |
15,739.0 |
461.0 |
2.9% |
138.4 |
0.9% |
31% |
False |
False |
6,616 |
| 20 |
16,200.0 |
15,692.0 |
508.0 |
3.2% |
118.9 |
0.7% |
37% |
False |
False |
3,333 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
95.0 |
0.6% |
19% |
False |
False |
1,672 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
94.4 |
0.6% |
19% |
False |
False |
1,122 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
80.5 |
0.5% |
19% |
False |
False |
842 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
70.4 |
0.4% |
19% |
False |
False |
674 |
| 120 |
16,716.0 |
15,337.0 |
1,379.0 |
8.7% |
60.4 |
0.4% |
40% |
False |
False |
562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,644.0 |
|
2.618 |
16,395.9 |
|
1.618 |
16,243.9 |
|
1.000 |
16,150.0 |
|
0.618 |
16,091.9 |
|
HIGH |
15,998.0 |
|
0.618 |
15,939.9 |
|
0.500 |
15,922.0 |
|
0.382 |
15,904.1 |
|
LOW |
15,846.0 |
|
0.618 |
15,752.1 |
|
1.000 |
15,694.0 |
|
1.618 |
15,600.1 |
|
2.618 |
15,448.1 |
|
4.250 |
15,200.0 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,922.0 |
15,887.5 |
| PP |
15,908.7 |
15,885.7 |
| S1 |
15,895.3 |
15,883.8 |
|