| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,795.0 |
16,026.0 |
231.0 |
1.5% |
15,900.0 |
| High |
16,029.0 |
16,153.0 |
124.0 |
0.8% |
16,153.0 |
| Low |
15,742.0 |
16,011.0 |
269.0 |
1.7% |
15,724.0 |
| Close |
15,976.0 |
16,058.0 |
82.0 |
0.5% |
16,058.0 |
| Range |
287.0 |
142.0 |
-145.0 |
-50.5% |
429.0 |
| ATR |
157.8 |
159.1 |
1.4 |
0.9% |
0.0 |
| Volume |
63,480 |
81,327 |
17,847 |
28.1% |
233,492 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,500.0 |
16,421.0 |
16,136.1 |
|
| R3 |
16,358.0 |
16,279.0 |
16,097.1 |
|
| R2 |
16,216.0 |
16,216.0 |
16,084.0 |
|
| R1 |
16,137.0 |
16,137.0 |
16,071.0 |
16,176.5 |
| PP |
16,074.0 |
16,074.0 |
16,074.0 |
16,093.8 |
| S1 |
15,995.0 |
15,995.0 |
16,045.0 |
16,034.5 |
| S2 |
15,932.0 |
15,932.0 |
16,032.0 |
|
| S3 |
15,790.0 |
15,853.0 |
16,019.0 |
|
| S4 |
15,648.0 |
15,711.0 |
15,979.9 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,265.3 |
17,090.7 |
16,294.0 |
|
| R3 |
16,836.3 |
16,661.7 |
16,176.0 |
|
| R2 |
16,407.3 |
16,407.3 |
16,136.7 |
|
| R1 |
16,232.7 |
16,232.7 |
16,097.3 |
16,320.0 |
| PP |
15,978.3 |
15,978.3 |
15,978.3 |
16,022.0 |
| S1 |
15,803.7 |
15,803.7 |
16,018.7 |
15,891.0 |
| S2 |
15,549.3 |
15,549.3 |
15,979.4 |
|
| S3 |
15,120.3 |
15,374.7 |
15,940.0 |
|
| S4 |
14,691.3 |
14,945.7 |
15,822.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,153.0 |
15,724.0 |
429.0 |
2.7% |
180.8 |
1.1% |
78% |
True |
False |
46,698 |
| 10 |
16,175.0 |
15,724.0 |
451.0 |
2.8% |
164.5 |
1.0% |
74% |
False |
False |
24,530 |
| 20 |
16,200.0 |
15,692.0 |
508.0 |
3.2% |
134.2 |
0.8% |
72% |
False |
False |
12,299 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
106.7 |
0.7% |
36% |
False |
False |
6,160 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
101.6 |
0.6% |
36% |
False |
False |
4,114 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
85.7 |
0.5% |
36% |
False |
False |
3,087 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
76.4 |
0.5% |
36% |
False |
False |
2,470 |
| 120 |
16,716.0 |
15,560.0 |
1,156.0 |
7.2% |
65.5 |
0.4% |
43% |
False |
False |
2,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,756.5 |
|
2.618 |
16,524.8 |
|
1.618 |
16,382.8 |
|
1.000 |
16,295.0 |
|
0.618 |
16,240.8 |
|
HIGH |
16,153.0 |
|
0.618 |
16,098.8 |
|
0.500 |
16,082.0 |
|
0.382 |
16,065.2 |
|
LOW |
16,011.0 |
|
0.618 |
15,923.2 |
|
1.000 |
15,869.0 |
|
1.618 |
15,781.2 |
|
2.618 |
15,639.2 |
|
4.250 |
15,407.5 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,082.0 |
16,018.2 |
| PP |
16,074.0 |
15,978.3 |
| S1 |
16,066.0 |
15,938.5 |
|