| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
16,026.0 |
16,051.0 |
25.0 |
0.2% |
15,900.0 |
| High |
16,153.0 |
16,063.0 |
-90.0 |
-0.6% |
16,153.0 |
| Low |
16,011.0 |
15,847.0 |
-164.0 |
-1.0% |
15,724.0 |
| Close |
16,058.0 |
15,873.0 |
-185.0 |
-1.2% |
16,058.0 |
| Range |
142.0 |
216.0 |
74.0 |
52.1% |
429.0 |
| ATR |
159.1 |
163.2 |
4.1 |
2.6% |
0.0 |
| Volume |
81,327 |
60,428 |
-20,899 |
-25.7% |
233,492 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,575.7 |
16,440.3 |
15,991.8 |
|
| R3 |
16,359.7 |
16,224.3 |
15,932.4 |
|
| R2 |
16,143.7 |
16,143.7 |
15,912.6 |
|
| R1 |
16,008.3 |
16,008.3 |
15,892.8 |
15,968.0 |
| PP |
15,927.7 |
15,927.7 |
15,927.7 |
15,907.5 |
| S1 |
15,792.3 |
15,792.3 |
15,853.2 |
15,752.0 |
| S2 |
15,711.7 |
15,711.7 |
15,833.4 |
|
| S3 |
15,495.7 |
15,576.3 |
15,813.6 |
|
| S4 |
15,279.7 |
15,360.3 |
15,754.2 |
|
|
| 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% |
194.6 |
1.2% |
35% |
False |
False |
54,289 |
| 10 |
16,153.0 |
15,724.0 |
429.0 |
2.7% |
170.1 |
1.1% |
35% |
False |
False |
30,531 |
| 20 |
16,200.0 |
15,724.0 |
476.0 |
3.0% |
140.7 |
0.9% |
31% |
False |
False |
15,319 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
110.8 |
0.7% |
18% |
False |
False |
7,671 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
103.4 |
0.7% |
18% |
False |
False |
5,121 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
88.4 |
0.6% |
18% |
False |
False |
3,842 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
78.6 |
0.5% |
18% |
False |
False |
3,074 |
| 120 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
67.3 |
0.4% |
18% |
False |
False |
2,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,981.0 |
|
2.618 |
16,628.5 |
|
1.618 |
16,412.5 |
|
1.000 |
16,279.0 |
|
0.618 |
16,196.5 |
|
HIGH |
16,063.0 |
|
0.618 |
15,980.5 |
|
0.500 |
15,955.0 |
|
0.382 |
15,929.5 |
|
LOW |
15,847.0 |
|
0.618 |
15,713.5 |
|
1.000 |
15,631.0 |
|
1.618 |
15,497.5 |
|
2.618 |
15,281.5 |
|
4.250 |
14,929.0 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,955.0 |
15,947.5 |
| PP |
15,927.7 |
15,922.7 |
| S1 |
15,900.3 |
15,897.8 |
|