Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
16,051.0 |
15,887.0 |
-164.0 |
-1.0% |
15,900.0 |
High |
16,063.0 |
15,902.0 |
-161.0 |
-1.0% |
16,153.0 |
Low |
15,847.0 |
15,783.0 |
-64.0 |
-0.4% |
15,724.0 |
Close |
15,873.0 |
15,811.0 |
-62.0 |
-0.4% |
16,058.0 |
Range |
216.0 |
119.0 |
-97.0 |
-44.9% |
429.0 |
ATR |
163.2 |
160.0 |
-3.2 |
-1.9% |
0.0 |
Volume |
60,428 |
51,067 |
-9,361 |
-15.5% |
233,492 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,189.0 |
16,119.0 |
15,876.5 |
|
R3 |
16,070.0 |
16,000.0 |
15,843.7 |
|
R2 |
15,951.0 |
15,951.0 |
15,832.8 |
|
R1 |
15,881.0 |
15,881.0 |
15,821.9 |
15,856.5 |
PP |
15,832.0 |
15,832.0 |
15,832.0 |
15,819.8 |
S1 |
15,762.0 |
15,762.0 |
15,800.1 |
15,737.5 |
S2 |
15,713.0 |
15,713.0 |
15,789.2 |
|
S3 |
15,594.0 |
15,643.0 |
15,778.3 |
|
S4 |
15,475.0 |
15,524.0 |
15,745.6 |
|
|
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% |
188.0 |
1.2% |
20% |
False |
False |
58,207 |
10 |
16,153.0 |
15,724.0 |
429.0 |
2.7% |
170.1 |
1.1% |
20% |
False |
False |
35,599 |
20 |
16,200.0 |
15,724.0 |
476.0 |
3.0% |
142.0 |
0.9% |
18% |
False |
False |
17,866 |
40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
112.9 |
0.7% |
12% |
False |
False |
8,947 |
60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
103.2 |
0.7% |
12% |
False |
False |
5,971 |
80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
88.6 |
0.6% |
12% |
False |
False |
4,480 |
100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
79.8 |
0.5% |
12% |
False |
False |
3,585 |
120 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
68.2 |
0.4% |
12% |
False |
False |
2,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,407.8 |
2.618 |
16,213.5 |
1.618 |
16,094.5 |
1.000 |
16,021.0 |
0.618 |
15,975.5 |
HIGH |
15,902.0 |
0.618 |
15,856.5 |
0.500 |
15,842.5 |
0.382 |
15,828.5 |
LOW |
15,783.0 |
0.618 |
15,709.5 |
1.000 |
15,664.0 |
1.618 |
15,590.5 |
2.618 |
15,471.5 |
4.250 |
15,277.3 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,842.5 |
15,968.0 |
PP |
15,832.0 |
15,915.7 |
S1 |
15,821.5 |
15,863.3 |
|