| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,887.0 |
15,827.0 |
-60.0 |
-0.4% |
15,900.0 |
| High |
15,902.0 |
15,963.0 |
61.0 |
0.4% |
16,153.0 |
| Low |
15,783.0 |
15,806.0 |
23.0 |
0.1% |
15,724.0 |
| Close |
15,811.0 |
15,929.0 |
118.0 |
0.7% |
16,058.0 |
| Range |
119.0 |
157.0 |
38.0 |
31.9% |
429.0 |
| ATR |
160.0 |
159.8 |
-0.2 |
-0.1% |
0.0 |
| Volume |
51,067 |
52,191 |
1,124 |
2.2% |
233,492 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,370.3 |
16,306.7 |
16,015.4 |
|
| R3 |
16,213.3 |
16,149.7 |
15,972.2 |
|
| R2 |
16,056.3 |
16,056.3 |
15,957.8 |
|
| R1 |
15,992.7 |
15,992.7 |
15,943.4 |
16,024.5 |
| PP |
15,899.3 |
15,899.3 |
15,899.3 |
15,915.3 |
| S1 |
15,835.7 |
15,835.7 |
15,914.6 |
15,867.5 |
| S2 |
15,742.3 |
15,742.3 |
15,900.2 |
|
| S3 |
15,585.3 |
15,678.7 |
15,885.8 |
|
| S4 |
15,428.3 |
15,521.7 |
15,842.7 |
|
|
| 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 |
15,742.0 |
411.0 |
2.6% |
184.2 |
1.2% |
45% |
False |
False |
61,698 |
| 10 |
16,153.0 |
15,724.0 |
429.0 |
2.7% |
174.2 |
1.1% |
48% |
False |
False |
40,744 |
| 20 |
16,200.0 |
15,724.0 |
476.0 |
3.0% |
146.9 |
0.9% |
43% |
False |
False |
20,475 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
116.4 |
0.7% |
23% |
False |
False |
10,252 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
104.0 |
0.7% |
23% |
False |
False |
6,841 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
89.8 |
0.6% |
23% |
False |
False |
5,133 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
79.6 |
0.5% |
23% |
False |
False |
4,107 |
| 120 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
69.6 |
0.4% |
23% |
False |
False |
3,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,630.3 |
|
2.618 |
16,374.0 |
|
1.618 |
16,217.0 |
|
1.000 |
16,120.0 |
|
0.618 |
16,060.0 |
|
HIGH |
15,963.0 |
|
0.618 |
15,903.0 |
|
0.500 |
15,884.5 |
|
0.382 |
15,866.0 |
|
LOW |
15,806.0 |
|
0.618 |
15,709.0 |
|
1.000 |
15,649.0 |
|
1.618 |
15,552.0 |
|
2.618 |
15,395.0 |
|
4.250 |
15,138.8 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,914.2 |
15,927.0 |
| PP |
15,899.3 |
15,925.0 |
| S1 |
15,884.5 |
15,923.0 |
|