| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,827.0 |
15,828.0 |
1.0 |
0.0% |
15,900.0 |
| High |
15,963.0 |
15,847.0 |
-116.0 |
-0.7% |
16,153.0 |
| Low |
15,806.0 |
15,630.0 |
-176.0 |
-1.1% |
15,724.0 |
| Close |
15,929.0 |
15,720.0 |
-209.0 |
-1.3% |
16,058.0 |
| Range |
157.0 |
217.0 |
60.0 |
38.2% |
429.0 |
| ATR |
159.8 |
169.8 |
9.9 |
6.2% |
0.0 |
| Volume |
52,191 |
74,370 |
22,179 |
42.5% |
233,492 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,383.3 |
16,268.7 |
15,839.4 |
|
| R3 |
16,166.3 |
16,051.7 |
15,779.7 |
|
| R2 |
15,949.3 |
15,949.3 |
15,759.8 |
|
| R1 |
15,834.7 |
15,834.7 |
15,739.9 |
15,783.5 |
| PP |
15,732.3 |
15,732.3 |
15,732.3 |
15,706.8 |
| S1 |
15,617.7 |
15,617.7 |
15,700.1 |
15,566.5 |
| S2 |
15,515.3 |
15,515.3 |
15,680.2 |
|
| S3 |
15,298.3 |
15,400.7 |
15,660.3 |
|
| S4 |
15,081.3 |
15,183.7 |
15,600.7 |
|
|
| 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 |
15,630.0 |
523.0 |
3.3% |
170.2 |
1.1% |
17% |
False |
True |
63,876 |
| 10 |
16,153.0 |
15,630.0 |
523.0 |
3.3% |
182.5 |
1.2% |
17% |
False |
True |
48,006 |
| 20 |
16,200.0 |
15,630.0 |
570.0 |
3.6% |
152.8 |
1.0% |
16% |
False |
True |
24,192 |
| 40 |
16,716.0 |
15,630.0 |
1,086.0 |
6.9% |
119.2 |
0.8% |
8% |
False |
True |
12,110 |
| 60 |
16,716.0 |
15,630.0 |
1,086.0 |
6.9% |
106.4 |
0.7% |
8% |
False |
True |
8,080 |
| 80 |
16,716.0 |
15,630.0 |
1,086.0 |
6.9% |
92.5 |
0.6% |
8% |
False |
True |
6,062 |
| 100 |
16,716.0 |
15,630.0 |
1,086.0 |
6.9% |
81.4 |
0.5% |
8% |
False |
True |
4,850 |
| 120 |
16,716.0 |
15,630.0 |
1,086.0 |
6.9% |
71.4 |
0.5% |
8% |
False |
True |
4,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,769.3 |
|
2.618 |
16,415.1 |
|
1.618 |
16,198.1 |
|
1.000 |
16,064.0 |
|
0.618 |
15,981.1 |
|
HIGH |
15,847.0 |
|
0.618 |
15,764.1 |
|
0.500 |
15,738.5 |
|
0.382 |
15,712.9 |
|
LOW |
15,630.0 |
|
0.618 |
15,495.9 |
|
1.000 |
15,413.0 |
|
1.618 |
15,278.9 |
|
2.618 |
15,061.9 |
|
4.250 |
14,707.8 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,738.5 |
15,796.5 |
| PP |
15,732.3 |
15,771.0 |
| S1 |
15,726.2 |
15,745.5 |
|