Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,506.0 |
7,549.5 |
43.5 |
0.6% |
7,565.0 |
High |
7,555.5 |
7,614.5 |
59.0 |
0.8% |
7,595.0 |
Low |
7,466.5 |
7,531.0 |
64.5 |
0.9% |
7,440.5 |
Close |
7,543.0 |
7,564.5 |
21.5 |
0.3% |
7,543.0 |
Range |
89.0 |
83.5 |
-5.5 |
-6.2% |
154.5 |
ATR |
64.1 |
65.5 |
1.4 |
2.2% |
0.0 |
Volume |
96,082 |
316,616 |
220,534 |
229.5% |
140,050 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,820.5 |
7,776.0 |
7,610.5 |
|
R3 |
7,737.0 |
7,692.5 |
7,587.5 |
|
R2 |
7,653.5 |
7,653.5 |
7,580.0 |
|
R1 |
7,609.0 |
7,609.0 |
7,572.0 |
7,631.0 |
PP |
7,570.0 |
7,570.0 |
7,570.0 |
7,581.0 |
S1 |
7,525.5 |
7,525.5 |
7,557.0 |
7,548.0 |
S2 |
7,486.5 |
7,486.5 |
7,549.0 |
|
S3 |
7,403.0 |
7,442.0 |
7,541.5 |
|
S4 |
7,319.5 |
7,358.5 |
7,518.5 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,989.5 |
7,921.0 |
7,628.0 |
|
R3 |
7,835.0 |
7,766.5 |
7,585.5 |
|
R2 |
7,680.5 |
7,680.5 |
7,571.5 |
|
R1 |
7,612.0 |
7,612.0 |
7,557.0 |
7,569.0 |
PP |
7,526.0 |
7,526.0 |
7,526.0 |
7,505.0 |
S1 |
7,457.5 |
7,457.5 |
7,529.0 |
7,414.5 |
S2 |
7,371.5 |
7,371.5 |
7,514.5 |
|
S3 |
7,217.0 |
7,303.0 |
7,500.5 |
|
S4 |
7,062.5 |
7,148.5 |
7,458.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,614.5 |
7,440.5 |
174.0 |
2.3% |
82.0 |
1.1% |
71% |
True |
False |
91,274 |
10 |
7,614.5 |
7,440.5 |
174.0 |
2.3% |
65.5 |
0.9% |
71% |
True |
False |
45,693 |
20 |
7,614.5 |
7,285.5 |
329.0 |
4.3% |
53.0 |
0.7% |
85% |
True |
False |
22,852 |
40 |
7,769.0 |
7,285.5 |
483.5 |
6.4% |
36.0 |
0.5% |
58% |
False |
False |
11,438 |
60 |
7,769.0 |
7,285.5 |
483.5 |
6.4% |
28.5 |
0.4% |
58% |
False |
False |
7,636 |
80 |
7,848.0 |
7,285.5 |
562.5 |
7.4% |
21.5 |
0.3% |
50% |
False |
False |
5,727 |
100 |
8,000.0 |
7,285.5 |
714.5 |
9.4% |
18.5 |
0.2% |
39% |
False |
False |
4,584 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.4% |
15.5 |
0.2% |
39% |
False |
False |
3,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,969.5 |
2.618 |
7,833.0 |
1.618 |
7,749.5 |
1.000 |
7,698.0 |
0.618 |
7,666.0 |
HIGH |
7,614.5 |
0.618 |
7,582.5 |
0.500 |
7,573.0 |
0.382 |
7,563.0 |
LOW |
7,531.0 |
0.618 |
7,479.5 |
1.000 |
7,447.5 |
1.618 |
7,396.0 |
2.618 |
7,312.5 |
4.250 |
7,176.0 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,573.0 |
7,554.0 |
PP |
7,570.0 |
7,543.5 |
S1 |
7,567.0 |
7,533.0 |
|