Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,549.5 |
7,573.5 |
24.0 |
0.3% |
7,565.0 |
High |
7,614.5 |
7,616.0 |
1.5 |
0.0% |
7,595.0 |
Low |
7,531.0 |
7,562.5 |
31.5 |
0.4% |
7,440.5 |
Close |
7,564.5 |
7,594.5 |
30.0 |
0.4% |
7,543.0 |
Range |
83.5 |
53.5 |
-30.0 |
-35.9% |
154.5 |
ATR |
65.5 |
64.7 |
-0.9 |
-1.3% |
0.0 |
Volume |
316,616 |
256,222 |
-60,394 |
-19.1% |
140,050 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,751.5 |
7,726.5 |
7,624.0 |
|
R3 |
7,698.0 |
7,673.0 |
7,609.0 |
|
R2 |
7,644.5 |
7,644.5 |
7,604.5 |
|
R1 |
7,619.5 |
7,619.5 |
7,599.5 |
7,632.0 |
PP |
7,591.0 |
7,591.0 |
7,591.0 |
7,597.0 |
S1 |
7,566.0 |
7,566.0 |
7,589.5 |
7,578.5 |
S2 |
7,537.5 |
7,537.5 |
7,584.5 |
|
S3 |
7,484.0 |
7,512.5 |
7,580.0 |
|
S4 |
7,430.5 |
7,459.0 |
7,565.0 |
|
|
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 |
7,616.0 |
7,440.5 |
175.5 |
2.3% |
74.5 |
1.0% |
88% |
True |
False |
142,108 |
10 |
7,616.0 |
7,440.5 |
175.5 |
2.3% |
65.0 |
0.9% |
88% |
True |
False |
71,308 |
20 |
7,616.0 |
7,285.5 |
330.5 |
4.4% |
54.5 |
0.7% |
93% |
True |
False |
35,663 |
40 |
7,769.0 |
7,285.5 |
483.5 |
6.4% |
37.5 |
0.5% |
64% |
False |
False |
17,843 |
60 |
7,769.0 |
7,285.5 |
483.5 |
6.4% |
29.5 |
0.4% |
64% |
False |
False |
11,906 |
80 |
7,848.0 |
7,285.5 |
562.5 |
7.4% |
22.0 |
0.3% |
55% |
False |
False |
8,930 |
100 |
8,000.0 |
7,285.5 |
714.5 |
9.4% |
19.0 |
0.2% |
43% |
False |
False |
7,146 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.4% |
16.0 |
0.2% |
43% |
False |
False |
5,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,843.5 |
2.618 |
7,756.0 |
1.618 |
7,702.5 |
1.000 |
7,669.5 |
0.618 |
7,649.0 |
HIGH |
7,616.0 |
0.618 |
7,595.5 |
0.500 |
7,589.0 |
0.382 |
7,583.0 |
LOW |
7,562.5 |
0.618 |
7,529.5 |
1.000 |
7,509.0 |
1.618 |
7,476.0 |
2.618 |
7,422.5 |
4.250 |
7,335.0 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,593.0 |
7,577.0 |
PP |
7,591.0 |
7,559.0 |
S1 |
7,589.0 |
7,541.0 |
|