Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,573.5 |
7,587.5 |
14.0 |
0.2% |
7,565.0 |
High |
7,616.0 |
7,609.5 |
-6.5 |
-0.1% |
7,595.0 |
Low |
7,562.5 |
7,552.0 |
-10.5 |
-0.1% |
7,440.5 |
Close |
7,594.5 |
7,600.0 |
5.5 |
0.1% |
7,543.0 |
Range |
53.5 |
57.5 |
4.0 |
7.5% |
154.5 |
ATR |
64.7 |
64.1 |
-0.5 |
-0.8% |
0.0 |
Volume |
256,222 |
169,453 |
-86,769 |
-33.9% |
140,050 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,759.5 |
7,737.5 |
7,631.5 |
|
R3 |
7,702.0 |
7,680.0 |
7,616.0 |
|
R2 |
7,644.5 |
7,644.5 |
7,610.5 |
|
R1 |
7,622.5 |
7,622.5 |
7,605.5 |
7,633.5 |
PP |
7,587.0 |
7,587.0 |
7,587.0 |
7,593.0 |
S1 |
7,565.0 |
7,565.0 |
7,594.5 |
7,576.0 |
S2 |
7,529.5 |
7,529.5 |
7,589.5 |
|
S3 |
7,472.0 |
7,507.5 |
7,584.0 |
|
S4 |
7,414.5 |
7,450.0 |
7,568.5 |
|
|
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 |
7,616.0 |
7,451.5 |
164.5 |
2.2% |
72.0 |
0.9% |
90% |
False |
False |
175,401 |
10 |
7,616.0 |
7,440.5 |
175.5 |
2.3% |
68.5 |
0.9% |
91% |
False |
False |
88,242 |
20 |
7,616.0 |
7,285.5 |
330.5 |
4.3% |
53.0 |
0.7% |
95% |
False |
False |
44,135 |
40 |
7,769.0 |
7,285.5 |
483.5 |
6.4% |
39.0 |
0.5% |
65% |
False |
False |
22,080 |
60 |
7,769.0 |
7,285.5 |
483.5 |
6.4% |
30.5 |
0.4% |
65% |
False |
False |
14,730 |
80 |
7,832.0 |
7,285.5 |
546.5 |
7.2% |
23.0 |
0.3% |
58% |
False |
False |
11,048 |
100 |
8,000.0 |
7,285.5 |
714.5 |
9.4% |
19.5 |
0.3% |
44% |
False |
False |
8,841 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.4% |
16.5 |
0.2% |
44% |
False |
False |
7,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,854.0 |
2.618 |
7,760.0 |
1.618 |
7,702.5 |
1.000 |
7,667.0 |
0.618 |
7,645.0 |
HIGH |
7,609.5 |
0.618 |
7,587.5 |
0.500 |
7,581.0 |
0.382 |
7,574.0 |
LOW |
7,552.0 |
0.618 |
7,516.5 |
1.000 |
7,494.5 |
1.618 |
7,459.0 |
2.618 |
7,401.5 |
4.250 |
7,307.5 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,593.5 |
7,591.0 |
PP |
7,587.0 |
7,582.5 |
S1 |
7,581.0 |
7,573.5 |
|