Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,767.0 |
7,780.0 |
13.0 |
0.2% |
7,549.5 |
High |
7,810.5 |
7,782.0 |
-28.5 |
-0.4% |
7,810.5 |
Low |
7,757.0 |
7,700.0 |
-57.0 |
-0.7% |
7,531.0 |
Close |
7,791.5 |
7,709.0 |
-82.5 |
-1.1% |
7,791.5 |
Range |
53.5 |
82.0 |
28.5 |
53.3% |
279.5 |
ATR |
71.6 |
73.1 |
1.4 |
2.0% |
0.0 |
Volume |
175,423 |
92,415 |
-83,008 |
-47.3% |
1,045,779 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,976.5 |
7,924.5 |
7,754.0 |
|
R3 |
7,894.5 |
7,842.5 |
7,731.5 |
|
R2 |
7,812.5 |
7,812.5 |
7,724.0 |
|
R1 |
7,760.5 |
7,760.5 |
7,716.5 |
7,745.5 |
PP |
7,730.5 |
7,730.5 |
7,730.5 |
7,723.0 |
S1 |
7,678.5 |
7,678.5 |
7,701.5 |
7,663.5 |
S2 |
7,648.5 |
7,648.5 |
7,694.0 |
|
S3 |
7,566.5 |
7,596.5 |
7,686.5 |
|
S4 |
7,484.5 |
7,514.5 |
7,664.0 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,549.5 |
8,450.0 |
7,945.0 |
|
R3 |
8,270.0 |
8,170.5 |
7,868.5 |
|
R2 |
7,990.5 |
7,990.5 |
7,842.5 |
|
R1 |
7,891.0 |
7,891.0 |
7,817.0 |
7,941.0 |
PP |
7,711.0 |
7,711.0 |
7,711.0 |
7,736.0 |
S1 |
7,611.5 |
7,611.5 |
7,766.0 |
7,661.0 |
S2 |
7,431.5 |
7,431.5 |
7,740.5 |
|
S3 |
7,152.0 |
7,332.0 |
7,714.5 |
|
S4 |
6,872.5 |
7,052.5 |
7,638.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,810.5 |
7,552.0 |
258.5 |
3.4% |
85.5 |
1.1% |
61% |
False |
False |
164,315 |
10 |
7,810.5 |
7,440.5 |
370.0 |
4.8% |
83.5 |
1.1% |
73% |
False |
False |
127,795 |
20 |
7,810.5 |
7,325.0 |
485.5 |
6.3% |
64.0 |
0.8% |
79% |
False |
False |
63,928 |
40 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
46.5 |
0.6% |
81% |
False |
False |
31,977 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
35.5 |
0.5% |
81% |
False |
False |
21,328 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
27.0 |
0.3% |
81% |
False |
False |
15,996 |
100 |
7,936.0 |
7,285.5 |
650.5 |
8.4% |
22.5 |
0.3% |
65% |
False |
False |
12,800 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.3% |
19.0 |
0.2% |
59% |
False |
False |
10,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,130.5 |
2.618 |
7,996.5 |
1.618 |
7,914.5 |
1.000 |
7,864.0 |
0.618 |
7,832.5 |
HIGH |
7,782.0 |
0.618 |
7,750.5 |
0.500 |
7,741.0 |
0.382 |
7,731.5 |
LOW |
7,700.0 |
0.618 |
7,649.5 |
1.000 |
7,618.0 |
1.618 |
7,567.5 |
2.618 |
7,485.5 |
4.250 |
7,351.5 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,741.0 |
7,705.0 |
PP |
7,730.5 |
7,701.5 |
S1 |
7,719.5 |
7,698.0 |
|