Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,723.0 |
7,723.0 |
0.0 |
0.0% |
7,549.5 |
High |
7,742.0 |
7,799.5 |
57.5 |
0.7% |
7,810.5 |
Low |
7,699.5 |
7,694.0 |
-5.5 |
-0.1% |
7,531.0 |
Close |
7,717.5 |
7,793.5 |
76.0 |
1.0% |
7,791.5 |
Range |
42.5 |
105.5 |
63.0 |
148.2% |
279.5 |
ATR |
70.9 |
73.3 |
2.5 |
3.5% |
0.0 |
Volume |
73,799 |
91,789 |
17,990 |
24.4% |
1,045,779 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,079.0 |
8,041.5 |
7,851.5 |
|
R3 |
7,973.5 |
7,936.0 |
7,822.5 |
|
R2 |
7,868.0 |
7,868.0 |
7,813.0 |
|
R1 |
7,830.5 |
7,830.5 |
7,803.0 |
7,849.0 |
PP |
7,762.5 |
7,762.5 |
7,762.5 |
7,771.5 |
S1 |
7,725.0 |
7,725.0 |
7,784.0 |
7,744.0 |
S2 |
7,657.0 |
7,657.0 |
7,774.0 |
|
S3 |
7,551.5 |
7,619.5 |
7,764.5 |
|
S4 |
7,446.0 |
7,514.0 |
7,735.5 |
|
|
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 |
7,585.0 |
225.5 |
2.9% |
93.0 |
1.2% |
92% |
False |
False |
112,298 |
10 |
7,810.5 |
7,451.5 |
359.0 |
4.6% |
82.5 |
1.1% |
95% |
False |
False |
143,849 |
20 |
7,810.5 |
7,357.0 |
453.5 |
5.8% |
67.0 |
0.9% |
96% |
False |
False |
72,207 |
40 |
7,810.5 |
7,285.5 |
525.0 |
6.7% |
50.0 |
0.6% |
97% |
False |
False |
36,117 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.7% |
38.0 |
0.5% |
97% |
False |
False |
24,087 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.7% |
29.0 |
0.4% |
97% |
False |
False |
18,066 |
100 |
7,936.0 |
7,285.5 |
650.5 |
8.3% |
24.0 |
0.3% |
78% |
False |
False |
14,456 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.2% |
20.0 |
0.3% |
71% |
False |
False |
12,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,248.0 |
2.618 |
8,075.5 |
1.618 |
7,970.0 |
1.000 |
7,905.0 |
0.618 |
7,864.5 |
HIGH |
7,799.5 |
0.618 |
7,759.0 |
0.500 |
7,747.0 |
0.382 |
7,734.5 |
LOW |
7,694.0 |
0.618 |
7,629.0 |
1.000 |
7,588.5 |
1.618 |
7,523.5 |
2.618 |
7,418.0 |
4.250 |
7,245.5 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,778.0 |
7,778.0 |
PP |
7,762.5 |
7,762.5 |
S1 |
7,747.0 |
7,747.0 |
|