Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,723.0 |
7,743.0 |
20.0 |
0.3% |
7,549.5 |
High |
7,799.5 |
7,798.0 |
-1.5 |
0.0% |
7,810.5 |
Low |
7,694.0 |
7,690.5 |
-3.5 |
0.0% |
7,531.0 |
Close |
7,793.5 |
7,730.5 |
-63.0 |
-0.8% |
7,791.5 |
Range |
105.5 |
107.5 |
2.0 |
1.9% |
279.5 |
ATR |
73.3 |
75.8 |
2.4 |
3.3% |
0.0 |
Volume |
91,789 |
111,852 |
20,063 |
21.9% |
1,045,779 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,062.0 |
8,004.0 |
7,789.5 |
|
R3 |
7,954.5 |
7,896.5 |
7,760.0 |
|
R2 |
7,847.0 |
7,847.0 |
7,750.0 |
|
R1 |
7,789.0 |
7,789.0 |
7,740.5 |
7,764.0 |
PP |
7,739.5 |
7,739.5 |
7,739.5 |
7,727.5 |
S1 |
7,681.5 |
7,681.5 |
7,720.5 |
7,657.0 |
S2 |
7,632.0 |
7,632.0 |
7,711.0 |
|
S3 |
7,524.5 |
7,574.0 |
7,701.0 |
|
S4 |
7,417.0 |
7,466.5 |
7,671.5 |
|
|
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 |
7,690.5 |
120.0 |
1.6% |
78.0 |
1.0% |
33% |
False |
True |
109,055 |
10 |
7,810.5 |
7,466.5 |
344.0 |
4.4% |
85.5 |
1.1% |
77% |
False |
False |
151,171 |
20 |
7,810.5 |
7,400.0 |
410.5 |
5.3% |
71.0 |
0.9% |
81% |
False |
False |
77,798 |
40 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
51.5 |
0.7% |
85% |
False |
False |
38,913 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
39.5 |
0.5% |
85% |
False |
False |
25,952 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.8% |
30.0 |
0.4% |
85% |
False |
False |
19,464 |
100 |
7,848.0 |
7,285.5 |
562.5 |
7.3% |
24.5 |
0.3% |
79% |
False |
False |
15,572 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.2% |
21.0 |
0.3% |
62% |
False |
False |
12,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,255.0 |
2.618 |
8,079.5 |
1.618 |
7,972.0 |
1.000 |
7,905.5 |
0.618 |
7,864.5 |
HIGH |
7,798.0 |
0.618 |
7,757.0 |
0.500 |
7,744.0 |
0.382 |
7,731.5 |
LOW |
7,690.5 |
0.618 |
7,624.0 |
1.000 |
7,583.0 |
1.618 |
7,516.5 |
2.618 |
7,409.0 |
4.250 |
7,233.5 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,744.0 |
7,745.0 |
PP |
7,739.5 |
7,740.0 |
S1 |
7,735.0 |
7,735.5 |
|