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 |
1,876.0 |
1,873.7 |
-2.3 |
-0.1% |
1,940.5 |
High |
1,884.9 |
1,881.6 |
-3.3 |
-0.2% |
1,943.0 |
Low |
1,868.9 |
1,854.1 |
-14.8 |
-0.8% |
1,866.8 |
Close |
1,873.3 |
1,860.4 |
-12.9 |
-0.7% |
1,872.3 |
Range |
16.0 |
27.5 |
11.5 |
71.9% |
76.2 |
ATR |
27.9 |
27.9 |
0.0 |
-0.1% |
0.0 |
Volume |
290,121 |
240,355 |
-49,766 |
-17.2% |
163,080 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.9 |
1,931.6 |
1,875.5 |
|
R3 |
1,920.4 |
1,904.1 |
1,868.0 |
|
R2 |
1,892.9 |
1,892.9 |
1,865.4 |
|
R1 |
1,876.6 |
1,876.6 |
1,862.9 |
1,871.0 |
PP |
1,865.4 |
1,865.4 |
1,865.4 |
1,862.6 |
S1 |
1,849.1 |
1,849.1 |
1,857.9 |
1,843.5 |
S2 |
1,837.9 |
1,837.9 |
1,855.4 |
|
S3 |
1,810.4 |
1,821.6 |
1,852.8 |
|
S4 |
1,782.9 |
1,794.1 |
1,845.3 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,122.6 |
2,073.7 |
1,914.2 |
|
R3 |
2,046.4 |
1,997.5 |
1,893.3 |
|
R2 |
1,970.2 |
1,970.2 |
1,886.3 |
|
R1 |
1,921.3 |
1,921.3 |
1,879.3 |
1,907.7 |
PP |
1,894.0 |
1,894.0 |
1,894.0 |
1,887.2 |
S1 |
1,845.1 |
1,845.1 |
1,865.3 |
1,831.5 |
S2 |
1,817.8 |
1,817.8 |
1,858.3 |
|
S3 |
1,741.6 |
1,768.9 |
1,851.3 |
|
S4 |
1,665.4 |
1,692.7 |
1,830.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,896.8 |
1,854.1 |
42.7 |
2.3% |
21.5 |
1.2% |
15% |
False |
True |
209,114 |
10 |
1,952.8 |
1,854.1 |
98.7 |
5.3% |
25.0 |
1.3% |
6% |
False |
True |
105,140 |
20 |
1,952.8 |
1,852.3 |
100.5 |
5.4% |
28.2 |
1.5% |
8% |
False |
False |
52,881 |
40 |
2,038.2 |
1,852.3 |
185.9 |
10.0% |
29.3 |
1.6% |
4% |
False |
False |
26,520 |
60 |
2,038.2 |
1,844.0 |
194.2 |
10.4% |
29.9 |
1.6% |
8% |
False |
False |
17,731 |
80 |
2,038.2 |
1,775.0 |
263.2 |
14.1% |
28.9 |
1.6% |
32% |
False |
False |
13,300 |
100 |
2,038.2 |
1,739.6 |
298.6 |
16.1% |
27.0 |
1.5% |
40% |
False |
False |
10,640 |
120 |
2,038.2 |
1,732.5 |
305.7 |
16.4% |
25.8 |
1.4% |
42% |
False |
False |
8,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,998.5 |
2.618 |
1,953.6 |
1.618 |
1,926.1 |
1.000 |
1,909.1 |
0.618 |
1,898.6 |
HIGH |
1,881.6 |
0.618 |
1,871.1 |
0.500 |
1,867.9 |
0.382 |
1,864.6 |
LOW |
1,854.1 |
0.618 |
1,837.1 |
1.000 |
1,826.6 |
1.618 |
1,809.6 |
2.618 |
1,782.1 |
4.250 |
1,737.2 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,867.9 |
1,871.8 |
PP |
1,865.4 |
1,868.0 |
S1 |
1,862.9 |
1,864.2 |
|