| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,873.7 |
1,861.2 |
-12.5 |
-0.7% |
1,940.5 |
| High |
1,881.6 |
1,891.4 |
9.8 |
0.5% |
1,943.0 |
| Low |
1,854.1 |
1,859.9 |
5.8 |
0.3% |
1,866.8 |
| Close |
1,860.4 |
1,886.5 |
26.1 |
1.4% |
1,872.3 |
| Range |
27.5 |
31.5 |
4.0 |
14.5% |
76.2 |
| ATR |
27.9 |
28.1 |
0.3 |
0.9% |
0.0 |
| Volume |
240,355 |
220,043 |
-20,312 |
-8.5% |
163,080 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,973.8 |
1,961.6 |
1,903.8 |
|
| R3 |
1,942.3 |
1,930.1 |
1,895.2 |
|
| R2 |
1,910.8 |
1,910.8 |
1,892.3 |
|
| R1 |
1,898.6 |
1,898.6 |
1,889.4 |
1,904.7 |
| PP |
1,879.3 |
1,879.3 |
1,879.3 |
1,882.3 |
| S1 |
1,867.1 |
1,867.1 |
1,883.6 |
1,873.2 |
| S2 |
1,847.8 |
1,847.8 |
1,880.7 |
|
| S3 |
1,816.3 |
1,835.6 |
1,877.8 |
|
| S4 |
1,784.8 |
1,804.1 |
1,869.2 |
|
|
| 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 |
1,891.4 |
1,854.1 |
37.3 |
2.0% |
22.1 |
1.2% |
87% |
True |
False |
249,245 |
| 10 |
1,952.8 |
1,854.1 |
98.7 |
5.2% |
25.9 |
1.4% |
33% |
False |
False |
127,099 |
| 20 |
1,952.8 |
1,852.3 |
100.5 |
5.3% |
28.1 |
1.5% |
34% |
False |
False |
63,878 |
| 40 |
2,038.2 |
1,852.3 |
185.9 |
9.9% |
29.6 |
1.6% |
18% |
False |
False |
32,020 |
| 60 |
2,038.2 |
1,844.0 |
194.2 |
10.3% |
30.0 |
1.6% |
22% |
False |
False |
21,398 |
| 80 |
2,038.2 |
1,775.0 |
263.2 |
14.0% |
28.9 |
1.5% |
42% |
False |
False |
16,051 |
| 100 |
2,038.2 |
1,739.6 |
298.6 |
15.8% |
27.2 |
1.4% |
49% |
False |
False |
12,841 |
| 120 |
2,038.2 |
1,739.6 |
298.6 |
15.8% |
25.7 |
1.4% |
49% |
False |
False |
10,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,025.3 |
|
2.618 |
1,973.9 |
|
1.618 |
1,942.4 |
|
1.000 |
1,922.9 |
|
0.618 |
1,910.9 |
|
HIGH |
1,891.4 |
|
0.618 |
1,879.4 |
|
0.500 |
1,875.7 |
|
0.382 |
1,871.9 |
|
LOW |
1,859.9 |
|
0.618 |
1,840.4 |
|
1.000 |
1,828.4 |
|
1.618 |
1,808.9 |
|
2.618 |
1,777.4 |
|
4.250 |
1,726.0 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,882.9 |
1,881.9 |
| PP |
1,879.3 |
1,877.3 |
| S1 |
1,875.7 |
1,872.8 |
|