Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,963.7 |
1,962.6 |
-1.1 |
-0.1% |
1,985.9 |
High |
1,973.2 |
1,974.0 |
0.8 |
0.0% |
1,992.2 |
Low |
1,961.1 |
1,959.6 |
-1.5 |
-0.1% |
1,960.5 |
Close |
1,962.6 |
1,967.1 |
4.5 |
0.2% |
1,962.6 |
Range |
12.1 |
14.4 |
2.3 |
19.0% |
31.7 |
ATR |
15.8 |
15.7 |
-0.1 |
-0.6% |
0.0 |
Volume |
2,025 |
1,244 |
-781 |
-38.6% |
6,757 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.1 |
2,003.0 |
1,975.0 |
|
R3 |
1,995.7 |
1,988.6 |
1,971.1 |
|
R2 |
1,981.3 |
1,981.3 |
1,969.7 |
|
R1 |
1,974.2 |
1,974.2 |
1,968.4 |
1,977.8 |
PP |
1,966.9 |
1,966.9 |
1,966.9 |
1,968.7 |
S1 |
1,959.8 |
1,959.8 |
1,965.8 |
1,963.4 |
S2 |
1,952.5 |
1,952.5 |
1,964.5 |
|
S3 |
1,938.1 |
1,945.4 |
1,963.1 |
|
S4 |
1,923.7 |
1,931.0 |
1,959.2 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,066.9 |
2,046.4 |
1,980.0 |
|
R3 |
2,035.2 |
2,014.7 |
1,971.3 |
|
R2 |
2,003.5 |
2,003.5 |
1,968.4 |
|
R1 |
1,983.0 |
1,983.0 |
1,965.5 |
1,977.4 |
PP |
1,971.8 |
1,971.8 |
1,971.8 |
1,969.0 |
S1 |
1,951.3 |
1,951.3 |
1,959.7 |
1,945.7 |
S2 |
1,940.1 |
1,940.1 |
1,956.8 |
|
S3 |
1,908.4 |
1,919.6 |
1,953.9 |
|
S4 |
1,876.7 |
1,887.9 |
1,945.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,992.2 |
1,959.6 |
32.6 |
1.7% |
13.5 |
0.7% |
23% |
False |
True |
1,600 |
10 |
2,000.3 |
1,959.6 |
40.7 |
2.1% |
14.7 |
0.7% |
18% |
False |
True |
1,709 |
20 |
2,000.3 |
1,933.8 |
66.5 |
3.4% |
14.9 |
0.8% |
50% |
False |
False |
1,577 |
40 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
16.7 |
0.8% |
29% |
False |
False |
1,721 |
60 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
17.6 |
0.9% |
29% |
False |
False |
1,564 |
80 |
2,070.5 |
1,933.8 |
136.7 |
6.9% |
19.0 |
1.0% |
24% |
False |
False |
1,300 |
100 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.7 |
1.0% |
16% |
False |
False |
1,145 |
120 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.5 |
1.0% |
16% |
False |
False |
1,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,035.2 |
2.618 |
2,011.7 |
1.618 |
1,997.3 |
1.000 |
1,988.4 |
0.618 |
1,982.9 |
HIGH |
1,974.0 |
0.618 |
1,968.5 |
0.500 |
1,966.8 |
0.382 |
1,965.1 |
LOW |
1,959.6 |
0.618 |
1,950.7 |
1.000 |
1,945.2 |
1.618 |
1,936.3 |
2.618 |
1,921.9 |
4.250 |
1,898.4 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,967.0 |
1,967.0 |
PP |
1,966.9 |
1,966.9 |
S1 |
1,966.8 |
1,966.8 |
|