| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,951.0 |
1,952.3 |
1.3 |
0.1% |
1,962.6 |
| High |
1,954.0 |
1,972.4 |
18.4 |
0.9% |
1,974.0 |
| Low |
1,942.0 |
1,951.4 |
9.4 |
0.5% |
1,942.0 |
| Close |
1,952.9 |
1,966.3 |
13.4 |
0.7% |
1,966.3 |
| Range |
12.0 |
21.0 |
9.0 |
75.0% |
32.0 |
| ATR |
15.1 |
15.5 |
0.4 |
2.8% |
0.0 |
| Volume |
5,395 |
2,051 |
-3,344 |
-62.0% |
14,616 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,026.4 |
2,017.3 |
1,977.9 |
|
| R3 |
2,005.4 |
1,996.3 |
1,972.1 |
|
| R2 |
1,984.4 |
1,984.4 |
1,970.2 |
|
| R1 |
1,975.3 |
1,975.3 |
1,968.2 |
1,979.9 |
| PP |
1,963.4 |
1,963.4 |
1,963.4 |
1,965.6 |
| S1 |
1,954.3 |
1,954.3 |
1,964.4 |
1,958.9 |
| S2 |
1,942.4 |
1,942.4 |
1,962.5 |
|
| S3 |
1,921.4 |
1,933.3 |
1,960.5 |
|
| S4 |
1,900.4 |
1,912.3 |
1,954.8 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.8 |
2,043.5 |
1,983.9 |
|
| R3 |
2,024.8 |
2,011.5 |
1,975.1 |
|
| R2 |
1,992.8 |
1,992.8 |
1,972.2 |
|
| R1 |
1,979.5 |
1,979.5 |
1,969.2 |
1,986.2 |
| PP |
1,960.8 |
1,960.8 |
1,960.8 |
1,964.1 |
| S1 |
1,947.5 |
1,947.5 |
1,963.4 |
1,954.2 |
| S2 |
1,928.8 |
1,928.8 |
1,960.4 |
|
| S3 |
1,896.8 |
1,915.5 |
1,957.5 |
|
| S4 |
1,864.8 |
1,883.5 |
1,948.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,974.0 |
1,942.0 |
32.0 |
1.6% |
14.8 |
0.8% |
76% |
False |
False |
2,923 |
| 10 |
2,000.3 |
1,942.0 |
58.3 |
3.0% |
14.6 |
0.7% |
42% |
False |
False |
2,339 |
| 20 |
2,000.3 |
1,933.8 |
66.5 |
3.4% |
14.8 |
0.8% |
49% |
False |
False |
2,009 |
| 40 |
2,042.2 |
1,933.8 |
108.4 |
5.5% |
16.4 |
0.8% |
30% |
False |
False |
1,943 |
| 60 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
17.0 |
0.9% |
28% |
False |
False |
1,715 |
| 80 |
2,060.2 |
1,933.8 |
126.4 |
6.4% |
18.7 |
1.0% |
26% |
False |
False |
1,450 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.7 |
1.0% |
16% |
False |
False |
1,262 |
| 120 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.4 |
1.0% |
16% |
False |
False |
1,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.7 |
|
2.618 |
2,027.4 |
|
1.618 |
2,006.4 |
|
1.000 |
1,993.4 |
|
0.618 |
1,985.4 |
|
HIGH |
1,972.4 |
|
0.618 |
1,964.4 |
|
0.500 |
1,961.9 |
|
0.382 |
1,959.4 |
|
LOW |
1,951.4 |
|
0.618 |
1,938.4 |
|
1.000 |
1,930.4 |
|
1.618 |
1,917.4 |
|
2.618 |
1,896.4 |
|
4.250 |
1,862.2 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,964.8 |
1,963.3 |
| PP |
1,963.4 |
1,960.2 |
| S1 |
1,961.9 |
1,957.2 |
|