| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,952.3 |
1,965.4 |
13.1 |
0.7% |
1,962.6 |
| High |
1,972.4 |
1,975.4 |
3.0 |
0.2% |
1,974.0 |
| Low |
1,951.4 |
1,964.4 |
13.0 |
0.7% |
1,942.0 |
| Close |
1,966.3 |
1,973.5 |
7.2 |
0.4% |
1,966.3 |
| Range |
21.0 |
11.0 |
-10.0 |
-47.6% |
32.0 |
| ATR |
15.5 |
15.2 |
-0.3 |
-2.1% |
0.0 |
| Volume |
2,051 |
2,262 |
211 |
10.3% |
14,616 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,004.1 |
1,999.8 |
1,979.6 |
|
| R3 |
1,993.1 |
1,988.8 |
1,976.5 |
|
| R2 |
1,982.1 |
1,982.1 |
1,975.5 |
|
| R1 |
1,977.8 |
1,977.8 |
1,974.5 |
1,980.0 |
| PP |
1,971.1 |
1,971.1 |
1,971.1 |
1,972.2 |
| S1 |
1,966.8 |
1,966.8 |
1,972.5 |
1,969.0 |
| S2 |
1,960.1 |
1,960.1 |
1,971.5 |
|
| S3 |
1,949.1 |
1,955.8 |
1,970.5 |
|
| S4 |
1,938.1 |
1,944.8 |
1,967.5 |
|
|
| 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 |
1,975.4 |
1,942.0 |
33.4 |
1.7% |
14.1 |
0.7% |
94% |
True |
False |
3,126 |
| 10 |
1,992.2 |
1,942.0 |
50.2 |
2.5% |
13.8 |
0.7% |
63% |
False |
False |
2,363 |
| 20 |
2,000.3 |
1,933.8 |
66.5 |
3.4% |
14.9 |
0.8% |
60% |
False |
False |
2,033 |
| 40 |
2,042.2 |
1,933.8 |
108.4 |
5.5% |
16.3 |
0.8% |
37% |
False |
False |
1,971 |
| 60 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
16.8 |
0.9% |
35% |
False |
False |
1,744 |
| 80 |
2,060.2 |
1,933.8 |
126.4 |
6.4% |
18.5 |
0.9% |
31% |
False |
False |
1,475 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.7 |
1.0% |
19% |
False |
False |
1,279 |
| 120 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.3 |
1.0% |
19% |
False |
False |
1,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,022.2 |
|
2.618 |
2,004.2 |
|
1.618 |
1,993.2 |
|
1.000 |
1,986.4 |
|
0.618 |
1,982.2 |
|
HIGH |
1,975.4 |
|
0.618 |
1,971.2 |
|
0.500 |
1,969.9 |
|
0.382 |
1,968.6 |
|
LOW |
1,964.4 |
|
0.618 |
1,957.6 |
|
1.000 |
1,953.4 |
|
1.618 |
1,946.6 |
|
2.618 |
1,935.6 |
|
4.250 |
1,917.7 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,972.3 |
1,968.6 |
| PP |
1,971.1 |
1,963.6 |
| S1 |
1,969.9 |
1,958.7 |
|