Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,965.4 |
1,975.1 |
9.7 |
0.5% |
1,962.6 |
High |
1,975.4 |
1,978.8 |
3.4 |
0.2% |
1,974.0 |
Low |
1,964.4 |
1,971.3 |
6.9 |
0.4% |
1,942.0 |
Close |
1,973.5 |
1,973.7 |
0.2 |
0.0% |
1,966.3 |
Range |
11.0 |
7.5 |
-3.5 |
-31.8% |
32.0 |
ATR |
15.2 |
14.7 |
-0.6 |
-3.6% |
0.0 |
Volume |
2,262 |
3,247 |
985 |
43.5% |
14,616 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,997.1 |
1,992.9 |
1,977.8 |
|
R3 |
1,989.6 |
1,985.4 |
1,975.8 |
|
R2 |
1,982.1 |
1,982.1 |
1,975.1 |
|
R1 |
1,977.9 |
1,977.9 |
1,974.4 |
1,976.3 |
PP |
1,974.6 |
1,974.6 |
1,974.6 |
1,973.8 |
S1 |
1,970.4 |
1,970.4 |
1,973.0 |
1,968.8 |
S2 |
1,967.1 |
1,967.1 |
1,972.3 |
|
S3 |
1,959.6 |
1,962.9 |
1,971.6 |
|
S4 |
1,952.1 |
1,955.4 |
1,969.6 |
|
|
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 |
1,978.8 |
1,942.0 |
36.8 |
1.9% |
12.2 |
0.6% |
86% |
True |
False |
3,117 |
10 |
1,978.8 |
1,942.0 |
36.8 |
1.9% |
12.5 |
0.6% |
86% |
True |
False |
2,453 |
20 |
2,000.3 |
1,937.6 |
62.7 |
3.2% |
14.6 |
0.7% |
58% |
False |
False |
2,127 |
40 |
2,042.2 |
1,933.8 |
108.4 |
5.5% |
16.1 |
0.8% |
37% |
False |
False |
1,968 |
60 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
16.6 |
0.8% |
35% |
False |
False |
1,787 |
80 |
2,058.0 |
1,933.8 |
124.2 |
6.3% |
18.3 |
0.9% |
32% |
False |
False |
1,510 |
100 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.5 |
1.0% |
19% |
False |
False |
1,309 |
120 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.2 |
1.0% |
19% |
False |
False |
1,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.7 |
2.618 |
1,998.4 |
1.618 |
1,990.9 |
1.000 |
1,986.3 |
0.618 |
1,983.4 |
HIGH |
1,978.8 |
0.618 |
1,975.9 |
0.500 |
1,975.1 |
0.382 |
1,974.2 |
LOW |
1,971.3 |
0.618 |
1,966.7 |
1.000 |
1,963.8 |
1.618 |
1,959.2 |
2.618 |
1,951.7 |
4.250 |
1,939.4 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,975.1 |
1,970.8 |
PP |
1,974.6 |
1,968.0 |
S1 |
1,974.2 |
1,965.1 |
|