| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,975.1 |
1,972.5 |
-2.6 |
-0.1% |
1,962.6 |
| High |
1,978.8 |
1,988.7 |
9.9 |
0.5% |
1,974.0 |
| Low |
1,971.3 |
1,968.8 |
-2.5 |
-0.1% |
1,942.0 |
| Close |
1,973.7 |
1,986.9 |
13.2 |
0.7% |
1,966.3 |
| Range |
7.5 |
19.9 |
12.4 |
165.3% |
32.0 |
| ATR |
14.7 |
15.0 |
0.4 |
2.6% |
0.0 |
| Volume |
3,247 |
3,917 |
670 |
20.6% |
14,616 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,041.2 |
2,033.9 |
1,997.8 |
|
| R3 |
2,021.3 |
2,014.0 |
1,992.4 |
|
| R2 |
2,001.4 |
2,001.4 |
1,990.5 |
|
| R1 |
1,994.1 |
1,994.1 |
1,988.7 |
1,997.8 |
| PP |
1,981.5 |
1,981.5 |
1,981.5 |
1,983.3 |
| S1 |
1,974.2 |
1,974.2 |
1,985.1 |
1,977.9 |
| S2 |
1,961.6 |
1,961.6 |
1,983.3 |
|
| S3 |
1,941.7 |
1,954.3 |
1,981.4 |
|
| S4 |
1,921.8 |
1,934.4 |
1,976.0 |
|
|
| 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 |
1,988.7 |
1,942.0 |
46.7 |
2.4% |
14.3 |
0.7% |
96% |
True |
False |
3,374 |
| 10 |
1,988.7 |
1,942.0 |
46.7 |
2.4% |
13.1 |
0.7% |
96% |
True |
False |
2,733 |
| 20 |
2,000.3 |
1,942.0 |
58.3 |
2.9% |
14.8 |
0.7% |
77% |
False |
False |
2,174 |
| 40 |
2,042.2 |
1,933.8 |
108.4 |
5.5% |
16.3 |
0.8% |
49% |
False |
False |
1,998 |
| 60 |
2,047.9 |
1,933.8 |
114.1 |
5.7% |
16.7 |
0.8% |
47% |
False |
False |
1,844 |
| 80 |
2,058.0 |
1,933.8 |
124.2 |
6.3% |
18.3 |
0.9% |
43% |
False |
False |
1,551 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.4% |
19.5 |
1.0% |
26% |
False |
False |
1,345 |
| 120 |
2,140.3 |
1,933.8 |
206.5 |
10.4% |
19.3 |
1.0% |
26% |
False |
False |
1,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,073.3 |
|
2.618 |
2,040.8 |
|
1.618 |
2,020.9 |
|
1.000 |
2,008.6 |
|
0.618 |
2,001.0 |
|
HIGH |
1,988.7 |
|
0.618 |
1,981.1 |
|
0.500 |
1,978.8 |
|
0.382 |
1,976.4 |
|
LOW |
1,968.8 |
|
0.618 |
1,956.5 |
|
1.000 |
1,948.9 |
|
1.618 |
1,936.6 |
|
2.618 |
1,916.7 |
|
4.250 |
1,884.2 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,984.2 |
1,983.5 |
| PP |
1,981.5 |
1,980.0 |
| S1 |
1,978.8 |
1,976.6 |
|