| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,972.5 |
1,970.7 |
-1.8 |
-0.1% |
1,962.6 |
| High |
1,988.7 |
1,971.2 |
-17.5 |
-0.9% |
1,974.0 |
| Low |
1,968.8 |
1,953.0 |
-15.8 |
-0.8% |
1,942.0 |
| Close |
1,986.9 |
1,959.2 |
-27.7 |
-1.4% |
1,966.3 |
| Range |
19.9 |
18.2 |
-1.7 |
-8.5% |
32.0 |
| ATR |
15.0 |
16.4 |
1.3 |
9.0% |
0.0 |
| Volume |
3,917 |
5,794 |
1,877 |
47.9% |
14,616 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,015.7 |
2,005.7 |
1,969.2 |
|
| R3 |
1,997.5 |
1,987.5 |
1,964.2 |
|
| R2 |
1,979.3 |
1,979.3 |
1,962.5 |
|
| R1 |
1,969.3 |
1,969.3 |
1,960.9 |
1,965.2 |
| PP |
1,961.1 |
1,961.1 |
1,961.1 |
1,959.1 |
| S1 |
1,951.1 |
1,951.1 |
1,957.5 |
1,947.0 |
| S2 |
1,942.9 |
1,942.9 |
1,955.9 |
|
| S3 |
1,924.7 |
1,932.9 |
1,954.2 |
|
| S4 |
1,906.5 |
1,914.7 |
1,949.2 |
|
|
| 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 |
1,951.4 |
37.3 |
1.9% |
15.5 |
0.8% |
21% |
False |
False |
3,454 |
| 10 |
1,988.7 |
1,942.0 |
46.7 |
2.4% |
14.3 |
0.7% |
37% |
False |
False |
3,186 |
| 20 |
2,000.3 |
1,942.0 |
58.3 |
3.0% |
14.6 |
0.7% |
30% |
False |
False |
2,415 |
| 40 |
2,042.2 |
1,933.8 |
108.4 |
5.5% |
16.4 |
0.8% |
23% |
False |
False |
2,056 |
| 60 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
16.7 |
0.9% |
22% |
False |
False |
1,933 |
| 80 |
2,058.0 |
1,933.8 |
124.2 |
6.3% |
18.3 |
0.9% |
20% |
False |
False |
1,619 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.5 |
1.0% |
12% |
False |
False |
1,399 |
| 120 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.2 |
1.0% |
12% |
False |
False |
1,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,048.6 |
|
2.618 |
2,018.8 |
|
1.618 |
2,000.6 |
|
1.000 |
1,989.4 |
|
0.618 |
1,982.4 |
|
HIGH |
1,971.2 |
|
0.618 |
1,964.2 |
|
0.500 |
1,962.1 |
|
0.382 |
1,960.0 |
|
LOW |
1,953.0 |
|
0.618 |
1,941.8 |
|
1.000 |
1,934.8 |
|
1.618 |
1,923.6 |
|
2.618 |
1,905.4 |
|
4.250 |
1,875.7 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,962.1 |
1,970.9 |
| PP |
1,961.1 |
1,967.0 |
| S1 |
1,960.2 |
1,963.1 |
|