Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,970.7 |
1,959.4 |
-11.3 |
-0.6% |
1,965.4 |
High |
1,971.2 |
1,968.5 |
-2.7 |
-0.1% |
1,988.7 |
Low |
1,953.0 |
1,959.2 |
6.2 |
0.3% |
1,953.0 |
Close |
1,959.2 |
1,965.4 |
6.2 |
0.3% |
1,965.4 |
Range |
18.2 |
9.3 |
-8.9 |
-48.9% |
35.7 |
ATR |
16.4 |
15.9 |
-0.5 |
-3.1% |
0.0 |
Volume |
5,794 |
1,660 |
-4,134 |
-71.3% |
16,880 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.3 |
1,988.1 |
1,970.5 |
|
R3 |
1,983.0 |
1,978.8 |
1,968.0 |
|
R2 |
1,973.7 |
1,973.7 |
1,967.1 |
|
R1 |
1,969.5 |
1,969.5 |
1,966.3 |
1,971.6 |
PP |
1,964.4 |
1,964.4 |
1,964.4 |
1,965.4 |
S1 |
1,960.2 |
1,960.2 |
1,964.5 |
1,962.3 |
S2 |
1,955.1 |
1,955.1 |
1,963.7 |
|
S3 |
1,945.8 |
1,950.9 |
1,962.8 |
|
S4 |
1,936.5 |
1,941.6 |
1,960.3 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,076.1 |
2,056.5 |
1,985.0 |
|
R3 |
2,040.4 |
2,020.8 |
1,975.2 |
|
R2 |
2,004.7 |
2,004.7 |
1,971.9 |
|
R1 |
1,985.1 |
1,985.1 |
1,968.7 |
1,983.3 |
PP |
1,969.0 |
1,969.0 |
1,969.0 |
1,968.1 |
S1 |
1,949.4 |
1,949.4 |
1,962.1 |
1,947.6 |
S2 |
1,933.3 |
1,933.3 |
1,958.9 |
|
S3 |
1,897.6 |
1,913.7 |
1,955.6 |
|
S4 |
1,861.9 |
1,878.0 |
1,945.8 |
|
|
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 |
1,953.0 |
35.7 |
1.8% |
13.2 |
0.7% |
35% |
False |
False |
3,376 |
10 |
1,988.7 |
1,942.0 |
46.7 |
2.4% |
14.0 |
0.7% |
50% |
False |
False |
3,149 |
20 |
2,000.3 |
1,942.0 |
58.3 |
3.0% |
14.5 |
0.7% |
40% |
False |
False |
2,448 |
40 |
2,031.2 |
1,933.8 |
97.4 |
5.0% |
15.6 |
0.8% |
32% |
False |
False |
2,049 |
60 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
16.6 |
0.8% |
28% |
False |
False |
1,945 |
80 |
2,058.0 |
1,933.8 |
124.2 |
6.3% |
18.0 |
0.9% |
25% |
False |
False |
1,635 |
100 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.4 |
1.0% |
15% |
False |
False |
1,415 |
120 |
2,140.3 |
1,933.8 |
206.5 |
10.5% |
19.2 |
1.0% |
15% |
False |
False |
1,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,008.0 |
2.618 |
1,992.8 |
1.618 |
1,983.5 |
1.000 |
1,977.8 |
0.618 |
1,974.2 |
HIGH |
1,968.5 |
0.618 |
1,964.9 |
0.500 |
1,963.9 |
0.382 |
1,962.8 |
LOW |
1,959.2 |
0.618 |
1,953.5 |
1.000 |
1,949.9 |
1.618 |
1,944.2 |
2.618 |
1,934.9 |
4.250 |
1,919.7 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,964.9 |
1,970.9 |
PP |
1,964.4 |
1,969.0 |
S1 |
1,963.9 |
1,967.2 |
|