Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,565.00 |
4,572.25 |
7.25 |
0.2% |
4,633.50 |
High |
4,582.00 |
4,614.00 |
32.00 |
0.7% |
4,633.50 |
Low |
4,548.00 |
4,572.25 |
24.25 |
0.5% |
4,536.00 |
Close |
4,569.75 |
4,607.25 |
37.50 |
0.8% |
4,563.50 |
Range |
34.00 |
41.75 |
7.75 |
22.8% |
97.50 |
ATR |
44.03 |
44.04 |
0.02 |
0.0% |
0.00 |
Volume |
692 |
3,249 |
2,557 |
369.5% |
1,414 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,723.00 |
4,707.00 |
4,630.25 |
|
R3 |
4,681.25 |
4,665.25 |
4,618.75 |
|
R2 |
4,639.50 |
4,639.50 |
4,615.00 |
|
R1 |
4,623.50 |
4,623.50 |
4,611.00 |
4,631.50 |
PP |
4,597.75 |
4,597.75 |
4,597.75 |
4,602.00 |
S1 |
4,581.75 |
4,581.75 |
4,603.50 |
4,589.75 |
S2 |
4,556.00 |
4,556.00 |
4,599.50 |
|
S3 |
4,514.25 |
4,540.00 |
4,595.75 |
|
S4 |
4,472.50 |
4,498.25 |
4,584.25 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,870.25 |
4,814.25 |
4,617.00 |
|
R3 |
4,772.75 |
4,716.75 |
4,590.25 |
|
R2 |
4,675.25 |
4,675.25 |
4,581.50 |
|
R1 |
4,619.25 |
4,619.25 |
4,572.50 |
4,598.50 |
PP |
4,577.75 |
4,577.75 |
4,577.75 |
4,567.25 |
S1 |
4,521.75 |
4,521.75 |
4,554.50 |
4,501.00 |
S2 |
4,480.25 |
4,480.25 |
4,545.50 |
|
S3 |
4,382.75 |
4,424.25 |
4,536.75 |
|
S4 |
4,285.25 |
4,326.75 |
4,510.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,614.00 |
4,545.00 |
69.00 |
1.5% |
34.75 |
0.8% |
90% |
True |
False |
1,298 |
10 |
4,648.50 |
4,536.00 |
112.50 |
2.4% |
36.00 |
0.8% |
63% |
False |
False |
761 |
20 |
4,648.50 |
4,449.75 |
198.75 |
4.3% |
46.00 |
1.0% |
79% |
False |
False |
504 |
40 |
4,738.50 |
4,449.75 |
288.75 |
6.3% |
46.00 |
1.0% |
55% |
False |
False |
304 |
60 |
4,738.50 |
4,449.75 |
288.75 |
6.3% |
40.25 |
0.9% |
55% |
False |
False |
218 |
80 |
4,738.50 |
4,244.25 |
494.25 |
10.7% |
37.50 |
0.8% |
73% |
False |
False |
201 |
100 |
4,738.50 |
4,175.00 |
563.50 |
12.2% |
34.50 |
0.7% |
77% |
False |
False |
171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,791.50 |
2.618 |
4,723.25 |
1.618 |
4,681.50 |
1.000 |
4,655.75 |
0.618 |
4,639.75 |
HIGH |
4,614.00 |
0.618 |
4,598.00 |
0.500 |
4,593.00 |
0.382 |
4,588.25 |
LOW |
4,572.25 |
0.618 |
4,546.50 |
1.000 |
4,530.50 |
1.618 |
4,504.75 |
2.618 |
4,463.00 |
4.250 |
4,394.75 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,602.50 |
4,598.50 |
PP |
4,597.75 |
4,589.75 |
S1 |
4,593.00 |
4,581.00 |
|