Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,610.25 |
4,552.00 |
-58.25 |
-1.3% |
4,564.50 |
High |
4,618.25 |
4,565.50 |
-52.75 |
-1.1% |
4,618.25 |
Low |
4,545.50 |
4,539.00 |
-6.50 |
-0.1% |
4,545.50 |
Close |
4,549.50 |
4,552.75 |
3.25 |
0.1% |
4,549.50 |
Range |
72.75 |
26.50 |
-46.25 |
-63.6% |
72.75 |
ATR |
46.09 |
44.69 |
-1.40 |
-3.0% |
0.00 |
Volume |
2,899 |
872 |
-2,027 |
-69.9% |
8,874 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,632.00 |
4,618.75 |
4,567.25 |
|
R3 |
4,605.50 |
4,592.25 |
4,560.00 |
|
R2 |
4,579.00 |
4,579.00 |
4,557.50 |
|
R1 |
4,565.75 |
4,565.75 |
4,555.25 |
4,572.50 |
PP |
4,552.50 |
4,552.50 |
4,552.50 |
4,555.75 |
S1 |
4,539.25 |
4,539.25 |
4,550.25 |
4,546.00 |
S2 |
4,526.00 |
4,526.00 |
4,548.00 |
|
S3 |
4,499.50 |
4,512.75 |
4,545.50 |
|
S4 |
4,473.00 |
4,486.25 |
4,538.25 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,789.25 |
4,742.25 |
4,589.50 |
|
R3 |
4,716.50 |
4,669.50 |
4,569.50 |
|
R2 |
4,643.75 |
4,643.75 |
4,562.75 |
|
R1 |
4,596.75 |
4,596.75 |
4,556.25 |
4,584.00 |
PP |
4,571.00 |
4,571.00 |
4,571.00 |
4,564.75 |
S1 |
4,524.00 |
4,524.00 |
4,542.75 |
4,511.00 |
S2 |
4,498.25 |
4,498.25 |
4,536.25 |
|
S3 |
4,425.50 |
4,451.25 |
4,529.50 |
|
S4 |
4,352.75 |
4,378.50 |
4,509.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,618.25 |
4,539.00 |
79.25 |
1.7% |
41.25 |
0.9% |
17% |
False |
True |
1,847 |
10 |
4,633.50 |
4,536.00 |
97.50 |
2.1% |
39.75 |
0.9% |
17% |
False |
False |
1,116 |
20 |
4,648.50 |
4,466.25 |
182.25 |
4.0% |
46.00 |
1.0% |
47% |
False |
False |
672 |
40 |
4,738.50 |
4,449.75 |
288.75 |
6.3% |
47.00 |
1.0% |
36% |
False |
False |
392 |
60 |
4,738.50 |
4,449.75 |
288.75 |
6.3% |
41.25 |
0.9% |
36% |
False |
False |
280 |
80 |
4,738.50 |
4,244.25 |
494.25 |
10.9% |
38.00 |
0.8% |
62% |
False |
False |
242 |
100 |
4,738.50 |
4,175.00 |
563.50 |
12.4% |
35.25 |
0.8% |
67% |
False |
False |
208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,678.00 |
2.618 |
4,635.00 |
1.618 |
4,608.50 |
1.000 |
4,592.00 |
0.618 |
4,582.00 |
HIGH |
4,565.50 |
0.618 |
4,555.50 |
0.500 |
4,552.25 |
0.382 |
4,549.00 |
LOW |
4,539.00 |
0.618 |
4,522.50 |
1.000 |
4,512.50 |
1.618 |
4,496.00 |
2.618 |
4,469.50 |
4.250 |
4,426.50 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,552.50 |
4,578.50 |
PP |
4,552.50 |
4,570.00 |
S1 |
4,552.25 |
4,561.50 |
|