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 |
4,555.75 |
4,542.00 |
-13.75 |
-0.3% |
4,564.50 |
High |
4,560.75 |
4,558.75 |
-2.00 |
0.0% |
4,618.25 |
Low |
4,513.50 |
4,494.50 |
-19.00 |
-0.4% |
4,545.50 |
Close |
4,541.25 |
4,497.75 |
-43.50 |
-1.0% |
4,549.50 |
Range |
47.25 |
64.25 |
17.00 |
36.0% |
72.75 |
ATR |
44.88 |
46.26 |
1.38 |
3.1% |
0.00 |
Volume |
1,119 |
1,160 |
41 |
3.7% |
8,874 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,709.75 |
4,668.00 |
4,533.00 |
|
R3 |
4,645.50 |
4,603.75 |
4,515.50 |
|
R2 |
4,581.25 |
4,581.25 |
4,509.50 |
|
R1 |
4,539.50 |
4,539.50 |
4,503.75 |
4,528.25 |
PP |
4,517.00 |
4,517.00 |
4,517.00 |
4,511.50 |
S1 |
4,475.25 |
4,475.25 |
4,491.75 |
4,464.00 |
S2 |
4,452.75 |
4,452.75 |
4,486.00 |
|
S3 |
4,388.50 |
4,411.00 |
4,480.00 |
|
S4 |
4,324.25 |
4,346.75 |
4,462.50 |
|
|
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 |
4,494.50 |
123.75 |
2.8% |
50.50 |
1.1% |
3% |
False |
True |
1,859 |
10 |
4,618.25 |
4,494.50 |
123.75 |
2.8% |
42.00 |
0.9% |
3% |
False |
True |
1,268 |
20 |
4,648.50 |
4,466.25 |
182.25 |
4.1% |
47.00 |
1.0% |
17% |
False |
False |
777 |
40 |
4,738.50 |
4,449.75 |
288.75 |
6.4% |
48.25 |
1.1% |
17% |
False |
False |
448 |
60 |
4,738.50 |
4,449.75 |
288.75 |
6.4% |
42.50 |
0.9% |
17% |
False |
False |
317 |
80 |
4,738.50 |
4,279.00 |
459.50 |
10.2% |
39.25 |
0.9% |
48% |
False |
False |
268 |
100 |
4,738.50 |
4,175.00 |
563.50 |
12.5% |
36.00 |
0.8% |
57% |
False |
False |
230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,831.75 |
2.618 |
4,727.00 |
1.618 |
4,662.75 |
1.000 |
4,623.00 |
0.618 |
4,598.50 |
HIGH |
4,558.75 |
0.618 |
4,534.25 |
0.500 |
4,526.50 |
0.382 |
4,519.00 |
LOW |
4,494.50 |
0.618 |
4,454.75 |
1.000 |
4,430.25 |
1.618 |
4,390.50 |
2.618 |
4,326.25 |
4.250 |
4,221.50 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,526.50 |
4,530.00 |
PP |
4,517.00 |
4,519.25 |
S1 |
4,507.50 |
4,508.50 |
|