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 |
4,496.50 |
4,421.00 |
-75.50 |
-1.7% |
4,552.00 |
High |
4,498.00 |
4,448.00 |
-50.00 |
-1.1% |
4,565.50 |
Low |
4,416.25 |
4,407.25 |
-9.00 |
-0.2% |
4,407.25 |
Close |
4,421.50 |
4,410.25 |
-11.25 |
-0.3% |
4,410.25 |
Range |
81.75 |
40.75 |
-41.00 |
-50.2% |
158.25 |
ATR |
48.79 |
48.22 |
-0.57 |
-1.2% |
0.00 |
Volume |
1,734 |
1,710 |
-24 |
-1.4% |
6,595 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,544.00 |
4,518.00 |
4,432.75 |
|
R3 |
4,503.25 |
4,477.25 |
4,421.50 |
|
R2 |
4,462.50 |
4,462.50 |
4,417.75 |
|
R1 |
4,436.50 |
4,436.50 |
4,414.00 |
4,429.00 |
PP |
4,421.75 |
4,421.75 |
4,421.75 |
4,418.25 |
S1 |
4,395.75 |
4,395.75 |
4,406.50 |
4,388.50 |
S2 |
4,381.00 |
4,381.00 |
4,402.75 |
|
S3 |
4,340.25 |
4,355.00 |
4,399.00 |
|
S4 |
4,299.50 |
4,314.25 |
4,387.75 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,935.75 |
4,831.25 |
4,497.25 |
|
R3 |
4,777.50 |
4,673.00 |
4,453.75 |
|
R2 |
4,619.25 |
4,619.25 |
4,439.25 |
|
R1 |
4,514.75 |
4,514.75 |
4,424.75 |
4,488.00 |
PP |
4,461.00 |
4,461.00 |
4,461.00 |
4,447.50 |
S1 |
4,356.50 |
4,356.50 |
4,395.75 |
4,329.50 |
S2 |
4,302.75 |
4,302.75 |
4,381.25 |
|
S3 |
4,144.50 |
4,198.25 |
4,366.75 |
|
S4 |
3,986.25 |
4,040.00 |
4,323.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,565.50 |
4,407.25 |
158.25 |
3.6% |
52.00 |
1.2% |
2% |
False |
True |
1,319 |
10 |
4,618.25 |
4,407.25 |
211.00 |
4.8% |
47.50 |
1.1% |
1% |
False |
True |
1,546 |
20 |
4,648.50 |
4,407.25 |
241.25 |
5.5% |
44.50 |
1.0% |
1% |
False |
True |
920 |
40 |
4,726.00 |
4,407.25 |
318.75 |
7.2% |
48.50 |
1.1% |
1% |
False |
True |
533 |
60 |
4,738.50 |
4,407.25 |
331.25 |
7.5% |
43.75 |
1.0% |
1% |
False |
True |
372 |
80 |
4,738.50 |
4,304.75 |
433.75 |
9.8% |
39.50 |
0.9% |
24% |
False |
False |
310 |
100 |
4,738.50 |
4,175.00 |
563.50 |
12.8% |
36.75 |
0.8% |
42% |
False |
False |
264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,621.25 |
2.618 |
4,554.75 |
1.618 |
4,514.00 |
1.000 |
4,488.75 |
0.618 |
4,473.25 |
HIGH |
4,448.00 |
0.618 |
4,432.50 |
0.500 |
4,427.50 |
0.382 |
4,422.75 |
LOW |
4,407.25 |
0.618 |
4,382.00 |
1.000 |
4,366.50 |
1.618 |
4,341.25 |
2.618 |
4,300.50 |
4.250 |
4,234.00 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,427.50 |
4,483.00 |
PP |
4,421.75 |
4,458.75 |
S1 |
4,416.00 |
4,434.50 |
|