| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,714.75 |
15,859.50 |
144.75 |
0.9% |
15,931.25 |
| High |
15,899.25 |
15,880.75 |
-18.50 |
-0.1% |
15,988.00 |
| Low |
15,701.75 |
15,699.75 |
-2.00 |
0.0% |
15,568.00 |
| Close |
15,879.25 |
15,713.25 |
-166.00 |
-1.0% |
15,699.00 |
| Range |
197.50 |
181.00 |
-16.50 |
-8.4% |
420.00 |
| ATR |
226.14 |
222.92 |
-3.22 |
-1.4% |
0.00 |
| Volume |
86 |
76 |
-10 |
-11.6% |
293 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,307.50 |
16,191.50 |
15,812.75 |
|
| R3 |
16,126.50 |
16,010.50 |
15,763.00 |
|
| R2 |
15,945.50 |
15,945.50 |
15,746.50 |
|
| R1 |
15,829.50 |
15,829.50 |
15,729.75 |
15,797.00 |
| PP |
15,764.50 |
15,764.50 |
15,764.50 |
15,748.50 |
| S1 |
15,648.50 |
15,648.50 |
15,696.75 |
15,616.00 |
| S2 |
15,583.50 |
15,583.50 |
15,680.00 |
|
| S3 |
15,402.50 |
15,467.50 |
15,663.50 |
|
| S4 |
15,221.50 |
15,286.50 |
15,613.75 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,011.75 |
16,775.25 |
15,930.00 |
|
| R3 |
16,591.75 |
16,355.25 |
15,814.50 |
|
| R2 |
16,171.75 |
16,171.75 |
15,776.00 |
|
| R1 |
15,935.25 |
15,935.25 |
15,737.50 |
15,843.50 |
| PP |
15,751.75 |
15,751.75 |
15,751.75 |
15,705.75 |
| S1 |
15,515.25 |
15,515.25 |
15,660.50 |
15,423.50 |
| S2 |
15,331.75 |
15,331.75 |
15,622.00 |
|
| S3 |
14,911.75 |
15,095.25 |
15,583.50 |
|
| S4 |
14,491.75 |
14,675.25 |
15,468.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,922.25 |
15,568.00 |
354.25 |
2.3% |
190.50 |
1.2% |
41% |
False |
False |
80 |
| 10 |
16,063.50 |
15,445.00 |
618.50 |
3.9% |
197.50 |
1.3% |
43% |
False |
False |
115 |
| 20 |
16,063.50 |
14,995.50 |
1,068.00 |
6.8% |
238.50 |
1.5% |
67% |
False |
False |
122 |
| 40 |
16,436.50 |
14,995.50 |
1,441.00 |
9.2% |
215.75 |
1.4% |
50% |
False |
False |
75 |
| 60 |
16,436.50 |
14,995.50 |
1,441.00 |
9.2% |
173.50 |
1.1% |
50% |
False |
False |
51 |
| 80 |
16,436.50 |
14,122.00 |
2,314.50 |
14.7% |
135.50 |
0.9% |
69% |
False |
False |
38 |
| 100 |
16,436.50 |
13,222.00 |
3,214.50 |
20.5% |
108.50 |
0.7% |
78% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,650.00 |
|
2.618 |
16,354.50 |
|
1.618 |
16,173.50 |
|
1.000 |
16,061.75 |
|
0.618 |
15,992.50 |
|
HIGH |
15,880.75 |
|
0.618 |
15,811.50 |
|
0.500 |
15,790.25 |
|
0.382 |
15,769.00 |
|
LOW |
15,699.75 |
|
0.618 |
15,588.00 |
|
1.000 |
15,518.75 |
|
1.618 |
15,407.00 |
|
2.618 |
15,226.00 |
|
4.250 |
14,930.50 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,790.25 |
15,768.00 |
| PP |
15,764.50 |
15,749.75 |
| S1 |
15,739.00 |
15,731.50 |
|