| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,859.50 |
15,704.00 |
-155.50 |
-1.0% |
15,931.25 |
| High |
15,880.75 |
15,820.00 |
-60.75 |
-0.4% |
15,988.00 |
| Low |
15,699.75 |
15,629.25 |
-70.50 |
-0.4% |
15,568.00 |
| Close |
15,713.25 |
15,761.25 |
48.00 |
0.3% |
15,699.00 |
| Range |
181.00 |
190.75 |
9.75 |
5.4% |
420.00 |
| ATR |
222.92 |
220.62 |
-2.30 |
-1.0% |
0.00 |
| Volume |
76 |
319 |
243 |
319.7% |
293 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,309.00 |
16,226.00 |
15,866.25 |
|
| R3 |
16,118.25 |
16,035.25 |
15,813.75 |
|
| R2 |
15,927.50 |
15,927.50 |
15,796.25 |
|
| R1 |
15,844.50 |
15,844.50 |
15,778.75 |
15,886.00 |
| PP |
15,736.75 |
15,736.75 |
15,736.75 |
15,757.50 |
| S1 |
15,653.75 |
15,653.75 |
15,743.75 |
15,695.25 |
| S2 |
15,546.00 |
15,546.00 |
15,726.25 |
|
| S3 |
15,355.25 |
15,463.00 |
15,708.75 |
|
| S4 |
15,164.50 |
15,272.25 |
15,656.25 |
|
|
| 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 |
15,899.25 |
15,568.00 |
331.25 |
2.1% |
188.00 |
1.2% |
58% |
False |
False |
126 |
| 10 |
16,063.50 |
15,568.00 |
495.50 |
3.1% |
179.00 |
1.1% |
39% |
False |
False |
118 |
| 20 |
16,063.50 |
14,995.50 |
1,068.00 |
6.8% |
235.75 |
1.5% |
72% |
False |
False |
125 |
| 40 |
16,436.50 |
14,995.50 |
1,441.00 |
9.1% |
213.75 |
1.4% |
53% |
False |
False |
83 |
| 60 |
16,436.50 |
14,995.50 |
1,441.00 |
9.1% |
175.00 |
1.1% |
53% |
False |
False |
56 |
| 80 |
16,436.50 |
14,122.00 |
2,314.50 |
14.7% |
138.00 |
0.9% |
71% |
False |
False |
42 |
| 100 |
16,436.50 |
13,222.00 |
3,214.50 |
20.4% |
110.25 |
0.7% |
79% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,630.75 |
|
2.618 |
16,319.50 |
|
1.618 |
16,128.75 |
|
1.000 |
16,010.75 |
|
0.618 |
15,938.00 |
|
HIGH |
15,820.00 |
|
0.618 |
15,747.25 |
|
0.500 |
15,724.50 |
|
0.382 |
15,702.00 |
|
LOW |
15,629.25 |
|
0.618 |
15,511.25 |
|
1.000 |
15,438.50 |
|
1.618 |
15,320.50 |
|
2.618 |
15,129.75 |
|
4.250 |
14,818.50 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,749.00 |
15,764.25 |
| PP |
15,736.75 |
15,763.25 |
| S1 |
15,724.50 |
15,762.25 |
|