| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,704.00 |
15,800.00 |
96.00 |
0.6% |
15,931.25 |
| High |
15,820.00 |
15,915.25 |
95.25 |
0.6% |
15,988.00 |
| Low |
15,629.25 |
15,744.00 |
114.75 |
0.7% |
15,568.00 |
| Close |
15,761.25 |
15,881.25 |
120.00 |
0.8% |
15,699.00 |
| Range |
190.75 |
171.25 |
-19.50 |
-10.2% |
420.00 |
| ATR |
220.62 |
217.09 |
-3.53 |
-1.6% |
0.00 |
| Volume |
319 |
326 |
7 |
2.2% |
293 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,360.50 |
16,292.25 |
15,975.50 |
|
| R3 |
16,189.25 |
16,121.00 |
15,928.25 |
|
| R2 |
16,018.00 |
16,018.00 |
15,912.75 |
|
| R1 |
15,949.75 |
15,949.75 |
15,897.00 |
15,984.00 |
| PP |
15,846.75 |
15,846.75 |
15,846.75 |
15,864.00 |
| S1 |
15,778.50 |
15,778.50 |
15,865.50 |
15,812.50 |
| S2 |
15,675.50 |
15,675.50 |
15,849.75 |
|
| S3 |
15,504.25 |
15,607.25 |
15,834.25 |
|
| S4 |
15,333.00 |
15,436.00 |
15,787.00 |
|
|
| 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 |
15,915.25 |
15,629.25 |
286.00 |
1.8% |
178.75 |
1.1% |
88% |
True |
False |
180 |
| 10 |
16,063.50 |
15,568.00 |
495.50 |
3.1% |
180.75 |
1.1% |
63% |
False |
False |
146 |
| 20 |
16,063.50 |
14,995.50 |
1,068.00 |
6.7% |
232.75 |
1.5% |
83% |
False |
False |
125 |
| 40 |
16,306.75 |
14,995.50 |
1,311.25 |
8.3% |
215.50 |
1.4% |
68% |
False |
False |
90 |
| 60 |
16,436.50 |
14,995.50 |
1,441.00 |
9.1% |
176.75 |
1.1% |
61% |
False |
False |
61 |
| 80 |
16,436.50 |
14,122.00 |
2,314.50 |
14.6% |
140.00 |
0.9% |
76% |
False |
False |
46 |
| 100 |
16,436.50 |
13,222.00 |
3,214.50 |
20.2% |
112.00 |
0.7% |
83% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,643.00 |
|
2.618 |
16,363.50 |
|
1.618 |
16,192.25 |
|
1.000 |
16,086.50 |
|
0.618 |
16,021.00 |
|
HIGH |
15,915.25 |
|
0.618 |
15,849.75 |
|
0.500 |
15,829.50 |
|
0.382 |
15,809.50 |
|
LOW |
15,744.00 |
|
0.618 |
15,638.25 |
|
1.000 |
15,572.75 |
|
1.618 |
15,467.00 |
|
2.618 |
15,295.75 |
|
4.250 |
15,016.25 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,864.00 |
15,845.00 |
| PP |
15,846.75 |
15,808.50 |
| S1 |
15,829.50 |
15,772.25 |
|