| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,884.75 |
15,590.00 |
-294.75 |
-1.9% |
15,714.75 |
| High |
15,919.00 |
15,661.00 |
-258.00 |
-1.6% |
15,919.00 |
| Low |
15,563.25 |
15,534.50 |
-28.75 |
-0.2% |
15,563.25 |
| Close |
15,595.75 |
15,615.75 |
20.00 |
0.1% |
15,595.75 |
| Range |
355.75 |
126.50 |
-229.25 |
-64.4% |
355.75 |
| ATR |
227.00 |
219.82 |
-7.18 |
-3.2% |
0.00 |
| Volume |
852 |
961 |
109 |
12.8% |
1,659 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,983.25 |
15,926.00 |
15,685.25 |
|
| R3 |
15,856.75 |
15,799.50 |
15,650.50 |
|
| R2 |
15,730.25 |
15,730.25 |
15,639.00 |
|
| R1 |
15,673.00 |
15,673.00 |
15,627.25 |
15,701.50 |
| PP |
15,603.75 |
15,603.75 |
15,603.75 |
15,618.00 |
| S1 |
15,546.50 |
15,546.50 |
15,604.25 |
15,575.00 |
| S2 |
15,477.25 |
15,477.25 |
15,592.50 |
|
| S3 |
15,350.75 |
15,420.00 |
15,581.00 |
|
| S4 |
15,224.25 |
15,293.50 |
15,546.25 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,760.00 |
16,533.50 |
15,791.50 |
|
| R3 |
16,404.25 |
16,177.75 |
15,693.50 |
|
| R2 |
16,048.50 |
16,048.50 |
15,661.00 |
|
| R1 |
15,822.00 |
15,822.00 |
15,628.25 |
15,757.50 |
| PP |
15,692.75 |
15,692.75 |
15,692.75 |
15,660.25 |
| S1 |
15,466.25 |
15,466.25 |
15,563.25 |
15,401.50 |
| S2 |
15,337.00 |
15,337.00 |
15,530.50 |
|
| S3 |
14,981.25 |
15,110.50 |
15,498.00 |
|
| S4 |
14,625.50 |
14,754.75 |
15,400.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,919.00 |
15,534.50 |
384.50 |
2.5% |
205.00 |
1.3% |
21% |
False |
True |
506 |
| 10 |
15,988.00 |
15,534.50 |
453.50 |
2.9% |
195.00 |
1.2% |
18% |
False |
True |
291 |
| 20 |
16,063.50 |
15,109.00 |
954.50 |
6.1% |
234.50 |
1.5% |
53% |
False |
False |
211 |
| 40 |
16,306.75 |
14,995.50 |
1,311.25 |
8.4% |
223.00 |
1.4% |
47% |
False |
False |
136 |
| 60 |
16,436.50 |
14,995.50 |
1,441.00 |
9.2% |
180.75 |
1.2% |
43% |
False |
False |
92 |
| 80 |
16,436.50 |
14,122.00 |
2,314.50 |
14.8% |
146.00 |
0.9% |
65% |
False |
False |
69 |
| 100 |
16,436.50 |
13,302.00 |
3,134.50 |
20.1% |
117.00 |
0.7% |
74% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,198.50 |
|
2.618 |
15,992.25 |
|
1.618 |
15,865.75 |
|
1.000 |
15,787.50 |
|
0.618 |
15,739.25 |
|
HIGH |
15,661.00 |
|
0.618 |
15,612.75 |
|
0.500 |
15,597.75 |
|
0.382 |
15,582.75 |
|
LOW |
15,534.50 |
|
0.618 |
15,456.25 |
|
1.000 |
15,408.00 |
|
1.618 |
15,329.75 |
|
2.618 |
15,203.25 |
|
4.250 |
14,997.00 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,609.75 |
15,726.75 |
| PP |
15,603.75 |
15,689.75 |
| S1 |
15,597.75 |
15,652.75 |
|