| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,590.00 |
15,633.00 |
43.00 |
0.3% |
15,714.75 |
| High |
15,661.00 |
15,642.50 |
-18.50 |
-0.1% |
15,919.00 |
| Low |
15,534.50 |
15,449.75 |
-84.75 |
-0.5% |
15,563.25 |
| Close |
15,615.75 |
15,576.75 |
-39.00 |
-0.2% |
15,595.75 |
| Range |
126.50 |
192.75 |
66.25 |
52.4% |
355.75 |
| ATR |
219.82 |
217.88 |
-1.93 |
-0.9% |
0.00 |
| Volume |
961 |
894 |
-67 |
-7.0% |
1,659 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,134.50 |
16,048.50 |
15,682.75 |
|
| R3 |
15,941.75 |
15,855.75 |
15,629.75 |
|
| R2 |
15,749.00 |
15,749.00 |
15,612.00 |
|
| R1 |
15,663.00 |
15,663.00 |
15,594.50 |
15,609.50 |
| PP |
15,556.25 |
15,556.25 |
15,556.25 |
15,529.75 |
| S1 |
15,470.25 |
15,470.25 |
15,559.00 |
15,417.00 |
| S2 |
15,363.50 |
15,363.50 |
15,541.50 |
|
| S3 |
15,170.75 |
15,277.50 |
15,523.75 |
|
| S4 |
14,978.00 |
15,084.75 |
15,470.75 |
|
|
| 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 |
15,449.75 |
469.25 |
3.0% |
207.50 |
1.3% |
27% |
False |
True |
670 |
| 10 |
15,922.25 |
15,449.75 |
472.50 |
3.0% |
199.00 |
1.3% |
27% |
False |
True |
375 |
| 20 |
16,063.50 |
15,146.75 |
916.75 |
5.9% |
229.75 |
1.5% |
47% |
False |
False |
249 |
| 40 |
16,306.75 |
14,995.50 |
1,311.25 |
8.4% |
226.00 |
1.5% |
44% |
False |
False |
158 |
| 60 |
16,436.50 |
14,995.50 |
1,441.00 |
9.3% |
183.75 |
1.2% |
40% |
False |
False |
106 |
| 80 |
16,436.50 |
14,448.00 |
1,988.50 |
12.8% |
148.50 |
1.0% |
57% |
False |
False |
80 |
| 100 |
16,436.50 |
13,453.00 |
2,983.50 |
19.2% |
118.75 |
0.8% |
71% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,461.75 |
|
2.618 |
16,147.00 |
|
1.618 |
15,954.25 |
|
1.000 |
15,835.25 |
|
0.618 |
15,761.50 |
|
HIGH |
15,642.50 |
|
0.618 |
15,568.75 |
|
0.500 |
15,546.00 |
|
0.382 |
15,523.50 |
|
LOW |
15,449.75 |
|
0.618 |
15,330.75 |
|
1.000 |
15,257.00 |
|
1.618 |
15,138.00 |
|
2.618 |
14,945.25 |
|
4.250 |
14,630.50 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,566.50 |
15,684.50 |
| PP |
15,556.25 |
15,648.50 |
| S1 |
15,546.00 |
15,612.50 |
|