| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,633.00 |
15,578.25 |
-54.75 |
-0.4% |
15,714.75 |
| High |
15,642.50 |
15,637.00 |
-5.50 |
0.0% |
15,919.00 |
| Low |
15,449.75 |
15,327.75 |
-122.00 |
-0.8% |
15,563.25 |
| Close |
15,576.75 |
15,352.00 |
-224.75 |
-1.4% |
15,595.75 |
| Range |
192.75 |
309.25 |
116.50 |
60.4% |
355.75 |
| ATR |
217.88 |
224.41 |
6.53 |
3.0% |
0.00 |
| Volume |
894 |
817 |
-77 |
-8.6% |
1,659 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,366.75 |
16,168.50 |
15,522.00 |
|
| R3 |
16,057.50 |
15,859.25 |
15,437.00 |
|
| R2 |
15,748.25 |
15,748.25 |
15,408.75 |
|
| R1 |
15,550.00 |
15,550.00 |
15,380.25 |
15,494.50 |
| PP |
15,439.00 |
15,439.00 |
15,439.00 |
15,411.00 |
| S1 |
15,240.75 |
15,240.75 |
15,323.75 |
15,185.25 |
| S2 |
15,129.75 |
15,129.75 |
15,295.25 |
|
| S3 |
14,820.50 |
14,931.50 |
15,267.00 |
|
| S4 |
14,511.25 |
14,622.25 |
15,182.00 |
|
|
| 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 |
15,327.75 |
591.25 |
3.9% |
231.00 |
1.5% |
4% |
False |
True |
770 |
| 10 |
15,919.00 |
15,327.75 |
591.25 |
3.9% |
209.50 |
1.4% |
4% |
False |
True |
448 |
| 20 |
16,063.50 |
15,146.75 |
916.75 |
6.0% |
236.50 |
1.5% |
22% |
False |
False |
286 |
| 40 |
16,306.75 |
14,995.50 |
1,311.25 |
8.5% |
231.25 |
1.5% |
27% |
False |
False |
178 |
| 60 |
16,436.50 |
14,995.50 |
1,441.00 |
9.4% |
188.75 |
1.2% |
25% |
False |
False |
120 |
| 80 |
16,436.50 |
14,817.00 |
1,619.50 |
10.5% |
152.50 |
1.0% |
33% |
False |
False |
90 |
| 100 |
16,436.50 |
13,453.00 |
2,983.50 |
19.4% |
122.00 |
0.8% |
64% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,951.25 |
|
2.618 |
16,446.50 |
|
1.618 |
16,137.25 |
|
1.000 |
15,946.25 |
|
0.618 |
15,828.00 |
|
HIGH |
15,637.00 |
|
0.618 |
15,518.75 |
|
0.500 |
15,482.50 |
|
0.382 |
15,446.00 |
|
LOW |
15,327.75 |
|
0.618 |
15,136.75 |
|
1.000 |
15,018.50 |
|
1.618 |
14,827.50 |
|
2.618 |
14,518.25 |
|
4.250 |
14,013.50 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,482.50 |
15,494.50 |
| PP |
15,439.00 |
15,447.00 |
| S1 |
15,395.50 |
15,399.50 |
|