| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,335.00 |
15,053.00 |
-282.00 |
-1.8% |
15,590.00 |
| High |
15,349.75 |
15,220.75 |
-129.00 |
-0.8% |
15,661.00 |
| Low |
15,036.75 |
15,032.25 |
-4.50 |
0.0% |
15,032.25 |
| Close |
15,057.75 |
15,060.75 |
3.00 |
0.0% |
15,060.75 |
| Range |
313.00 |
188.50 |
-124.50 |
-39.8% |
628.75 |
| ATR |
230.90 |
227.87 |
-3.03 |
-1.3% |
0.00 |
| Volume |
886 |
958 |
72 |
8.1% |
4,516 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,670.00 |
15,554.00 |
15,164.50 |
|
| R3 |
15,481.50 |
15,365.50 |
15,112.50 |
|
| R2 |
15,293.00 |
15,293.00 |
15,095.25 |
|
| R1 |
15,177.00 |
15,177.00 |
15,078.00 |
15,235.00 |
| PP |
15,104.50 |
15,104.50 |
15,104.50 |
15,133.50 |
| S1 |
14,988.50 |
14,988.50 |
15,043.50 |
15,046.50 |
| S2 |
14,916.00 |
14,916.00 |
15,026.25 |
|
| S3 |
14,727.50 |
14,800.00 |
15,009.00 |
|
| S4 |
14,539.00 |
14,611.50 |
14,957.00 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,137.50 |
16,728.00 |
15,406.50 |
|
| R3 |
16,508.75 |
16,099.25 |
15,233.75 |
|
| R2 |
15,880.00 |
15,880.00 |
15,176.00 |
|
| R1 |
15,470.50 |
15,470.50 |
15,118.50 |
15,361.00 |
| PP |
15,251.25 |
15,251.25 |
15,251.25 |
15,196.50 |
| S1 |
14,841.75 |
14,841.75 |
15,003.00 |
14,732.00 |
| S2 |
14,622.50 |
14,622.50 |
14,945.50 |
|
| S3 |
13,993.75 |
14,213.00 |
14,887.75 |
|
| S4 |
13,365.00 |
13,584.25 |
14,715.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,661.00 |
15,032.25 |
628.75 |
4.2% |
226.00 |
1.5% |
5% |
False |
True |
903 |
| 10 |
15,919.00 |
15,032.25 |
886.75 |
5.9% |
222.50 |
1.5% |
3% |
False |
True |
617 |
| 20 |
16,063.50 |
15,032.25 |
1,031.25 |
6.8% |
212.75 |
1.4% |
3% |
False |
True |
364 |
| 40 |
16,306.75 |
14,995.50 |
1,311.25 |
8.7% |
231.25 |
1.5% |
5% |
False |
False |
224 |
| 60 |
16,436.50 |
14,995.50 |
1,441.00 |
9.6% |
195.25 |
1.3% |
5% |
False |
False |
151 |
| 80 |
16,436.50 |
14,817.00 |
1,619.50 |
10.8% |
158.25 |
1.1% |
15% |
False |
False |
113 |
| 100 |
16,436.50 |
13,453.00 |
2,983.50 |
19.8% |
127.00 |
0.8% |
54% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,022.00 |
|
2.618 |
15,714.25 |
|
1.618 |
15,525.75 |
|
1.000 |
15,409.25 |
|
0.618 |
15,337.25 |
|
HIGH |
15,220.75 |
|
0.618 |
15,148.75 |
|
0.500 |
15,126.50 |
|
0.382 |
15,104.25 |
|
LOW |
15,032.25 |
|
0.618 |
14,915.75 |
|
1.000 |
14,843.75 |
|
1.618 |
14,727.25 |
|
2.618 |
14,538.75 |
|
4.250 |
14,231.00 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,126.50 |
15,334.50 |
| PP |
15,104.50 |
15,243.25 |
| S1 |
15,082.75 |
15,152.00 |
|