Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,412.75 |
15,390.59 |
-22.16 |
-0.1% |
15,456.09 |
High |
15,482.84 |
15,447.85 |
-34.99 |
-0.2% |
15,556.85 |
Low |
15,328.35 |
15,278.88 |
-49.47 |
-0.3% |
15,138.73 |
Close |
15,461.87 |
15,289.74 |
-172.13 |
-1.1% |
15,280.23 |
Range |
154.49 |
168.97 |
14.48 |
9.4% |
418.12 |
ATR |
211.46 |
209.43 |
-2.03 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,845.73 |
15,736.71 |
15,382.67 |
|
R3 |
15,676.76 |
15,567.74 |
15,336.21 |
|
R2 |
15,507.79 |
15,507.79 |
15,320.72 |
|
R1 |
15,398.77 |
15,398.77 |
15,305.23 |
15,368.80 |
PP |
15,338.82 |
15,338.82 |
15,338.82 |
15,323.84 |
S1 |
15,229.80 |
15,229.80 |
15,274.25 |
15,199.83 |
S2 |
15,169.85 |
15,169.85 |
15,258.76 |
|
S3 |
15,000.88 |
15,060.83 |
15,243.27 |
|
S4 |
14,831.91 |
14,891.86 |
15,196.81 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,579.63 |
16,348.05 |
15,510.20 |
|
R3 |
16,161.51 |
15,929.93 |
15,395.21 |
|
R2 |
15,743.39 |
15,743.39 |
15,356.89 |
|
R1 |
15,511.81 |
15,511.81 |
15,318.56 |
15,418.54 |
PP |
15,325.27 |
15,325.27 |
15,325.27 |
15,278.64 |
S1 |
15,093.69 |
15,093.69 |
15,241.90 |
15,000.42 |
S2 |
14,907.15 |
14,907.15 |
15,203.57 |
|
S3 |
14,489.03 |
14,675.57 |
15,165.25 |
|
S4 |
14,070.91 |
14,257.45 |
15,050.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,486.63 |
15,138.73 |
347.90 |
2.3% |
160.05 |
1.0% |
43% |
False |
False |
|
10 |
15,618.04 |
15,034.54 |
583.50 |
3.8% |
172.63 |
1.1% |
44% |
False |
False |
|
20 |
15,618.04 |
14,557.83 |
1,060.21 |
6.9% |
201.86 |
1.3% |
69% |
False |
False |
|
40 |
15,932.05 |
14,557.83 |
1,374.22 |
9.0% |
200.15 |
1.3% |
53% |
False |
False |
|
60 |
15,932.05 |
14,557.83 |
1,374.22 |
9.0% |
191.16 |
1.3% |
53% |
False |
False |
|
80 |
15,932.05 |
13,520.92 |
2,411.13 |
15.8% |
193.12 |
1.3% |
73% |
False |
False |
|
100 |
15,932.05 |
12,724.62 |
3,207.43 |
21.0% |
185.58 |
1.2% |
80% |
False |
False |
|
120 |
15,932.05 |
12,517.87 |
3,414.18 |
22.3% |
184.68 |
1.2% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,165.97 |
2.618 |
15,890.21 |
1.618 |
15,721.24 |
1.000 |
15,616.82 |
0.618 |
15,552.27 |
HIGH |
15,447.85 |
0.618 |
15,383.30 |
0.500 |
15,363.37 |
0.382 |
15,343.43 |
LOW |
15,278.88 |
0.618 |
15,174.46 |
1.000 |
15,109.91 |
1.618 |
15,005.49 |
2.618 |
14,836.52 |
4.250 |
14,560.76 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,363.37 |
15,363.45 |
PP |
15,338.82 |
15,338.88 |
S1 |
15,314.28 |
15,314.31 |
|