Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,390.59 |
15,301.64 |
-88.95 |
-0.6% |
15,456.09 |
High |
15,447.85 |
15,414.61 |
-33.24 |
-0.2% |
15,556.85 |
Low |
15,278.88 |
15,256.60 |
-22.28 |
-0.1% |
15,138.73 |
Close |
15,289.74 |
15,348.53 |
58.79 |
0.4% |
15,280.23 |
Range |
168.97 |
158.01 |
-10.96 |
-6.5% |
418.12 |
ATR |
209.43 |
205.75 |
-3.67 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,813.94 |
15,739.25 |
15,435.44 |
|
R3 |
15,655.93 |
15,581.24 |
15,391.98 |
|
R2 |
15,497.92 |
15,497.92 |
15,377.50 |
|
R1 |
15,423.23 |
15,423.23 |
15,363.01 |
15,460.58 |
PP |
15,339.91 |
15,339.91 |
15,339.91 |
15,358.59 |
S1 |
15,265.22 |
15,265.22 |
15,334.05 |
15,302.57 |
S2 |
15,181.90 |
15,181.90 |
15,319.56 |
|
S3 |
15,023.89 |
15,107.21 |
15,305.08 |
|
S4 |
14,865.88 |
14,949.20 |
15,261.62 |
|
|
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 |
15,482.84 |
15,138.73 |
344.11 |
2.2% |
152.22 |
1.0% |
61% |
False |
False |
|
10 |
15,618.04 |
15,138.73 |
479.31 |
3.1% |
152.73 |
1.0% |
44% |
False |
False |
|
20 |
15,618.04 |
14,557.83 |
1,060.21 |
6.9% |
200.83 |
1.3% |
75% |
False |
False |
|
40 |
15,932.05 |
14,557.83 |
1,374.22 |
9.0% |
196.90 |
1.3% |
58% |
False |
False |
|
60 |
15,932.05 |
14,557.83 |
1,374.22 |
9.0% |
190.27 |
1.2% |
58% |
False |
False |
|
80 |
15,932.05 |
13,520.92 |
2,411.13 |
15.7% |
192.15 |
1.3% |
76% |
False |
False |
|
100 |
15,932.05 |
12,724.62 |
3,207.43 |
20.9% |
185.42 |
1.2% |
82% |
False |
False |
|
120 |
15,932.05 |
12,517.87 |
3,414.18 |
22.2% |
182.86 |
1.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,086.15 |
2.618 |
15,828.28 |
1.618 |
15,670.27 |
1.000 |
15,572.62 |
0.618 |
15,512.26 |
HIGH |
15,414.61 |
0.618 |
15,354.25 |
0.500 |
15,335.61 |
0.382 |
15,316.96 |
LOW |
15,256.60 |
0.618 |
15,158.95 |
1.000 |
15,098.59 |
1.618 |
15,000.94 |
2.618 |
14,842.93 |
4.250 |
14,585.06 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,344.22 |
15,369.72 |
PP |
15,339.91 |
15,362.66 |
S1 |
15,335.61 |
15,355.59 |
|