Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,301.64 |
15,437.24 |
135.60 |
0.9% |
15,456.09 |
High |
15,414.61 |
15,512.82 |
98.21 |
0.6% |
15,556.85 |
Low |
15,256.60 |
15,337.18 |
80.58 |
0.5% |
15,138.73 |
Close |
15,348.53 |
15,473.89 |
125.36 |
0.8% |
15,280.23 |
Range |
158.01 |
175.64 |
17.63 |
11.2% |
418.12 |
ATR |
205.75 |
203.60 |
-2.15 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,968.22 |
15,896.69 |
15,570.49 |
|
R3 |
15,792.58 |
15,721.05 |
15,522.19 |
|
R2 |
15,616.94 |
15,616.94 |
15,506.09 |
|
R1 |
15,545.41 |
15,545.41 |
15,489.99 |
15,581.18 |
PP |
15,441.30 |
15,441.30 |
15,441.30 |
15,459.18 |
S1 |
15,369.77 |
15,369.77 |
15,457.79 |
15,405.54 |
S2 |
15,265.66 |
15,265.66 |
15,441.69 |
|
S3 |
15,090.02 |
15,194.13 |
15,425.59 |
|
S4 |
14,914.38 |
15,018.49 |
15,377.29 |
|
|
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 |
15,512.82 |
15,244.06 |
268.76 |
1.7% |
157.45 |
1.0% |
86% |
True |
False |
|
10 |
15,618.04 |
15,138.73 |
479.31 |
3.1% |
156.67 |
1.0% |
70% |
False |
False |
|
20 |
15,618.04 |
14,557.83 |
1,060.21 |
6.9% |
199.46 |
1.3% |
86% |
False |
False |
|
40 |
15,801.83 |
14,557.83 |
1,244.00 |
8.0% |
197.54 |
1.3% |
74% |
False |
False |
|
60 |
15,932.05 |
14,557.83 |
1,374.22 |
8.9% |
190.33 |
1.2% |
67% |
False |
False |
|
80 |
15,932.05 |
13,520.92 |
2,411.13 |
15.6% |
192.96 |
1.2% |
81% |
False |
False |
|
100 |
15,932.05 |
12,724.62 |
3,207.43 |
20.7% |
185.86 |
1.2% |
86% |
False |
False |
|
120 |
15,932.05 |
12,517.87 |
3,414.18 |
22.1% |
181.92 |
1.2% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,259.29 |
2.618 |
15,972.65 |
1.618 |
15,797.01 |
1.000 |
15,688.46 |
0.618 |
15,621.37 |
HIGH |
15,512.82 |
0.618 |
15,445.73 |
0.500 |
15,425.00 |
0.382 |
15,404.27 |
LOW |
15,337.18 |
0.618 |
15,228.63 |
1.000 |
15,161.54 |
1.618 |
15,052.99 |
2.618 |
14,877.35 |
4.250 |
14,590.71 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,457.59 |
15,444.16 |
PP |
15,441.30 |
15,414.44 |
S1 |
15,425.00 |
15,384.71 |
|