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 |
448.24 |
446.95 |
-1.29 |
-0.3% |
450.73 |
High |
448.77 |
448.53 |
-0.24 |
-0.1% |
451.06 |
Low |
446.47 |
445.39 |
-1.08 |
-0.2% |
442.75 |
Close |
448.45 |
445.99 |
-2.46 |
-0.5% |
445.52 |
Range |
2.30 |
3.14 |
0.84 |
36.5% |
8.31 |
ATR |
4.23 |
4.15 |
-0.08 |
-1.8% |
0.00 |
Volume |
60,180,100 |
67,565,400 |
7,385,300 |
12.3% |
258,348,500 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
456.06 |
454.16 |
447.72 |
|
R3 |
452.92 |
451.02 |
446.85 |
|
R2 |
449.78 |
449.78 |
446.57 |
|
R1 |
447.88 |
447.88 |
446.28 |
447.26 |
PP |
446.64 |
446.64 |
446.64 |
446.33 |
S1 |
444.74 |
444.74 |
445.70 |
444.12 |
S2 |
443.50 |
443.50 |
445.41 |
|
S3 |
440.36 |
441.60 |
445.13 |
|
S4 |
437.22 |
438.46 |
444.26 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
471.37 |
466.76 |
450.09 |
|
R3 |
463.06 |
458.45 |
447.81 |
|
R2 |
454.75 |
454.75 |
447.04 |
|
R1 |
450.14 |
450.14 |
446.28 |
448.29 |
PP |
446.44 |
446.44 |
446.44 |
445.52 |
S1 |
441.83 |
441.83 |
444.76 |
439.98 |
S2 |
438.13 |
438.13 |
444.00 |
|
S3 |
429.82 |
433.52 |
443.23 |
|
S4 |
421.51 |
425.21 |
440.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
448.77 |
442.75 |
6.02 |
1.3% |
3.10 |
0.7% |
54% |
False |
False |
66,185,560 |
10 |
453.67 |
442.46 |
11.21 |
2.5% |
3.40 |
0.8% |
31% |
False |
False |
66,325,830 |
20 |
453.67 |
433.01 |
20.66 |
4.6% |
4.21 |
0.9% |
63% |
False |
False |
73,414,825 |
40 |
459.44 |
433.01 |
26.43 |
5.9% |
4.10 |
0.9% |
49% |
False |
False |
72,584,235 |
60 |
459.44 |
431.19 |
28.25 |
6.3% |
3.76 |
0.8% |
52% |
False |
False |
73,321,095 |
80 |
459.44 |
409.88 |
49.56 |
11.1% |
3.85 |
0.9% |
73% |
False |
False |
76,627,696 |
100 |
459.44 |
403.74 |
55.70 |
12.5% |
3.87 |
0.9% |
76% |
False |
False |
76,802,361 |
120 |
459.44 |
389.40 |
70.04 |
15.7% |
3.95 |
0.9% |
81% |
False |
False |
76,974,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
461.88 |
2.618 |
456.75 |
1.618 |
453.61 |
1.000 |
451.67 |
0.618 |
450.47 |
HIGH |
448.53 |
0.618 |
447.33 |
0.500 |
446.96 |
0.382 |
446.59 |
LOW |
445.39 |
0.618 |
443.45 |
1.000 |
442.25 |
1.618 |
440.31 |
2.618 |
437.17 |
4.250 |
432.05 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
446.96 |
446.65 |
PP |
446.64 |
446.43 |
S1 |
446.31 |
446.21 |
|