Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
447.14 |
443.05 |
-4.09 |
-0.9% |
448.24 |
High |
447.48 |
444.97 |
-2.51 |
-0.6% |
451.08 |
Low |
442.92 |
442.56 |
-0.36 |
-0.1% |
442.92 |
Close |
443.37 |
443.63 |
0.26 |
0.1% |
443.37 |
Range |
4.56 |
2.41 |
-2.15 |
-47.1% |
8.16 |
ATR |
4.32 |
4.18 |
-0.14 |
-3.2% |
0.00 |
Volume |
111,848,800 |
55,752,200 |
-56,096,600 |
-50.2% |
383,224,300 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
450.95 |
449.70 |
444.96 |
|
R3 |
448.54 |
447.29 |
444.29 |
|
R2 |
446.13 |
446.13 |
444.07 |
|
R1 |
444.88 |
444.88 |
443.85 |
445.51 |
PP |
443.72 |
443.72 |
443.72 |
444.03 |
S1 |
442.47 |
442.47 |
443.41 |
443.10 |
S2 |
441.31 |
441.31 |
443.19 |
|
S3 |
438.90 |
440.06 |
442.97 |
|
S4 |
436.49 |
437.65 |
442.30 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
470.27 |
464.98 |
447.86 |
|
R3 |
462.11 |
456.82 |
445.61 |
|
R2 |
453.95 |
453.95 |
444.87 |
|
R1 |
448.66 |
448.66 |
444.12 |
447.23 |
PP |
445.79 |
445.79 |
445.79 |
445.07 |
S1 |
440.50 |
440.50 |
442.62 |
439.07 |
S2 |
437.63 |
437.63 |
441.87 |
|
S3 |
429.47 |
432.34 |
441.13 |
|
S4 |
421.31 |
424.18 |
438.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
451.08 |
442.56 |
8.52 |
1.9% |
3.22 |
0.7% |
13% |
False |
True |
75,759,280 |
10 |
451.08 |
442.56 |
8.52 |
1.9% |
3.04 |
0.7% |
13% |
False |
True |
69,732,500 |
20 |
453.67 |
435.00 |
18.67 |
4.2% |
3.90 |
0.9% |
46% |
False |
False |
71,457,480 |
40 |
459.44 |
433.01 |
26.43 |
6.0% |
4.11 |
0.9% |
40% |
False |
False |
73,152,430 |
60 |
459.44 |
431.19 |
28.25 |
6.4% |
3.75 |
0.8% |
44% |
False |
False |
72,875,855 |
80 |
459.44 |
409.88 |
49.56 |
11.2% |
3.80 |
0.9% |
68% |
False |
False |
76,166,842 |
100 |
459.44 |
403.74 |
55.70 |
12.6% |
3.86 |
0.9% |
72% |
False |
False |
76,800,707 |
120 |
459.44 |
393.69 |
65.75 |
14.8% |
3.82 |
0.9% |
76% |
False |
False |
76,127,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
455.21 |
2.618 |
451.28 |
1.618 |
448.87 |
1.000 |
447.38 |
0.618 |
446.46 |
HIGH |
444.97 |
0.618 |
444.05 |
0.500 |
443.77 |
0.382 |
443.48 |
LOW |
442.56 |
0.618 |
441.07 |
1.000 |
440.15 |
1.618 |
438.66 |
2.618 |
436.25 |
4.250 |
432.32 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
443.77 |
446.82 |
PP |
443.72 |
445.76 |
S1 |
443.68 |
444.69 |
|