Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
444.01 |
435.70 |
-8.31 |
-1.9% |
448.24 |
High |
444.44 |
435.97 |
-8.47 |
-1.9% |
451.08 |
Low |
438.43 |
431.23 |
-7.20 |
-1.6% |
442.92 |
Close |
438.64 |
431.39 |
-7.25 |
-1.7% |
443.37 |
Range |
6.01 |
4.74 |
-1.27 |
-21.1% |
8.16 |
ATR |
4.28 |
4.50 |
0.22 |
5.2% |
0.00 |
Volume |
82,562,600 |
104,095,800 |
21,533,200 |
26.1% |
383,224,300 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447.08 |
443.98 |
434.00 |
|
R3 |
442.34 |
439.24 |
432.69 |
|
R2 |
437.60 |
437.60 |
432.26 |
|
R1 |
434.50 |
434.50 |
431.82 |
433.68 |
PP |
432.86 |
432.86 |
432.86 |
432.46 |
S1 |
429.76 |
429.76 |
430.96 |
428.94 |
S2 |
428.12 |
428.12 |
430.52 |
|
S3 |
423.38 |
425.02 |
430.09 |
|
S4 |
418.64 |
420.28 |
428.78 |
|
|
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 |
447.48 |
431.23 |
16.25 |
3.8% |
4.21 |
1.0% |
1% |
False |
True |
84,154,800 |
10 |
451.08 |
431.23 |
19.85 |
4.6% |
3.51 |
0.8% |
1% |
False |
True |
75,421,790 |
20 |
453.67 |
431.23 |
22.44 |
5.2% |
3.96 |
0.9% |
1% |
False |
True |
74,004,995 |
40 |
459.44 |
431.23 |
28.21 |
6.5% |
4.23 |
1.0% |
1% |
False |
True |
74,975,072 |
60 |
459.44 |
431.23 |
28.21 |
6.5% |
3.80 |
0.9% |
1% |
False |
True |
73,133,543 |
80 |
459.44 |
416.22 |
43.22 |
10.0% |
3.83 |
0.9% |
35% |
False |
False |
75,906,441 |
100 |
459.44 |
403.74 |
55.70 |
12.9% |
3.86 |
0.9% |
50% |
False |
False |
76,703,953 |
120 |
459.44 |
403.74 |
55.70 |
12.9% |
3.86 |
0.9% |
50% |
False |
False |
76,485,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
456.12 |
2.618 |
448.38 |
1.618 |
443.64 |
1.000 |
440.71 |
0.618 |
438.90 |
HIGH |
435.97 |
0.618 |
434.16 |
0.500 |
433.60 |
0.382 |
433.04 |
LOW |
431.23 |
0.618 |
428.30 |
1.000 |
426.49 |
1.618 |
423.56 |
2.618 |
418.82 |
4.250 |
411.09 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
433.60 |
437.83 |
PP |
432.86 |
435.69 |
S1 |
432.13 |
433.54 |
|