Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,487.41 |
34,650.01 |
162.60 |
0.5% |
34,843.22 |
High |
34,627.85 |
34,784.52 |
156.67 |
0.5% |
34,871.26 |
Low |
34,473.57 |
34,578.59 |
105.02 |
0.3% |
34,291.56 |
Close |
34,576.59 |
34,663.72 |
87.13 |
0.3% |
34,576.59 |
Range |
154.28 |
205.93 |
51.65 |
33.5% |
579.70 |
ATR |
303.13 |
296.33 |
-6.80 |
-2.2% |
0.00 |
Volume |
295,984,765 |
295,455,026 |
-529,739 |
-0.2% |
1,282,430,387 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,293.40 |
35,184.49 |
34,776.98 |
|
R3 |
35,087.47 |
34,978.56 |
34,720.35 |
|
R2 |
34,881.54 |
34,881.54 |
34,701.47 |
|
R1 |
34,772.63 |
34,772.63 |
34,682.60 |
34,827.09 |
PP |
34,675.61 |
34,675.61 |
34,675.61 |
34,702.84 |
S1 |
34,566.70 |
34,566.70 |
34,644.84 |
34,621.16 |
S2 |
34,469.68 |
34,469.68 |
34,625.97 |
|
S3 |
34,263.75 |
34,360.77 |
34,607.09 |
|
S4 |
34,057.82 |
34,154.84 |
34,550.46 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,318.90 |
36,027.45 |
34,895.43 |
|
R3 |
35,739.20 |
35,447.75 |
34,736.01 |
|
R2 |
35,159.50 |
35,159.50 |
34,682.87 |
|
R1 |
34,868.05 |
34,868.05 |
34,629.73 |
34,723.93 |
PP |
34,579.80 |
34,579.80 |
34,579.80 |
34,507.74 |
S1 |
34,288.35 |
34,288.35 |
34,523.45 |
34,144.23 |
S2 |
34,000.10 |
34,000.10 |
34,470.31 |
|
S3 |
33,420.40 |
33,708.65 |
34,417.17 |
|
S4 |
32,840.70 |
33,128.95 |
34,257.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,871.26 |
34,291.56 |
579.70 |
1.7% |
225.13 |
0.6% |
64% |
False |
False |
315,577,082 |
10 |
35,070.21 |
34,291.56 |
778.65 |
2.2% |
249.30 |
0.7% |
48% |
False |
False |
294,700,572 |
20 |
35,335.45 |
34,029.22 |
1,306.23 |
3.8% |
296.21 |
0.9% |
49% |
False |
False |
315,766,873 |
40 |
35,679.13 |
34,029.22 |
1,649.91 |
4.8% |
294.23 |
0.8% |
38% |
False |
False |
324,172,357 |
60 |
35,679.13 |
33,610.32 |
2,068.81 |
6.0% |
279.37 |
0.8% |
51% |
False |
False |
320,636,040 |
80 |
35,679.13 |
32,586.56 |
3,092.57 |
8.9% |
285.14 |
0.8% |
67% |
False |
False |
325,153,920 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
8.9% |
292.49 |
0.8% |
67% |
False |
False |
316,653,902 |
120 |
35,679.13 |
31,805.18 |
3,873.95 |
11.2% |
298.00 |
0.9% |
74% |
False |
False |
312,091,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,659.72 |
2.618 |
35,323.64 |
1.618 |
35,117.71 |
1.000 |
34,990.45 |
0.618 |
34,911.78 |
HIGH |
34,784.52 |
0.618 |
34,705.85 |
0.500 |
34,681.56 |
0.382 |
34,657.26 |
LOW |
34,578.59 |
0.618 |
34,451.33 |
1.000 |
34,372.66 |
1.618 |
34,245.40 |
2.618 |
34,039.47 |
4.250 |
33,703.39 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,681.56 |
34,631.76 |
PP |
34,675.61 |
34,599.81 |
S1 |
34,669.67 |
34,567.85 |
|