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 |
34,650.01 |
34,620.02 |
-29.99 |
-0.1% |
34,843.22 |
High |
34,784.52 |
34,852.61 |
68.09 |
0.2% |
34,871.26 |
Low |
34,578.59 |
34,560.55 |
-18.04 |
-0.1% |
34,291.56 |
Close |
34,663.72 |
34,645.99 |
-17.73 |
-0.1% |
34,576.59 |
Range |
205.93 |
292.06 |
86.13 |
41.8% |
579.70 |
ATR |
296.33 |
296.03 |
-0.31 |
-0.1% |
0.00 |
Volume |
295,455,026 |
318,671,651 |
23,216,625 |
7.9% |
1,282,430,387 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,562.56 |
35,396.34 |
34,806.62 |
|
R3 |
35,270.50 |
35,104.28 |
34,726.31 |
|
R2 |
34,978.44 |
34,978.44 |
34,699.53 |
|
R1 |
34,812.22 |
34,812.22 |
34,672.76 |
34,895.33 |
PP |
34,686.38 |
34,686.38 |
34,686.38 |
34,727.94 |
S1 |
34,520.16 |
34,520.16 |
34,619.22 |
34,603.27 |
S2 |
34,394.32 |
34,394.32 |
34,592.45 |
|
S3 |
34,102.26 |
34,228.10 |
34,565.67 |
|
S4 |
33,810.20 |
33,936.04 |
34,485.36 |
|
|
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 |
34,852.61 |
34,291.56 |
561.05 |
1.6% |
236.41 |
0.7% |
63% |
True |
False |
322,042,696 |
10 |
35,070.21 |
34,291.56 |
778.65 |
2.2% |
257.38 |
0.7% |
46% |
False |
False |
303,847,339 |
20 |
35,219.37 |
34,029.22 |
1,190.15 |
3.4% |
302.54 |
0.9% |
52% |
False |
False |
316,521,406 |
40 |
35,679.13 |
34,029.22 |
1,649.91 |
4.8% |
295.37 |
0.9% |
37% |
False |
False |
323,144,646 |
60 |
35,679.13 |
33,610.32 |
2,068.81 |
6.0% |
275.19 |
0.8% |
50% |
False |
False |
319,905,003 |
80 |
35,679.13 |
32,586.56 |
3,092.57 |
8.9% |
283.51 |
0.8% |
67% |
False |
False |
325,253,408 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
8.9% |
293.98 |
0.8% |
67% |
False |
False |
317,299,496 |
120 |
35,679.13 |
31,805.18 |
3,873.95 |
11.2% |
298.37 |
0.9% |
73% |
False |
False |
311,684,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,093.87 |
2.618 |
35,617.22 |
1.618 |
35,325.16 |
1.000 |
35,144.67 |
0.618 |
35,033.10 |
HIGH |
34,852.61 |
0.618 |
34,741.04 |
0.500 |
34,706.58 |
0.382 |
34,672.12 |
LOW |
34,560.55 |
0.618 |
34,380.06 |
1.000 |
34,268.49 |
1.618 |
34,088.00 |
2.618 |
33,795.94 |
4.250 |
33,319.30 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,706.58 |
34,663.09 |
PP |
34,686.38 |
34,657.39 |
S1 |
34,666.19 |
34,651.69 |
|