Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,667.28 |
34,687.50 |
20.22 |
0.1% |
34,843.22 |
High |
34,767.11 |
34,977.97 |
210.86 |
0.6% |
34,871.26 |
Low |
34,509.95 |
34,687.50 |
177.55 |
0.5% |
34,291.56 |
Close |
34,575.53 |
34,907.11 |
331.58 |
1.0% |
34,576.59 |
Range |
257.16 |
290.47 |
33.31 |
13.0% |
579.70 |
ATR |
293.25 |
301.05 |
7.80 |
2.7% |
0.00 |
Volume |
298,571,700 |
308,295,091 |
9,723,391 |
3.3% |
1,282,430,387 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,728.94 |
35,608.49 |
35,066.87 |
|
R3 |
35,438.47 |
35,318.02 |
34,986.99 |
|
R2 |
35,148.00 |
35,148.00 |
34,960.36 |
|
R1 |
35,027.55 |
35,027.55 |
34,933.74 |
35,087.78 |
PP |
34,857.53 |
34,857.53 |
34,857.53 |
34,887.64 |
S1 |
34,737.08 |
34,737.08 |
34,880.48 |
34,797.31 |
S2 |
34,567.06 |
34,567.06 |
34,853.86 |
|
S3 |
34,276.59 |
34,446.61 |
34,827.23 |
|
S4 |
33,986.12 |
34,156.14 |
34,747.35 |
|
|
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 |
34,977.97 |
34,473.57 |
504.40 |
1.4% |
239.98 |
0.7% |
86% |
True |
False |
303,395,646 |
10 |
35,070.21 |
34,291.56 |
778.65 |
2.2% |
257.43 |
0.7% |
79% |
False |
False |
314,234,292 |
20 |
35,070.21 |
34,029.22 |
1,040.99 |
3.0% |
295.57 |
0.8% |
84% |
False |
False |
313,750,722 |
40 |
35,679.13 |
34,029.22 |
1,649.91 |
4.7% |
291.60 |
0.8% |
53% |
False |
False |
319,365,986 |
60 |
35,679.13 |
33,610.32 |
2,068.81 |
5.9% |
274.42 |
0.8% |
63% |
False |
False |
314,123,292 |
80 |
35,679.13 |
32,586.56 |
3,092.57 |
8.9% |
281.81 |
0.8% |
75% |
False |
False |
324,735,690 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
8.9% |
295.77 |
0.8% |
75% |
False |
False |
317,321,737 |
120 |
35,679.13 |
31,805.18 |
3,873.95 |
11.1% |
291.37 |
0.8% |
80% |
False |
False |
311,171,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,212.47 |
2.618 |
35,738.42 |
1.618 |
35,447.95 |
1.000 |
35,268.44 |
0.618 |
35,157.48 |
HIGH |
34,977.97 |
0.618 |
34,867.01 |
0.500 |
34,832.74 |
0.382 |
34,798.46 |
LOW |
34,687.50 |
0.618 |
34,507.99 |
1.000 |
34,397.03 |
1.618 |
34,217.52 |
2.618 |
33,927.05 |
4.250 |
33,453.00 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,882.32 |
34,852.73 |
PP |
34,857.53 |
34,798.34 |
S1 |
34,832.74 |
34,743.96 |
|