Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,687.50 |
34,902.04 |
214.54 |
0.6% |
34,650.01 |
High |
34,977.97 |
34,902.04 |
-75.93 |
-0.2% |
34,977.97 |
Low |
34,687.50 |
34,572.27 |
-115.23 |
-0.3% |
34,509.95 |
Close |
34,907.11 |
34,618.24 |
-288.87 |
-0.8% |
34,618.24 |
Range |
290.47 |
329.77 |
39.30 |
13.5% |
468.02 |
ATR |
301.05 |
303.46 |
2.41 |
0.8% |
0.00 |
Volume |
308,295,091 |
592,245,455 |
283,950,364 |
92.1% |
1,813,238,923 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,686.83 |
35,482.30 |
34,799.61 |
|
R3 |
35,357.06 |
35,152.53 |
34,708.93 |
|
R2 |
35,027.29 |
35,027.29 |
34,678.70 |
|
R1 |
34,822.76 |
34,822.76 |
34,648.47 |
34,760.14 |
PP |
34,697.52 |
34,697.52 |
34,697.52 |
34,666.21 |
S1 |
34,492.99 |
34,492.99 |
34,588.01 |
34,430.37 |
S2 |
34,367.75 |
34,367.75 |
34,557.78 |
|
S3 |
34,037.98 |
34,163.22 |
34,527.55 |
|
S4 |
33,708.21 |
33,833.45 |
34,436.87 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,106.11 |
35,830.20 |
34,875.65 |
|
R3 |
35,638.09 |
35,362.18 |
34,746.95 |
|
R2 |
35,170.07 |
35,170.07 |
34,704.04 |
|
R1 |
34,894.16 |
34,894.16 |
34,661.14 |
34,798.11 |
PP |
34,702.05 |
34,702.05 |
34,702.05 |
34,654.03 |
S1 |
34,426.14 |
34,426.14 |
34,575.34 |
34,330.09 |
S2 |
34,234.03 |
34,234.03 |
34,532.44 |
|
S3 |
33,766.01 |
33,958.12 |
34,489.53 |
|
S4 |
33,297.99 |
33,490.10 |
34,360.83 |
|
|
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 |
34,509.95 |
468.02 |
1.4% |
275.08 |
0.8% |
23% |
False |
False |
362,647,784 |
10 |
34,979.18 |
34,291.56 |
687.62 |
2.0% |
255.36 |
0.7% |
48% |
False |
False |
338,474,202 |
20 |
35,070.21 |
34,029.22 |
1,040.99 |
3.0% |
289.67 |
0.8% |
57% |
False |
False |
323,323,103 |
40 |
35,679.13 |
34,029.22 |
1,649.91 |
4.8% |
292.82 |
0.8% |
36% |
False |
False |
325,614,246 |
60 |
35,679.13 |
33,610.32 |
2,068.81 |
6.0% |
276.22 |
0.8% |
49% |
False |
False |
318,556,761 |
80 |
35,679.13 |
32,586.56 |
3,092.57 |
8.9% |
282.12 |
0.8% |
66% |
False |
False |
328,745,262 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
8.9% |
297.42 |
0.9% |
66% |
False |
False |
320,642,039 |
120 |
35,679.13 |
32,276.72 |
3,402.41 |
9.8% |
290.35 |
0.8% |
69% |
False |
False |
313,464,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,303.56 |
2.618 |
35,765.38 |
1.618 |
35,435.61 |
1.000 |
35,231.81 |
0.618 |
35,105.84 |
HIGH |
34,902.04 |
0.618 |
34,776.07 |
0.500 |
34,737.16 |
0.382 |
34,698.24 |
LOW |
34,572.27 |
0.618 |
34,368.47 |
1.000 |
34,242.50 |
1.618 |
34,038.70 |
2.618 |
33,708.93 |
4.250 |
33,170.75 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,737.16 |
34,743.96 |
PP |
34,697.52 |
34,702.05 |
S1 |
34,657.88 |
34,660.15 |
|