Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,571.84 |
34,575.50 |
3.66 |
0.0% |
34,650.01 |
High |
34,597.56 |
34,776.28 |
178.72 |
0.5% |
34,977.97 |
Low |
34,311.69 |
34,434.29 |
122.60 |
0.4% |
34,509.95 |
Close |
34,517.73 |
34,440.88 |
-76.85 |
-0.2% |
34,618.24 |
Range |
285.87 |
341.99 |
56.12 |
19.6% |
468.02 |
ATR |
295.91 |
299.20 |
3.29 |
1.1% |
0.00 |
Volume |
287,529,849 |
294,106,983 |
6,577,134 |
2.3% |
1,813,238,923 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,576.45 |
35,350.66 |
34,628.97 |
|
R3 |
35,234.46 |
35,008.67 |
34,534.93 |
|
R2 |
34,892.47 |
34,892.47 |
34,503.58 |
|
R1 |
34,666.68 |
34,666.68 |
34,472.23 |
34,608.58 |
PP |
34,550.48 |
34,550.48 |
34,550.48 |
34,521.44 |
S1 |
34,324.69 |
34,324.69 |
34,409.53 |
34,266.59 |
S2 |
34,208.49 |
34,208.49 |
34,378.18 |
|
S3 |
33,866.50 |
33,982.70 |
34,346.83 |
|
S4 |
33,524.51 |
33,640.71 |
34,252.79 |
|
|
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 |
34,311.69 |
666.28 |
1.9% |
285.56 |
0.8% |
19% |
False |
False |
347,897,755 |
10 |
34,977.97 |
34,311.69 |
666.28 |
1.9% |
254.69 |
0.7% |
19% |
False |
False |
333,936,472 |
20 |
35,070.21 |
34,029.22 |
1,040.99 |
3.0% |
284.87 |
0.8% |
40% |
False |
False |
314,295,922 |
40 |
35,679.13 |
34,029.22 |
1,649.91 |
4.8% |
299.26 |
0.9% |
25% |
False |
False |
319,783,981 |
60 |
35,679.13 |
33,705.68 |
1,973.45 |
5.7% |
280.24 |
0.8% |
37% |
False |
False |
317,059,005 |
80 |
35,679.13 |
32,704.51 |
2,974.62 |
8.6% |
281.47 |
0.8% |
58% |
False |
False |
327,746,645 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
9.0% |
293.05 |
0.9% |
60% |
False |
False |
319,275,741 |
120 |
35,679.13 |
32,586.56 |
3,092.57 |
9.0% |
290.99 |
0.8% |
60% |
False |
False |
313,308,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,229.74 |
2.618 |
35,671.61 |
1.618 |
35,329.62 |
1.000 |
35,118.27 |
0.618 |
34,987.63 |
HIGH |
34,776.28 |
0.618 |
34,645.64 |
0.500 |
34,605.29 |
0.382 |
34,564.93 |
LOW |
34,434.29 |
0.618 |
34,222.94 |
1.000 |
34,092.30 |
1.618 |
33,880.95 |
2.618 |
33,538.96 |
4.250 |
32,980.83 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,605.29 |
34,543.99 |
PP |
34,550.48 |
34,509.62 |
S1 |
34,495.68 |
34,475.25 |
|