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 |
1,637.8220 |
1,643.1440 |
5.3220 |
0.3% |
1,636.2220 |
High |
1,660.2160 |
1,649.5420 |
-10.6740 |
-0.6% |
1,641.0550 |
Low |
1,627.7140 |
1,608.9810 |
-18.7330 |
-1.2% |
1,533.7810 |
Close |
1,643.1440 |
1,624.8360 |
-18.3080 |
-1.1% |
1,622.8060 |
Range |
32.5020 |
40.5610 |
8.0590 |
24.8% |
107.2740 |
ATR |
50.6749 |
49.9525 |
-0.7224 |
-1.4% |
0.0000 |
Volume |
98,236 |
138,579 |
40,343 |
41.1% |
558,294 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,749.4693 |
1,727.7137 |
1,647.1446 |
|
R3 |
1,708.9083 |
1,687.1527 |
1,635.9903 |
|
R2 |
1,668.3473 |
1,668.3473 |
1,632.2722 |
|
R1 |
1,646.5917 |
1,646.5917 |
1,628.5541 |
1,637.1890 |
PP |
1,627.7863 |
1,627.7863 |
1,627.7863 |
1,623.0850 |
S1 |
1,606.0307 |
1,606.0307 |
1,621.1179 |
1,596.6280 |
S2 |
1,587.2253 |
1,587.2253 |
1,617.3998 |
|
S3 |
1,546.6643 |
1,565.4697 |
1,613.6817 |
|
S4 |
1,506.1033 |
1,524.9087 |
1,602.5275 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.0360 |
1,879.1950 |
1,681.8067 |
|
R3 |
1,813.7620 |
1,771.9210 |
1,652.3064 |
|
R2 |
1,706.4880 |
1,706.4880 |
1,642.4729 |
|
R1 |
1,664.6470 |
1,664.6470 |
1,632.6395 |
1,631.9305 |
PP |
1,599.2140 |
1,599.2140 |
1,599.2140 |
1,582.8558 |
S1 |
1,557.3730 |
1,557.3730 |
1,612.9726 |
1,524.6565 |
S2 |
1,491.9400 |
1,491.9400 |
1,603.1391 |
|
S3 |
1,384.6660 |
1,450.0990 |
1,593.3057 |
|
S4 |
1,277.3920 |
1,342.8250 |
1,563.8053 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,669.1410 |
1,603.1490 |
65.9920 |
4.1% |
38.7212 |
2.4% |
33% |
False |
False |
94,991 |
10 |
1,669.1410 |
1,533.7810 |
135.3600 |
8.3% |
46.9183 |
2.9% |
67% |
False |
False |
103,847 |
20 |
1,742.3600 |
1,533.7810 |
208.5790 |
12.8% |
52.0213 |
3.2% |
44% |
False |
False |
147,704 |
40 |
1,888.8030 |
1,533.7810 |
355.0220 |
21.8% |
48.2041 |
3.0% |
26% |
False |
False |
132,835 |
60 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.3% |
53.3038 |
3.3% |
18% |
False |
False |
129,706 |
80 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.3% |
57.4059 |
3.5% |
18% |
False |
False |
128,045 |
100 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.3% |
59.5927 |
3.7% |
18% |
False |
False |
132,497 |
120 |
2,137.7700 |
1,533.7810 |
603.9890 |
37.2% |
64.1576 |
3.9% |
15% |
False |
False |
153,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,821.9263 |
2.618 |
1,755.7307 |
1.618 |
1,715.1697 |
1.000 |
1,690.1030 |
0.618 |
1,674.6087 |
HIGH |
1,649.5420 |
0.618 |
1,634.0477 |
0.500 |
1,629.2615 |
0.382 |
1,624.4753 |
LOW |
1,608.9810 |
0.618 |
1,583.9143 |
1.000 |
1,568.4200 |
1.618 |
1,543.3533 |
2.618 |
1,502.7923 |
4.250 |
1,436.5968 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,629.2615 |
1,639.0610 |
PP |
1,627.7863 |
1,634.3193 |
S1 |
1,626.3112 |
1,629.5777 |
|