Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,643.1440 |
1,623.9010 |
-19.2430 |
-1.2% |
1,636.2220 |
High |
1,649.5420 |
1,630.0630 |
-19.4790 |
-1.2% |
1,641.0550 |
Low |
1,608.9810 |
1,569.8560 |
-39.1250 |
-2.4% |
1,533.7810 |
Close |
1,624.8360 |
1,588.0440 |
-36.7920 |
-2.3% |
1,622.8060 |
Range |
40.5610 |
60.2070 |
19.6460 |
48.4% |
107.2740 |
ATR |
49.9525 |
50.6850 |
0.7325 |
1.5% |
0.0000 |
Volume |
138,579 |
155,377 |
16,798 |
12.1% |
558,294 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.6087 |
1,742.5333 |
1,621.1579 |
|
R3 |
1,716.4017 |
1,682.3263 |
1,604.6009 |
|
R2 |
1,656.1947 |
1,656.1947 |
1,599.0820 |
|
R1 |
1,622.1193 |
1,622.1193 |
1,593.5630 |
1,609.0535 |
PP |
1,595.9877 |
1,595.9877 |
1,595.9877 |
1,589.4548 |
S1 |
1,561.9123 |
1,561.9123 |
1,582.5250 |
1,548.8465 |
S2 |
1,535.7807 |
1,535.7807 |
1,577.0061 |
|
S3 |
1,475.5737 |
1,501.7053 |
1,571.4871 |
|
S4 |
1,415.3667 |
1,441.4983 |
1,554.9302 |
|
|
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 |
1,569.8560 |
99.2850 |
6.3% |
43.1814 |
2.7% |
18% |
False |
True |
95,448 |
10 |
1,669.1410 |
1,533.7810 |
135.3600 |
8.5% |
51.1633 |
3.2% |
40% |
False |
False |
108,920 |
20 |
1,742.3600 |
1,533.7810 |
208.5790 |
13.1% |
50.0047 |
3.1% |
26% |
False |
False |
143,516 |
40 |
1,888.8030 |
1,533.7810 |
355.0220 |
22.4% |
48.7530 |
3.1% |
15% |
False |
False |
133,748 |
60 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.0% |
53.2555 |
3.4% |
11% |
False |
False |
129,513 |
80 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.0% |
57.6674 |
3.6% |
11% |
False |
False |
128,337 |
100 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.0% |
59.6982 |
3.8% |
11% |
False |
False |
131,910 |
120 |
2,137.7700 |
1,533.7810 |
603.9890 |
38.0% |
64.1581 |
4.0% |
9% |
False |
False |
152,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,885.9428 |
2.618 |
1,787.6849 |
1.618 |
1,727.4779 |
1.000 |
1,690.2700 |
0.618 |
1,667.2709 |
HIGH |
1,630.0630 |
0.618 |
1,607.0639 |
0.500 |
1,599.9595 |
0.382 |
1,592.8551 |
LOW |
1,569.8560 |
0.618 |
1,532.6481 |
1.000 |
1,509.6490 |
1.618 |
1,472.4411 |
2.618 |
1,412.2341 |
4.250 |
1,313.9763 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,599.9595 |
1,615.0360 |
PP |
1,595.9877 |
1,606.0387 |
S1 |
1,592.0158 |
1,597.0413 |
|