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 |
15,500.75 |
15,569.00 |
68.25 |
0.4% |
15,709.00 |
High |
15,619.75 |
15,714.50 |
94.75 |
0.6% |
15,784.25 |
Low |
15,406.00 |
15,531.00 |
125.00 |
0.8% |
15,351.75 |
Close |
15,552.25 |
15,673.50 |
121.25 |
0.8% |
15,493.75 |
Range |
213.75 |
183.50 |
-30.25 |
-14.2% |
432.50 |
ATR |
235.83 |
232.09 |
-3.74 |
-1.6% |
0.00 |
Volume |
752,742 |
648,254 |
-104,488 |
-13.9% |
215,379 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,190.25 |
16,115.25 |
15,774.50 |
|
R3 |
16,006.75 |
15,931.75 |
15,724.00 |
|
R2 |
15,823.25 |
15,823.25 |
15,707.25 |
|
R1 |
15,748.25 |
15,748.25 |
15,690.25 |
15,785.75 |
PP |
15,639.75 |
15,639.75 |
15,639.75 |
15,658.50 |
S1 |
15,564.75 |
15,564.75 |
15,656.75 |
15,602.25 |
S2 |
15,456.25 |
15,456.25 |
15,639.75 |
|
S3 |
15,272.75 |
15,381.25 |
15,623.00 |
|
S4 |
15,089.25 |
15,197.75 |
15,572.50 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,840.75 |
16,599.75 |
15,731.50 |
|
R3 |
16,408.25 |
16,167.25 |
15,612.75 |
|
R2 |
15,975.75 |
15,975.75 |
15,573.00 |
|
R1 |
15,734.75 |
15,734.75 |
15,533.50 |
15,639.00 |
PP |
15,543.25 |
15,543.25 |
15,543.25 |
15,495.50 |
S1 |
15,302.25 |
15,302.25 |
15,454.00 |
15,206.50 |
S2 |
15,110.75 |
15,110.75 |
15,414.50 |
|
S3 |
14,678.25 |
14,869.75 |
15,374.75 |
|
S4 |
14,245.75 |
14,437.25 |
15,256.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,714.50 |
15,406.00 |
308.50 |
2.0% |
193.25 |
1.2% |
87% |
True |
False |
563,279 |
10 |
15,855.50 |
15,351.75 |
503.75 |
3.2% |
195.25 |
1.2% |
64% |
False |
False |
287,296 |
20 |
15,855.50 |
14,792.00 |
1,063.50 |
6.8% |
244.75 |
1.6% |
83% |
False |
False |
144,982 |
40 |
16,123.25 |
14,792.00 |
1,331.25 |
8.5% |
247.25 |
1.6% |
66% |
False |
False |
73,525 |
60 |
16,264.25 |
14,792.00 |
1,472.25 |
9.4% |
238.25 |
1.5% |
60% |
False |
False |
49,506 |
80 |
16,264.25 |
13,888.50 |
2,375.75 |
15.2% |
237.00 |
1.5% |
75% |
False |
False |
37,203 |
100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.3% |
217.75 |
1.4% |
81% |
False |
False |
29,766 |
120 |
16,264.25 |
12,885.00 |
3,379.25 |
21.6% |
197.25 |
1.3% |
83% |
False |
False |
24,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,494.50 |
2.618 |
16,195.00 |
1.618 |
16,011.50 |
1.000 |
15,898.00 |
0.618 |
15,828.00 |
HIGH |
15,714.50 |
0.618 |
15,644.50 |
0.500 |
15,622.75 |
0.382 |
15,601.00 |
LOW |
15,531.00 |
0.618 |
15,417.50 |
1.000 |
15,347.50 |
1.618 |
15,234.00 |
2.618 |
15,050.50 |
4.250 |
14,751.00 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,656.50 |
15,635.75 |
PP |
15,639.75 |
15,598.00 |
S1 |
15,622.75 |
15,560.25 |
|