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 |
7,587.5 |
7,591.5 |
4.0 |
0.1% |
7,565.0 |
High |
7,609.5 |
7,766.5 |
157.0 |
2.1% |
7,595.0 |
Low |
7,552.0 |
7,585.0 |
33.0 |
0.4% |
7,440.5 |
Close |
7,600.0 |
7,750.5 |
150.5 |
2.0% |
7,543.0 |
Range |
57.5 |
181.5 |
124.0 |
215.7% |
154.5 |
ATR |
64.1 |
72.5 |
8.4 |
13.1% |
0.0 |
Volume |
169,453 |
128,065 |
-41,388 |
-24.4% |
140,050 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,245.0 |
8,179.5 |
7,850.5 |
|
R3 |
8,063.5 |
7,998.0 |
7,800.5 |
|
R2 |
7,882.0 |
7,882.0 |
7,784.0 |
|
R1 |
7,816.5 |
7,816.5 |
7,767.0 |
7,849.0 |
PP |
7,700.5 |
7,700.5 |
7,700.5 |
7,717.0 |
S1 |
7,635.0 |
7,635.0 |
7,734.0 |
7,668.0 |
S2 |
7,519.0 |
7,519.0 |
7,717.0 |
|
S3 |
7,337.5 |
7,453.5 |
7,700.5 |
|
S4 |
7,156.0 |
7,272.0 |
7,650.5 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,989.5 |
7,921.0 |
7,628.0 |
|
R3 |
7,835.0 |
7,766.5 |
7,585.5 |
|
R2 |
7,680.5 |
7,680.5 |
7,571.5 |
|
R1 |
7,612.0 |
7,612.0 |
7,557.0 |
7,569.0 |
PP |
7,526.0 |
7,526.0 |
7,526.0 |
7,505.0 |
S1 |
7,457.5 |
7,457.5 |
7,529.0 |
7,414.5 |
S2 |
7,371.5 |
7,371.5 |
7,514.5 |
|
S3 |
7,217.0 |
7,303.0 |
7,500.5 |
|
S4 |
7,062.5 |
7,148.5 |
7,458.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,766.5 |
7,466.5 |
300.0 |
3.9% |
93.0 |
1.2% |
95% |
True |
False |
193,287 |
10 |
7,766.5 |
7,440.5 |
326.0 |
4.2% |
80.0 |
1.0% |
95% |
True |
False |
101,044 |
20 |
7,766.5 |
7,285.5 |
481.0 |
6.2% |
62.0 |
0.8% |
97% |
True |
False |
50,538 |
40 |
7,769.0 |
7,285.5 |
483.5 |
6.2% |
43.5 |
0.6% |
96% |
False |
False |
25,281 |
60 |
7,769.0 |
7,285.5 |
483.5 |
6.2% |
33.5 |
0.4% |
96% |
False |
False |
16,864 |
80 |
7,769.0 |
7,285.5 |
483.5 |
6.2% |
25.0 |
0.3% |
96% |
False |
False |
12,649 |
100 |
7,977.5 |
7,285.5 |
692.0 |
8.9% |
21.0 |
0.3% |
67% |
False |
False |
10,121 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.2% |
18.0 |
0.2% |
65% |
False |
False |
8,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,538.0 |
2.618 |
8,241.5 |
1.618 |
8,060.0 |
1.000 |
7,948.0 |
0.618 |
7,878.5 |
HIGH |
7,766.5 |
0.618 |
7,697.0 |
0.500 |
7,676.0 |
0.382 |
7,654.5 |
LOW |
7,585.0 |
0.618 |
7,473.0 |
1.000 |
7,403.5 |
1.618 |
7,291.5 |
2.618 |
7,110.0 |
4.250 |
6,813.5 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,725.5 |
7,720.0 |
PP |
7,700.5 |
7,689.5 |
S1 |
7,676.0 |
7,659.0 |
|