Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
7,591.5 |
7,767.0 |
175.5 |
2.3% |
7,549.5 |
High |
7,766.5 |
7,810.5 |
44.0 |
0.6% |
7,810.5 |
Low |
7,585.0 |
7,757.0 |
172.0 |
2.3% |
7,531.0 |
Close |
7,750.5 |
7,791.5 |
41.0 |
0.5% |
7,791.5 |
Range |
181.5 |
53.5 |
-128.0 |
-70.5% |
279.5 |
ATR |
72.5 |
71.6 |
-0.9 |
-1.2% |
0.0 |
Volume |
128,065 |
175,423 |
47,358 |
37.0% |
1,045,779 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,947.0 |
7,922.5 |
7,821.0 |
|
R3 |
7,893.5 |
7,869.0 |
7,806.0 |
|
R2 |
7,840.0 |
7,840.0 |
7,801.5 |
|
R1 |
7,815.5 |
7,815.5 |
7,796.5 |
7,828.0 |
PP |
7,786.5 |
7,786.5 |
7,786.5 |
7,792.5 |
S1 |
7,762.0 |
7,762.0 |
7,786.5 |
7,774.0 |
S2 |
7,733.0 |
7,733.0 |
7,781.5 |
|
S3 |
7,679.5 |
7,708.5 |
7,777.0 |
|
S4 |
7,626.0 |
7,655.0 |
7,762.0 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,549.5 |
8,450.0 |
7,945.0 |
|
R3 |
8,270.0 |
8,170.5 |
7,868.5 |
|
R2 |
7,990.5 |
7,990.5 |
7,842.5 |
|
R1 |
7,891.0 |
7,891.0 |
7,817.0 |
7,941.0 |
PP |
7,711.0 |
7,711.0 |
7,711.0 |
7,736.0 |
S1 |
7,611.5 |
7,611.5 |
7,766.0 |
7,661.0 |
S2 |
7,431.5 |
7,431.5 |
7,740.5 |
|
S3 |
7,152.0 |
7,332.0 |
7,714.5 |
|
S4 |
6,872.5 |
7,052.5 |
7,638.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,810.5 |
7,531.0 |
279.5 |
3.6% |
86.0 |
1.1% |
93% |
True |
False |
209,155 |
10 |
7,810.5 |
7,440.5 |
370.0 |
4.7% |
82.5 |
1.1% |
95% |
True |
False |
118,582 |
20 |
7,810.5 |
7,285.5 |
525.0 |
6.7% |
62.0 |
0.8% |
96% |
True |
False |
59,308 |
40 |
7,810.5 |
7,285.5 |
525.0 |
6.7% |
44.5 |
0.6% |
96% |
True |
False |
29,667 |
60 |
7,810.5 |
7,285.5 |
525.0 |
6.7% |
34.0 |
0.4% |
96% |
True |
False |
19,787 |
80 |
7,810.5 |
7,285.5 |
525.0 |
6.7% |
26.0 |
0.3% |
96% |
True |
False |
14,841 |
100 |
7,958.0 |
7,285.5 |
672.5 |
8.6% |
21.5 |
0.3% |
75% |
False |
False |
11,876 |
120 |
8,000.0 |
7,285.5 |
714.5 |
9.2% |
18.0 |
0.2% |
71% |
False |
False |
9,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,038.0 |
2.618 |
7,950.5 |
1.618 |
7,897.0 |
1.000 |
7,864.0 |
0.618 |
7,843.5 |
HIGH |
7,810.5 |
0.618 |
7,790.0 |
0.500 |
7,784.0 |
0.382 |
7,777.5 |
LOW |
7,757.0 |
0.618 |
7,724.0 |
1.000 |
7,703.5 |
1.618 |
7,670.5 |
2.618 |
7,617.0 |
4.250 |
7,529.5 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
7,789.0 |
7,755.0 |
PP |
7,786.5 |
7,718.0 |
S1 |
7,784.0 |
7,681.0 |
|