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 |
442.68 |
444.01 |
1.33 |
0.3% |
448.24 |
High |
443.29 |
444.44 |
1.15 |
0.3% |
451.08 |
Low |
439.94 |
438.43 |
-1.51 |
-0.3% |
442.92 |
Close |
442.71 |
438.64 |
-4.07 |
-0.9% |
443.37 |
Range |
3.35 |
6.01 |
2.66 |
79.3% |
8.16 |
ATR |
4.15 |
4.28 |
0.13 |
3.2% |
0.00 |
Volume |
66,514,600 |
82,562,600 |
16,048,000 |
24.1% |
383,224,300 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458.52 |
454.58 |
441.94 |
|
R3 |
452.51 |
448.58 |
440.29 |
|
R2 |
446.51 |
446.51 |
439.74 |
|
R1 |
442.57 |
442.57 |
439.19 |
441.54 |
PP |
440.50 |
440.50 |
440.50 |
439.98 |
S1 |
436.57 |
436.57 |
438.09 |
435.53 |
S2 |
434.50 |
434.50 |
437.54 |
|
S3 |
428.49 |
430.56 |
436.99 |
|
S4 |
422.49 |
424.56 |
435.34 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
470.27 |
464.98 |
447.86 |
|
R3 |
462.11 |
456.82 |
445.61 |
|
R2 |
453.95 |
453.95 |
444.87 |
|
R1 |
448.66 |
448.66 |
444.12 |
447.23 |
PP |
445.79 |
445.79 |
445.79 |
445.07 |
S1 |
440.50 |
440.50 |
442.62 |
439.07 |
S2 |
437.63 |
437.63 |
441.87 |
|
S3 |
429.47 |
432.34 |
441.13 |
|
S4 |
421.31 |
424.18 |
438.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
451.08 |
438.43 |
12.65 |
2.9% |
3.94 |
0.9% |
2% |
False |
True |
80,021,800 |
10 |
451.08 |
438.43 |
12.65 |
2.9% |
3.31 |
0.8% |
2% |
False |
True |
72,047,750 |
20 |
453.67 |
435.00 |
18.67 |
4.3% |
3.95 |
0.9% |
19% |
False |
False |
72,222,255 |
40 |
459.44 |
433.01 |
26.43 |
6.0% |
4.20 |
1.0% |
21% |
False |
False |
74,148,997 |
60 |
459.44 |
431.88 |
27.56 |
6.3% |
3.80 |
0.9% |
25% |
False |
False |
72,612,175 |
80 |
459.44 |
415.25 |
44.19 |
10.1% |
3.84 |
0.9% |
53% |
False |
False |
75,778,117 |
100 |
459.44 |
403.74 |
55.70 |
12.7% |
3.86 |
0.9% |
63% |
False |
False |
76,557,326 |
120 |
459.44 |
401.76 |
57.68 |
13.1% |
3.85 |
0.9% |
64% |
False |
False |
76,199,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
469.96 |
2.618 |
460.16 |
1.618 |
454.15 |
1.000 |
450.44 |
0.618 |
448.15 |
HIGH |
444.44 |
0.618 |
442.14 |
0.500 |
441.43 |
0.382 |
440.72 |
LOW |
438.43 |
0.618 |
434.72 |
1.000 |
432.43 |
1.618 |
428.71 |
2.618 |
422.71 |
4.250 |
412.91 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
441.43 |
441.70 |
PP |
440.50 |
440.68 |
S1 |
439.57 |
439.66 |
|