Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,612.29 |
34,571.84 |
-40.45 |
-0.1% |
34,650.01 |
High |
34,725.06 |
34,597.56 |
-127.50 |
-0.4% |
34,977.97 |
Low |
34,545.35 |
34,311.69 |
-233.66 |
-0.7% |
34,509.95 |
Close |
34,624.30 |
34,517.73 |
-106.57 |
-0.3% |
34,618.24 |
Range |
179.71 |
285.87 |
106.16 |
59.1% |
468.02 |
ATR |
294.62 |
295.91 |
1.28 |
0.4% |
0.00 |
Volume |
257,311,397 |
287,529,849 |
30,218,452 |
11.7% |
1,813,238,923 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,333.27 |
35,211.37 |
34,674.96 |
|
R3 |
35,047.40 |
34,925.50 |
34,596.34 |
|
R2 |
34,761.53 |
34,761.53 |
34,570.14 |
|
R1 |
34,639.63 |
34,639.63 |
34,543.93 |
34,557.65 |
PP |
34,475.66 |
34,475.66 |
34,475.66 |
34,434.67 |
S1 |
34,353.76 |
34,353.76 |
34,491.53 |
34,271.78 |
S2 |
34,189.79 |
34,189.79 |
34,465.32 |
|
S3 |
33,903.92 |
34,067.89 |
34,439.12 |
|
S4 |
33,618.05 |
33,782.02 |
34,360.50 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,106.11 |
35,830.20 |
34,875.65 |
|
R3 |
35,638.09 |
35,362.18 |
34,746.95 |
|
R2 |
35,170.07 |
35,170.07 |
34,704.04 |
|
R1 |
34,894.16 |
34,894.16 |
34,661.14 |
34,798.11 |
PP |
34,702.05 |
34,702.05 |
34,702.05 |
34,654.03 |
S1 |
34,426.14 |
34,426.14 |
34,575.34 |
34,330.09 |
S2 |
34,234.03 |
34,234.03 |
34,532.44 |
|
S3 |
33,766.01 |
33,958.12 |
34,489.53 |
|
S4 |
33,297.99 |
33,490.10 |
34,360.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,977.97 |
34,311.69 |
666.28 |
1.9% |
268.60 |
0.8% |
31% |
False |
True |
348,790,698 |
10 |
34,977.97 |
34,291.56 |
686.41 |
2.0% |
252.51 |
0.7% |
33% |
False |
False |
335,416,697 |
20 |
35,070.21 |
34,029.22 |
1,040.99 |
3.0% |
280.63 |
0.8% |
47% |
False |
False |
313,656,432 |
40 |
35,679.13 |
34,029.22 |
1,649.91 |
4.8% |
294.77 |
0.9% |
30% |
False |
False |
320,164,473 |
60 |
35,679.13 |
33,610.32 |
2,068.81 |
6.0% |
278.02 |
0.8% |
44% |
False |
False |
316,616,543 |
80 |
35,679.13 |
32,586.56 |
3,092.57 |
9.0% |
280.74 |
0.8% |
62% |
False |
False |
328,711,065 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
9.0% |
294.48 |
0.9% |
62% |
False |
False |
319,809,272 |
120 |
35,679.13 |
32,539.94 |
3,139.19 |
9.1% |
289.71 |
0.8% |
63% |
False |
False |
313,503,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,812.51 |
2.618 |
35,345.97 |
1.618 |
35,060.10 |
1.000 |
34,883.43 |
0.618 |
34,774.23 |
HIGH |
34,597.56 |
0.618 |
34,488.36 |
0.500 |
34,454.63 |
0.382 |
34,420.89 |
LOW |
34,311.69 |
0.618 |
34,135.02 |
1.000 |
34,025.82 |
1.618 |
33,849.15 |
2.618 |
33,563.28 |
4.250 |
33,096.74 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,496.70 |
34,606.87 |
PP |
34,475.66 |
34,577.15 |
S1 |
34,454.63 |
34,547.44 |
|