| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,639.4130 |
1,636.2220 |
-3.1910 |
-0.2% |
1,628.0780 |
| High |
1,657.7810 |
1,638.5410 |
-19.2400 |
-1.2% |
1,666.7730 |
| Low |
1,617.3520 |
1,533.7810 |
-83.5710 |
-5.2% |
1,610.0030 |
| Close |
1,636.3700 |
1,542.8810 |
-93.4890 |
-5.7% |
1,636.3700 |
| Range |
40.4290 |
104.7600 |
64.3310 |
159.1% |
56.7700 |
| ATR |
50.9623 |
54.8050 |
3.8427 |
7.5% |
0.0000 |
| Volume |
137,235 |
2,263 |
-134,972 |
-98.4% |
512,668 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,886.0143 |
1,819.2077 |
1,600.4990 |
|
| R3 |
1,781.2543 |
1,714.4477 |
1,571.6900 |
|
| R2 |
1,676.4943 |
1,676.4943 |
1,562.0870 |
|
| R1 |
1,609.6877 |
1,609.6877 |
1,552.4840 |
1,590.7110 |
| PP |
1,571.7343 |
1,571.7343 |
1,571.7343 |
1,562.2460 |
| S1 |
1,504.9277 |
1,504.9277 |
1,533.2780 |
1,485.9510 |
| S2 |
1,466.9743 |
1,466.9743 |
1,523.6750 |
|
| S3 |
1,362.2143 |
1,400.1677 |
1,514.0720 |
|
| S4 |
1,257.4543 |
1,295.4077 |
1,485.2630 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,808.0253 |
1,778.9677 |
1,667.5935 |
|
| R3 |
1,751.2553 |
1,722.1977 |
1,651.9818 |
|
| R2 |
1,694.4853 |
1,694.4853 |
1,646.7778 |
|
| R1 |
1,665.4277 |
1,665.4277 |
1,641.5739 |
1,679.9565 |
| PP |
1,637.7153 |
1,637.7153 |
1,637.7153 |
1,644.9798 |
| S1 |
1,608.6577 |
1,608.6577 |
1,631.1661 |
1,623.1865 |
| S2 |
1,580.9453 |
1,580.9453 |
1,625.9622 |
|
| S3 |
1,524.1753 |
1,551.8877 |
1,620.7583 |
|
| S4 |
1,467.4053 |
1,495.1177 |
1,605.1465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,666.7730 |
1,533.7810 |
132.9920 |
8.6% |
50.7498 |
3.3% |
7% |
False |
True |
102,986 |
| 10 |
1,742.3600 |
1,533.7810 |
208.5790 |
13.5% |
55.3220 |
3.6% |
4% |
False |
True |
162,275 |
| 20 |
1,861.9590 |
1,533.7810 |
328.1780 |
21.3% |
58.5979 |
3.8% |
3% |
False |
True |
161,157 |
| 40 |
1,947.3720 |
1,533.7810 |
413.5910 |
26.8% |
48.0659 |
3.1% |
2% |
False |
True |
128,550 |
| 60 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.9% |
57.0497 |
3.7% |
2% |
False |
True |
137,264 |
| 80 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.9% |
57.9758 |
3.8% |
2% |
False |
True |
126,021 |
| 100 |
2,107.1370 |
1,533.7810 |
573.3560 |
37.2% |
63.7349 |
4.1% |
2% |
False |
True |
145,967 |
| 120 |
2,137.7700 |
1,533.7810 |
603.9890 |
39.1% |
67.4493 |
4.4% |
2% |
False |
True |
158,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.7710 |
|
2.618 |
1,912.8027 |
|
1.618 |
1,808.0427 |
|
1.000 |
1,743.3010 |
|
0.618 |
1,703.2827 |
|
HIGH |
1,638.5410 |
|
0.618 |
1,598.5227 |
|
0.500 |
1,586.1610 |
|
0.382 |
1,573.7993 |
|
LOW |
1,533.7810 |
|
0.618 |
1,469.0393 |
|
1.000 |
1,429.0210 |
|
1.618 |
1,364.2793 |
|
2.618 |
1,259.5193 |
|
4.250 |
1,088.5510 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,586.1610 |
1,595.7810 |
| PP |
1,571.7343 |
1,578.1477 |
| S1 |
1,557.3077 |
1,560.5143 |
|