| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,636.2220 |
1,540.9310 |
-95.2910 |
-5.8% |
1,628.0780 |
| High |
1,638.5410 |
1,617.5800 |
-20.9610 |
-1.3% |
1,666.7730 |
| Low |
1,533.7810 |
1,538.8880 |
5.1070 |
0.3% |
1,610.0030 |
| Close |
1,542.8810 |
1,597.9980 |
55.1170 |
3.6% |
1,636.3700 |
| Range |
104.7600 |
78.6920 |
-26.0680 |
-24.9% |
56.7700 |
| ATR |
54.8050 |
56.5112 |
1.7062 |
3.1% |
0.0000 |
| Volume |
2,263 |
180,898 |
178,635 |
7,893.7% |
512,668 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,820.8980 |
1,788.1400 |
1,641.2786 |
|
| R3 |
1,742.2060 |
1,709.4480 |
1,619.6383 |
|
| R2 |
1,663.5140 |
1,663.5140 |
1,612.4249 |
|
| R1 |
1,630.7560 |
1,630.7560 |
1,605.2114 |
1,647.1350 |
| PP |
1,584.8220 |
1,584.8220 |
1,584.8220 |
1,593.0115 |
| S1 |
1,552.0640 |
1,552.0640 |
1,590.7846 |
1,568.4430 |
| S2 |
1,506.1300 |
1,506.1300 |
1,583.5711 |
|
| S3 |
1,427.4380 |
1,473.3720 |
1,576.3577 |
|
| S4 |
1,348.7460 |
1,394.6800 |
1,554.7174 |
|
|
| 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 |
8.3% |
59.1796 |
3.7% |
48% |
False |
False |
113,227 |
| 10 |
1,742.3600 |
1,533.7810 |
208.5790 |
13.1% |
59.7655 |
3.7% |
31% |
False |
False |
180,254 |
| 20 |
1,846.4190 |
1,533.7810 |
312.6380 |
19.6% |
61.1399 |
3.8% |
21% |
False |
False |
170,149 |
| 40 |
1,928.8080 |
1,533.7810 |
395.0270 |
24.7% |
48.2166 |
3.0% |
16% |
False |
False |
133,027 |
| 60 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.8% |
57.6432 |
3.6% |
13% |
False |
False |
140,238 |
| 80 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.8% |
58.3514 |
3.7% |
13% |
False |
False |
126,177 |
| 100 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.8% |
63.1271 |
4.0% |
13% |
False |
False |
144,339 |
| 120 |
2,137.7700 |
1,533.7810 |
603.9890 |
37.8% |
67.1713 |
4.2% |
11% |
False |
False |
157,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,952.0210 |
|
2.618 |
1,823.5957 |
|
1.618 |
1,744.9037 |
|
1.000 |
1,696.2720 |
|
0.618 |
1,666.2117 |
|
HIGH |
1,617.5800 |
|
0.618 |
1,587.5197 |
|
0.500 |
1,578.2340 |
|
0.382 |
1,568.9483 |
|
LOW |
1,538.8880 |
|
0.618 |
1,490.2563 |
|
1.000 |
1,460.1960 |
|
1.618 |
1,411.5643 |
|
2.618 |
1,332.8723 |
|
4.250 |
1,204.4470 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,591.4100 |
1,597.2590 |
| PP |
1,584.8220 |
1,596.5200 |
| S1 |
1,578.2340 |
1,595.7810 |
|