| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,623.9010 |
1,587.3910 |
-36.5100 |
-2.2% |
1,622.4790 |
| High |
1,630.0630 |
1,602.2350 |
-27.8280 |
-1.7% |
1,669.1410 |
| Low |
1,569.8560 |
1,579.1840 |
9.3280 |
0.6% |
1,569.8560 |
| Close |
1,588.0440 |
1,591.9050 |
3.8610 |
0.2% |
1,591.9050 |
| Range |
60.2070 |
23.0510 |
-37.1560 |
-61.7% |
99.2850 |
| ATR |
50.6850 |
48.7111 |
-1.9739 |
-3.9% |
0.0000 |
| Volume |
155,377 |
95,415 |
-59,962 |
-38.6% |
489,093 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,660.2610 |
1,649.1340 |
1,604.5831 |
|
| R3 |
1,637.2100 |
1,626.0830 |
1,598.2440 |
|
| R2 |
1,614.1590 |
1,614.1590 |
1,596.1310 |
|
| R1 |
1,603.0320 |
1,603.0320 |
1,594.0180 |
1,608.5955 |
| PP |
1,591.1080 |
1,591.1080 |
1,591.1080 |
1,593.8898 |
| S1 |
1,579.9810 |
1,579.9810 |
1,589.7920 |
1,585.5445 |
| S2 |
1,568.0570 |
1,568.0570 |
1,587.6790 |
|
| S3 |
1,545.0060 |
1,556.9300 |
1,585.5660 |
|
| S4 |
1,521.9550 |
1,533.8790 |
1,579.2270 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,908.1557 |
1,849.3153 |
1,646.5118 |
|
| R3 |
1,808.8707 |
1,750.0303 |
1,619.2084 |
|
| R2 |
1,709.5857 |
1,709.5857 |
1,610.1073 |
|
| R1 |
1,650.7453 |
1,650.7453 |
1,601.0061 |
1,630.5230 |
| PP |
1,610.3007 |
1,610.3007 |
1,610.3007 |
1,600.1895 |
| S1 |
1,551.4603 |
1,551.4603 |
1,582.8039 |
1,531.2380 |
| S2 |
1,511.0157 |
1,511.0157 |
1,573.7028 |
|
| S3 |
1,411.7307 |
1,452.1753 |
1,564.6016 |
|
| S4 |
1,312.4457 |
1,352.8903 |
1,537.2983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,669.1410 |
1,569.8560 |
99.2850 |
6.2% |
43.1074 |
2.7% |
22% |
False |
False |
97,818 |
| 10 |
1,669.1410 |
1,533.7810 |
135.3600 |
8.5% |
49.4255 |
3.1% |
43% |
False |
False |
104,738 |
| 20 |
1,742.3600 |
1,533.7810 |
208.5790 |
13.1% |
48.9814 |
3.1% |
28% |
False |
False |
140,839 |
| 40 |
1,888.8030 |
1,533.7810 |
355.0220 |
22.3% |
48.5599 |
3.1% |
16% |
False |
False |
133,525 |
| 60 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.9% |
52.4138 |
3.3% |
12% |
False |
False |
128,221 |
| 80 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.9% |
57.5392 |
3.6% |
12% |
False |
False |
127,652 |
| 100 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.9% |
58.6372 |
3.7% |
12% |
False |
False |
132,838 |
| 120 |
2,137.7700 |
1,533.7810 |
603.9890 |
37.9% |
63.8389 |
4.0% |
10% |
False |
False |
150,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,700.2018 |
|
2.618 |
1,662.5825 |
|
1.618 |
1,639.5315 |
|
1.000 |
1,625.2860 |
|
0.618 |
1,616.4805 |
|
HIGH |
1,602.2350 |
|
0.618 |
1,593.4295 |
|
0.500 |
1,590.7095 |
|
0.382 |
1,587.9895 |
|
LOW |
1,579.1840 |
|
0.618 |
1,564.9385 |
|
1.000 |
1,556.1330 |
|
1.618 |
1,541.8875 |
|
2.618 |
1,518.8365 |
|
4.250 |
1,481.2173 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,591.5065 |
1,609.6990 |
| PP |
1,591.1080 |
1,603.7677 |
| S1 |
1,590.7095 |
1,597.8363 |
|