| 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 |
148.344 |
147.583 |
-0.761 |
-0.5% |
147.735 |
| High |
148.457 |
148.415 |
-0.042 |
0.0% |
148.457 |
| Low |
147.322 |
147.509 |
0.187 |
0.1% |
147.322 |
| Close |
147.561 |
148.367 |
0.806 |
0.5% |
148.367 |
| Range |
1.135 |
0.906 |
-0.229 |
-20.2% |
1.135 |
| ATR |
0.987 |
0.981 |
-0.006 |
-0.6% |
0.000 |
| Volume |
321,655 |
347,644 |
25,989 |
8.1% |
1,484,363 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.815 |
150.497 |
148.865 |
|
| R3 |
149.909 |
149.591 |
148.616 |
|
| R2 |
149.003 |
149.003 |
148.533 |
|
| R1 |
148.685 |
148.685 |
148.450 |
148.844 |
| PP |
148.097 |
148.097 |
148.097 |
148.177 |
| S1 |
147.779 |
147.779 |
148.284 |
147.938 |
| S2 |
147.191 |
147.191 |
148.201 |
|
| S3 |
146.285 |
146.873 |
148.118 |
|
| S4 |
145.379 |
145.967 |
147.869 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.454 |
151.045 |
148.991 |
|
| R3 |
150.319 |
149.910 |
148.679 |
|
| R2 |
149.184 |
149.184 |
148.575 |
|
| R1 |
148.775 |
148.775 |
148.471 |
148.980 |
| PP |
148.049 |
148.049 |
148.049 |
148.151 |
| S1 |
147.640 |
147.640 |
148.263 |
147.845 |
| S2 |
146.914 |
146.914 |
148.159 |
|
| S3 |
145.779 |
146.505 |
148.055 |
|
| S4 |
144.644 |
145.370 |
147.743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148.457 |
147.322 |
1.135 |
0.8% |
0.729 |
0.5% |
92% |
False |
False |
296,872 |
| 10 |
148.457 |
145.910 |
2.547 |
1.7% |
0.767 |
0.5% |
96% |
False |
False |
315,526 |
| 20 |
148.457 |
144.446 |
4.011 |
2.7% |
0.936 |
0.6% |
98% |
False |
False |
316,860 |
| 40 |
148.457 |
138.069 |
10.388 |
7.0% |
1.100 |
0.7% |
99% |
False |
False |
336,644 |
| 60 |
148.457 |
137.248 |
11.209 |
7.6% |
1.199 |
0.8% |
99% |
False |
False |
347,761 |
| 80 |
148.457 |
137.248 |
11.209 |
7.6% |
1.196 |
0.8% |
99% |
False |
False |
345,717 |
| 100 |
148.457 |
133.503 |
14.954 |
10.1% |
1.197 |
0.8% |
99% |
False |
False |
345,713 |
| 120 |
148.457 |
130.639 |
17.818 |
12.0% |
1.212 |
0.8% |
99% |
False |
False |
343,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152.266 |
|
2.618 |
150.787 |
|
1.618 |
149.881 |
|
1.000 |
149.321 |
|
0.618 |
148.975 |
|
HIGH |
148.415 |
|
0.618 |
148.069 |
|
0.500 |
147.962 |
|
0.382 |
147.855 |
|
LOW |
147.509 |
|
0.618 |
146.949 |
|
1.000 |
146.603 |
|
1.618 |
146.043 |
|
2.618 |
145.137 |
|
4.250 |
143.659 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
148.232 |
148.208 |
| PP |
148.097 |
148.049 |
| S1 |
147.962 |
147.890 |
|