| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,830.0 |
15,723.0 |
-107.0 |
-0.7% |
15,836.0 |
| High |
15,848.0 |
15,746.0 |
-102.0 |
-0.6% |
15,861.0 |
| Low |
15,693.0 |
15,568.0 |
-125.0 |
-0.8% |
15,585.0 |
| Close |
15,728.0 |
15,672.0 |
-56.0 |
-0.4% |
15,753.0 |
| Range |
155.0 |
178.0 |
23.0 |
14.8% |
276.0 |
| ATR |
182.4 |
182.1 |
-0.3 |
-0.2% |
0.0 |
| Volume |
80,635 |
79,443 |
-1,192 |
-1.5% |
256,368 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,196.0 |
16,112.0 |
15,769.9 |
|
| R3 |
16,018.0 |
15,934.0 |
15,721.0 |
|
| R2 |
15,840.0 |
15,840.0 |
15,704.6 |
|
| R1 |
15,756.0 |
15,756.0 |
15,688.3 |
15,709.0 |
| PP |
15,662.0 |
15,662.0 |
15,662.0 |
15,638.5 |
| S1 |
15,578.0 |
15,578.0 |
15,655.7 |
15,531.0 |
| S2 |
15,484.0 |
15,484.0 |
15,639.4 |
|
| S3 |
15,306.0 |
15,400.0 |
15,623.1 |
|
| S4 |
15,128.0 |
15,222.0 |
15,574.1 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,561.0 |
16,433.0 |
15,904.8 |
|
| R3 |
16,285.0 |
16,157.0 |
15,828.9 |
|
| R2 |
16,009.0 |
16,009.0 |
15,803.6 |
|
| R1 |
15,881.0 |
15,881.0 |
15,778.3 |
15,807.0 |
| PP |
15,733.0 |
15,733.0 |
15,733.0 |
15,696.0 |
| S1 |
15,605.0 |
15,605.0 |
15,727.7 |
15,531.0 |
| S2 |
15,457.0 |
15,457.0 |
15,702.4 |
|
| S3 |
15,181.0 |
15,329.0 |
15,677.1 |
|
| S4 |
14,905.0 |
15,053.0 |
15,601.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,883.0 |
15,568.0 |
315.0 |
2.0% |
169.0 |
1.1% |
33% |
False |
True |
76,365 |
| 10 |
16,070.0 |
15,568.0 |
502.0 |
3.2% |
162.7 |
1.0% |
21% |
False |
True |
65,033 |
| 20 |
16,070.0 |
15,511.0 |
559.0 |
3.6% |
175.5 |
1.1% |
29% |
False |
False |
58,438 |
| 40 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
185.7 |
1.2% |
15% |
False |
False |
57,485 |
| 60 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
185.0 |
1.2% |
15% |
False |
False |
57,402 |
| 80 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
176.9 |
1.1% |
15% |
False |
False |
46,034 |
| 100 |
16,615.0 |
15,511.0 |
1,104.0 |
7.0% |
162.1 |
1.0% |
15% |
False |
False |
36,836 |
| 120 |
16,615.0 |
15,111.0 |
1,504.0 |
9.6% |
150.1 |
1.0% |
37% |
False |
False |
30,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,502.5 |
|
2.618 |
16,212.0 |
|
1.618 |
16,034.0 |
|
1.000 |
15,924.0 |
|
0.618 |
15,856.0 |
|
HIGH |
15,746.0 |
|
0.618 |
15,678.0 |
|
0.500 |
15,657.0 |
|
0.382 |
15,636.0 |
|
LOW |
15,568.0 |
|
0.618 |
15,458.0 |
|
1.000 |
15,390.0 |
|
1.618 |
15,280.0 |
|
2.618 |
15,102.0 |
|
4.250 |
14,811.5 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,667.0 |
15,725.5 |
| PP |
15,662.0 |
15,707.7 |
| S1 |
15,657.0 |
15,689.8 |
|