| 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 |
1,943.3 |
1,945.6 |
2.3 |
0.1% |
1,966.7 |
| High |
1,954.6 |
1,947.5 |
-7.1 |
-0.4% |
1,972.6 |
| Low |
1,939.5 |
1,929.9 |
-9.6 |
-0.5% |
1,940.0 |
| Close |
1,947.2 |
1,935.1 |
-12.1 |
-0.6% |
1,942.7 |
| Range |
15.1 |
17.6 |
2.5 |
16.6% |
32.6 |
| ATR |
16.5 |
16.6 |
0.1 |
0.5% |
0.0 |
| Volume |
131,076 |
161,993 |
30,917 |
23.6% |
597,426 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,990.3 |
1,980.3 |
1,944.8 |
|
| R3 |
1,972.7 |
1,962.7 |
1,939.9 |
|
| R2 |
1,955.1 |
1,955.1 |
1,938.3 |
|
| R1 |
1,945.1 |
1,945.1 |
1,936.7 |
1,941.3 |
| PP |
1,937.5 |
1,937.5 |
1,937.5 |
1,935.6 |
| S1 |
1,927.5 |
1,927.5 |
1,933.5 |
1,923.7 |
| S2 |
1,919.9 |
1,919.9 |
1,931.9 |
|
| S3 |
1,902.3 |
1,909.9 |
1,930.3 |
|
| S4 |
1,884.7 |
1,892.3 |
1,925.4 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.6 |
2,028.7 |
1,960.6 |
|
| R3 |
2,017.0 |
1,996.1 |
1,951.7 |
|
| R2 |
1,984.4 |
1,984.4 |
1,948.7 |
|
| R1 |
1,963.5 |
1,963.5 |
1,945.7 |
1,957.7 |
| PP |
1,951.8 |
1,951.8 |
1,951.8 |
1,948.8 |
| S1 |
1,930.9 |
1,930.9 |
1,939.7 |
1,925.1 |
| S2 |
1,919.2 |
1,919.2 |
1,936.7 |
|
| S3 |
1,886.6 |
1,898.3 |
1,933.7 |
|
| S4 |
1,854.0 |
1,865.7 |
1,924.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,954.6 |
1,929.9 |
24.7 |
1.3% |
13.6 |
0.7% |
21% |
False |
True |
139,541 |
| 10 |
1,980.2 |
1,929.9 |
50.3 |
2.6% |
15.8 |
0.8% |
10% |
False |
True |
150,153 |
| 20 |
1,980.2 |
1,913.6 |
66.6 |
3.4% |
16.0 |
0.8% |
32% |
False |
False |
146,176 |
| 40 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
17.8 |
0.9% |
19% |
False |
False |
131,479 |
| 60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
18.4 |
1.0% |
19% |
False |
False |
94,730 |
| 80 |
2,043.6 |
1,913.6 |
130.0 |
6.7% |
20.2 |
1.0% |
17% |
False |
False |
71,810 |
| 100 |
2,129.7 |
1,913.6 |
216.1 |
11.2% |
21.5 |
1.1% |
10% |
False |
False |
57,926 |
| 120 |
2,129.7 |
1,913.6 |
216.1 |
11.2% |
22.9 |
1.2% |
10% |
False |
False |
48,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,022.3 |
|
2.618 |
1,993.6 |
|
1.618 |
1,976.0 |
|
1.000 |
1,965.1 |
|
0.618 |
1,958.4 |
|
HIGH |
1,947.5 |
|
0.618 |
1,940.8 |
|
0.500 |
1,938.7 |
|
0.382 |
1,936.6 |
|
LOW |
1,929.9 |
|
0.618 |
1,919.0 |
|
1.000 |
1,912.3 |
|
1.618 |
1,901.4 |
|
2.618 |
1,883.8 |
|
4.250 |
1,855.1 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,938.7 |
1,942.3 |
| PP |
1,937.5 |
1,939.9 |
| S1 |
1,936.3 |
1,937.5 |
|