| 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 |
1,952.0 |
1,939.6 |
-12.4 |
-0.6% |
1,945.7 |
| High |
1,952.2 |
1,949.1 |
-3.1 |
-0.2% |
1,968.9 |
| Low |
1,933.1 |
1,939.6 |
6.5 |
0.3% |
1,933.1 |
| Close |
1,939.6 |
1,945.6 |
6.0 |
0.3% |
1,945.6 |
| Range |
19.1 |
9.5 |
-9.6 |
-50.3% |
35.8 |
| ATR |
17.1 |
16.6 |
-0.5 |
-3.2% |
0.0 |
| Volume |
225,908 |
139,926 |
-85,982 |
-38.1% |
855,942 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,973.3 |
1,968.9 |
1,950.8 |
|
| R3 |
1,963.8 |
1,959.4 |
1,948.2 |
|
| R2 |
1,954.3 |
1,954.3 |
1,947.3 |
|
| R1 |
1,949.9 |
1,949.9 |
1,946.5 |
1,952.1 |
| PP |
1,944.8 |
1,944.8 |
1,944.8 |
1,945.9 |
| S1 |
1,940.4 |
1,940.4 |
1,944.7 |
1,942.6 |
| S2 |
1,935.3 |
1,935.3 |
1,943.9 |
|
| S3 |
1,925.8 |
1,930.9 |
1,943.0 |
|
| S4 |
1,916.3 |
1,921.4 |
1,940.4 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.6 |
2,036.9 |
1,965.3 |
|
| R3 |
2,020.8 |
2,001.1 |
1,955.4 |
|
| R2 |
1,985.0 |
1,985.0 |
1,952.2 |
|
| R1 |
1,965.3 |
1,965.3 |
1,948.9 |
1,957.3 |
| PP |
1,949.2 |
1,949.2 |
1,949.2 |
1,945.2 |
| S1 |
1,929.5 |
1,929.5 |
1,942.3 |
1,921.5 |
| S2 |
1,913.4 |
1,913.4 |
1,939.0 |
|
| S3 |
1,877.6 |
1,893.7 |
1,935.8 |
|
| S4 |
1,841.8 |
1,857.9 |
1,925.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,968.9 |
1,933.1 |
35.8 |
1.8% |
13.8 |
0.7% |
35% |
False |
False |
171,188 |
| 10 |
1,968.9 |
1,921.7 |
47.2 |
2.4% |
14.7 |
0.8% |
51% |
False |
False |
171,153 |
| 20 |
1,980.2 |
1,921.7 |
58.5 |
3.0% |
15.3 |
0.8% |
41% |
False |
False |
160,126 |
| 40 |
2,010.9 |
1,913.6 |
97.3 |
5.0% |
16.5 |
0.8% |
33% |
False |
False |
151,857 |
| 60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
17.6 |
0.9% |
28% |
False |
False |
117,517 |
| 80 |
2,039.0 |
1,913.6 |
125.4 |
6.4% |
19.1 |
1.0% |
26% |
False |
False |
89,305 |
| 100 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
20.7 |
1.1% |
15% |
False |
False |
72,022 |
| 120 |
2,129.7 |
1,913.6 |
216.1 |
11.1% |
22.0 |
1.1% |
15% |
False |
False |
60,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,989.5 |
|
2.618 |
1,974.0 |
|
1.618 |
1,964.5 |
|
1.000 |
1,958.6 |
|
0.618 |
1,955.0 |
|
HIGH |
1,949.1 |
|
0.618 |
1,945.5 |
|
0.500 |
1,944.4 |
|
0.382 |
1,943.2 |
|
LOW |
1,939.6 |
|
0.618 |
1,933.7 |
|
1.000 |
1,930.1 |
|
1.618 |
1,924.2 |
|
2.618 |
1,914.7 |
|
4.250 |
1,899.2 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,945.2 |
1,951.0 |
| PP |
1,944.8 |
1,949.2 |
| S1 |
1,944.4 |
1,947.4 |
|