| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,884.0 |
15,900.0 |
16.0 |
0.1% |
15,976.0 |
| High |
15,951.0 |
16,036.0 |
85.0 |
0.5% |
16,000.0 |
| Low |
15,739.0 |
15,889.0 |
150.0 |
1.0% |
15,739.0 |
| Close |
15,906.0 |
15,971.0 |
65.0 |
0.4% |
15,906.0 |
| Range |
212.0 |
147.0 |
-65.0 |
-30.7% |
261.0 |
| ATR |
145.0 |
145.2 |
0.1 |
0.1% |
0.0 |
| Volume |
8,519 |
22,473 |
13,954 |
163.8% |
11,397 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,406.3 |
16,335.7 |
16,051.9 |
|
| R3 |
16,259.3 |
16,188.7 |
16,011.4 |
|
| R2 |
16,112.3 |
16,112.3 |
15,998.0 |
|
| R1 |
16,041.7 |
16,041.7 |
15,984.5 |
16,077.0 |
| PP |
15,965.3 |
15,965.3 |
15,965.3 |
15,983.0 |
| S1 |
15,894.7 |
15,894.7 |
15,957.5 |
15,930.0 |
| S2 |
15,818.3 |
15,818.3 |
15,944.1 |
|
| S3 |
15,671.3 |
15,747.7 |
15,930.6 |
|
| S4 |
15,524.3 |
15,600.7 |
15,890.2 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,664.7 |
16,546.3 |
16,049.6 |
|
| R3 |
16,403.7 |
16,285.3 |
15,977.8 |
|
| R2 |
16,142.7 |
16,142.7 |
15,953.9 |
|
| R1 |
16,024.3 |
16,024.3 |
15,929.9 |
15,953.0 |
| PP |
15,881.7 |
15,881.7 |
15,881.7 |
15,846.0 |
| S1 |
15,763.3 |
15,763.3 |
15,882.1 |
15,692.0 |
| S2 |
15,620.7 |
15,620.7 |
15,858.2 |
|
| S3 |
15,359.7 |
15,502.3 |
15,834.2 |
|
| S4 |
15,098.7 |
15,241.3 |
15,762.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,036.0 |
15,739.0 |
297.0 |
1.9% |
145.6 |
0.9% |
78% |
True |
False |
6,774 |
| 10 |
16,200.0 |
15,739.0 |
461.0 |
2.9% |
126.9 |
0.8% |
50% |
False |
False |
3,472 |
| 20 |
16,200.0 |
15,692.0 |
508.0 |
3.2% |
114.0 |
0.7% |
55% |
False |
False |
1,759 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
91.2 |
0.6% |
27% |
False |
False |
885 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
91.9 |
0.6% |
27% |
False |
False |
598 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
78.6 |
0.5% |
27% |
False |
False |
449 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
68.8 |
0.4% |
27% |
False |
False |
360 |
| 120 |
16,716.0 |
15,337.0 |
1,379.0 |
8.6% |
59.1 |
0.4% |
46% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,660.8 |
|
2.618 |
16,420.8 |
|
1.618 |
16,273.8 |
|
1.000 |
16,183.0 |
|
0.618 |
16,126.8 |
|
HIGH |
16,036.0 |
|
0.618 |
15,979.8 |
|
0.500 |
15,962.5 |
|
0.382 |
15,945.2 |
|
LOW |
15,889.0 |
|
0.618 |
15,798.2 |
|
1.000 |
15,742.0 |
|
1.618 |
15,651.2 |
|
2.618 |
15,504.2 |
|
4.250 |
15,264.3 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,968.2 |
15,943.2 |
| PP |
15,965.3 |
15,915.3 |
| S1 |
15,962.5 |
15,887.5 |
|