| 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 |
15,990.0 |
15,876.0 |
-114.0 |
-0.7% |
15,976.0 |
| High |
15,998.0 |
15,900.0 |
-98.0 |
-0.6% |
16,000.0 |
| Low |
15,846.0 |
15,724.0 |
-122.0 |
-0.8% |
15,739.0 |
| Close |
15,882.0 |
15,827.0 |
-55.0 |
-0.3% |
15,906.0 |
| Range |
152.0 |
176.0 |
24.0 |
15.8% |
261.0 |
| ATR |
145.6 |
147.8 |
2.2 |
1.5% |
0.0 |
| Volume |
31,475 |
34,737 |
3,262 |
10.4% |
11,397 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,345.0 |
16,262.0 |
15,923.8 |
|
| R3 |
16,169.0 |
16,086.0 |
15,875.4 |
|
| R2 |
15,993.0 |
15,993.0 |
15,859.3 |
|
| R1 |
15,910.0 |
15,910.0 |
15,843.1 |
15,863.5 |
| PP |
15,817.0 |
15,817.0 |
15,817.0 |
15,793.8 |
| S1 |
15,734.0 |
15,734.0 |
15,810.9 |
15,687.5 |
| S2 |
15,641.0 |
15,641.0 |
15,794.7 |
|
| S3 |
15,465.0 |
15,558.0 |
15,778.6 |
|
| S4 |
15,289.0 |
15,382.0 |
15,730.2 |
|
|
| 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 |
15,724.0 |
312.0 |
2.0% |
164.2 |
1.0% |
33% |
False |
True |
19,790 |
| 10 |
16,200.0 |
15,724.0 |
476.0 |
3.0% |
141.4 |
0.9% |
22% |
False |
True |
10,083 |
| 20 |
16,200.0 |
15,692.0 |
508.0 |
3.2% |
123.5 |
0.8% |
27% |
False |
False |
5,067 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
97.6 |
0.6% |
13% |
False |
False |
2,540 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
96.9 |
0.6% |
13% |
False |
False |
1,701 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
82.7 |
0.5% |
13% |
False |
False |
1,277 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.5% |
72.1 |
0.5% |
13% |
False |
False |
1,022 |
| 120 |
16,716.0 |
15,337.0 |
1,379.0 |
8.7% |
61.9 |
0.4% |
36% |
False |
False |
851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,648.0 |
|
2.618 |
16,360.8 |
|
1.618 |
16,184.8 |
|
1.000 |
16,076.0 |
|
0.618 |
16,008.8 |
|
HIGH |
15,900.0 |
|
0.618 |
15,832.8 |
|
0.500 |
15,812.0 |
|
0.382 |
15,791.2 |
|
LOW |
15,724.0 |
|
0.618 |
15,615.2 |
|
1.000 |
15,548.0 |
|
1.618 |
15,439.2 |
|
2.618 |
15,263.2 |
|
4.250 |
14,976.0 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,822.0 |
15,880.0 |
| PP |
15,817.0 |
15,862.3 |
| S1 |
15,812.0 |
15,844.7 |
|