| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,876.0 |
15,795.0 |
-81.0 |
-0.5% |
15,976.0 |
| High |
15,900.0 |
16,029.0 |
129.0 |
0.8% |
16,000.0 |
| Low |
15,724.0 |
15,742.0 |
18.0 |
0.1% |
15,739.0 |
| Close |
15,827.0 |
15,976.0 |
149.0 |
0.9% |
15,906.0 |
| Range |
176.0 |
287.0 |
111.0 |
63.1% |
261.0 |
| ATR |
147.8 |
157.8 |
9.9 |
6.7% |
0.0 |
| Volume |
34,737 |
63,480 |
28,743 |
82.7% |
11,397 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,776.7 |
16,663.3 |
16,133.9 |
|
| R3 |
16,489.7 |
16,376.3 |
16,054.9 |
|
| R2 |
16,202.7 |
16,202.7 |
16,028.6 |
|
| R1 |
16,089.3 |
16,089.3 |
16,002.3 |
16,146.0 |
| PP |
15,915.7 |
15,915.7 |
15,915.7 |
15,944.0 |
| S1 |
15,802.3 |
15,802.3 |
15,949.7 |
15,859.0 |
| S2 |
15,628.7 |
15,628.7 |
15,923.4 |
|
| S3 |
15,341.7 |
15,515.3 |
15,897.1 |
|
| S4 |
15,054.7 |
15,228.3 |
15,818.2 |
|
|
| 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% |
194.8 |
1.2% |
81% |
False |
False |
32,136 |
| 10 |
16,200.0 |
15,724.0 |
476.0 |
3.0% |
160.3 |
1.0% |
53% |
False |
False |
16,426 |
| 20 |
16,200.0 |
15,692.0 |
508.0 |
3.2% |
133.1 |
0.8% |
56% |
False |
False |
8,241 |
| 40 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
103.2 |
0.6% |
28% |
False |
False |
4,127 |
| 60 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
101.7 |
0.6% |
28% |
False |
False |
2,759 |
| 80 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
83.9 |
0.5% |
28% |
False |
False |
2,070 |
| 100 |
16,716.0 |
15,692.0 |
1,024.0 |
6.4% |
75.0 |
0.5% |
28% |
False |
False |
1,656 |
| 120 |
16,716.0 |
15,549.0 |
1,167.0 |
7.3% |
64.3 |
0.4% |
37% |
False |
False |
1,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,248.8 |
|
2.618 |
16,780.4 |
|
1.618 |
16,493.4 |
|
1.000 |
16,316.0 |
|
0.618 |
16,206.4 |
|
HIGH |
16,029.0 |
|
0.618 |
15,919.4 |
|
0.500 |
15,885.5 |
|
0.382 |
15,851.6 |
|
LOW |
15,742.0 |
|
0.618 |
15,564.6 |
|
1.000 |
15,455.0 |
|
1.618 |
15,277.6 |
|
2.618 |
14,990.6 |
|
4.250 |
14,522.3 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,945.8 |
15,942.8 |
| PP |
15,915.7 |
15,909.7 |
| S1 |
15,885.5 |
15,876.5 |
|