| 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 |
15,828.0 |
15,626.0 |
-202.0 |
-1.3% |
16,051.0 |
| High |
15,847.0 |
15,735.0 |
-112.0 |
-0.7% |
16,063.0 |
| Low |
15,630.0 |
15,596.0 |
-34.0 |
-0.2% |
15,596.0 |
| Close |
15,720.0 |
15,707.0 |
-13.0 |
-0.1% |
15,707.0 |
| Range |
217.0 |
139.0 |
-78.0 |
-35.9% |
467.0 |
| ATR |
169.8 |
167.6 |
-2.2 |
-1.3% |
0.0 |
| Volume |
74,370 |
64,630 |
-9,740 |
-13.1% |
302,686 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,096.3 |
16,040.7 |
15,783.5 |
|
| R3 |
15,957.3 |
15,901.7 |
15,745.2 |
|
| R2 |
15,818.3 |
15,818.3 |
15,732.5 |
|
| R1 |
15,762.7 |
15,762.7 |
15,719.7 |
15,790.5 |
| PP |
15,679.3 |
15,679.3 |
15,679.3 |
15,693.3 |
| S1 |
15,623.7 |
15,623.7 |
15,694.3 |
15,651.5 |
| S2 |
15,540.3 |
15,540.3 |
15,681.5 |
|
| S3 |
15,401.3 |
15,484.7 |
15,668.8 |
|
| S4 |
15,262.3 |
15,345.7 |
15,630.6 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,189.7 |
16,915.3 |
15,963.9 |
|
| R3 |
16,722.7 |
16,448.3 |
15,835.4 |
|
| R2 |
16,255.7 |
16,255.7 |
15,792.6 |
|
| R1 |
15,981.3 |
15,981.3 |
15,749.8 |
15,885.0 |
| PP |
15,788.7 |
15,788.7 |
15,788.7 |
15,740.5 |
| S1 |
15,514.3 |
15,514.3 |
15,664.2 |
15,418.0 |
| S2 |
15,321.7 |
15,321.7 |
15,621.4 |
|
| S3 |
14,854.7 |
15,047.3 |
15,578.6 |
|
| S4 |
14,387.7 |
14,580.3 |
15,450.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,063.0 |
15,596.0 |
467.0 |
3.0% |
169.6 |
1.1% |
24% |
False |
True |
60,537 |
| 10 |
16,153.0 |
15,596.0 |
557.0 |
3.5% |
175.2 |
1.1% |
20% |
False |
True |
53,617 |
| 20 |
16,200.0 |
15,596.0 |
604.0 |
3.8% |
148.9 |
0.9% |
18% |
False |
True |
27,421 |
| 40 |
16,716.0 |
15,596.0 |
1,120.0 |
7.1% |
116.6 |
0.7% |
10% |
False |
True |
13,726 |
| 60 |
16,716.0 |
15,596.0 |
1,120.0 |
7.1% |
107.6 |
0.7% |
10% |
False |
True |
9,156 |
| 80 |
16,716.0 |
15,596.0 |
1,120.0 |
7.1% |
94.3 |
0.6% |
10% |
False |
True |
6,870 |
| 100 |
16,716.0 |
15,596.0 |
1,120.0 |
7.1% |
82.8 |
0.5% |
10% |
False |
True |
5,497 |
| 120 |
16,716.0 |
15,596.0 |
1,120.0 |
7.1% |
72.5 |
0.5% |
10% |
False |
True |
4,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,325.8 |
|
2.618 |
16,098.9 |
|
1.618 |
15,959.9 |
|
1.000 |
15,874.0 |
|
0.618 |
15,820.9 |
|
HIGH |
15,735.0 |
|
0.618 |
15,681.9 |
|
0.500 |
15,665.5 |
|
0.382 |
15,649.1 |
|
LOW |
15,596.0 |
|
0.618 |
15,510.1 |
|
1.000 |
15,457.0 |
|
1.618 |
15,371.1 |
|
2.618 |
15,232.1 |
|
4.250 |
15,005.3 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,693.2 |
15,779.5 |
| PP |
15,679.3 |
15,755.3 |
| S1 |
15,665.5 |
15,731.2 |
|