| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,866.2 |
1,854.7 |
-11.5 |
-0.6% |
1,870.3 |
| High |
1,871.1 |
1,862.0 |
-9.1 |
-0.5% |
1,892.7 |
| Low |
1,852.8 |
1,838.9 |
-13.9 |
-0.8% |
1,854.1 |
| Close |
1,853.2 |
1,845.6 |
-7.6 |
-0.4% |
1,865.1 |
| Range |
18.3 |
23.1 |
4.8 |
26.2% |
38.6 |
| ATR |
27.9 |
27.6 |
-0.3 |
-1.2% |
0.0 |
| Volume |
132,409 |
179,799 |
47,390 |
35.8% |
1,329,347 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,918.1 |
1,905.0 |
1,858.3 |
|
| R3 |
1,895.0 |
1,881.9 |
1,852.0 |
|
| R2 |
1,871.9 |
1,871.9 |
1,849.8 |
|
| R1 |
1,858.8 |
1,858.8 |
1,847.7 |
1,853.8 |
| PP |
1,848.8 |
1,848.8 |
1,848.8 |
1,846.4 |
| S1 |
1,835.7 |
1,835.7 |
1,843.5 |
1,830.7 |
| S2 |
1,825.7 |
1,825.7 |
1,841.4 |
|
| S3 |
1,802.6 |
1,812.6 |
1,839.2 |
|
| S4 |
1,779.5 |
1,789.5 |
1,832.9 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,986.4 |
1,964.4 |
1,886.3 |
|
| R3 |
1,947.8 |
1,925.8 |
1,875.7 |
|
| R2 |
1,909.2 |
1,909.2 |
1,872.2 |
|
| R1 |
1,887.2 |
1,887.2 |
1,868.6 |
1,878.9 |
| PP |
1,870.6 |
1,870.6 |
1,870.6 |
1,866.5 |
| S1 |
1,848.6 |
1,848.6 |
1,861.6 |
1,840.3 |
| S2 |
1,832.0 |
1,832.0 |
1,858.0 |
|
| S3 |
1,793.4 |
1,810.0 |
1,854.5 |
|
| S4 |
1,754.8 |
1,771.4 |
1,843.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,892.7 |
1,838.9 |
53.8 |
2.9% |
27.2 |
1.5% |
12% |
False |
True |
199,059 |
| 10 |
1,915.0 |
1,838.9 |
76.1 |
4.1% |
24.7 |
1.3% |
9% |
False |
True |
180,214 |
| 20 |
1,952.8 |
1,838.9 |
113.9 |
6.2% |
27.3 |
1.5% |
6% |
False |
True |
90,521 |
| 40 |
2,038.2 |
1,838.9 |
199.3 |
10.8% |
29.4 |
1.6% |
3% |
False |
True |
45,388 |
| 60 |
2,038.2 |
1,838.9 |
199.3 |
10.8% |
29.9 |
1.6% |
3% |
False |
True |
30,289 |
| 80 |
2,038.2 |
1,775.0 |
263.2 |
14.3% |
28.9 |
1.6% |
27% |
False |
False |
22,737 |
| 100 |
2,038.2 |
1,739.6 |
298.6 |
16.2% |
27.7 |
1.5% |
35% |
False |
False |
18,190 |
| 120 |
2,038.2 |
1,739.6 |
298.6 |
16.2% |
26.0 |
1.4% |
35% |
False |
False |
15,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,960.2 |
|
2.618 |
1,922.5 |
|
1.618 |
1,899.4 |
|
1.000 |
1,885.1 |
|
0.618 |
1,876.3 |
|
HIGH |
1,862.0 |
|
0.618 |
1,853.2 |
|
0.500 |
1,850.5 |
|
0.382 |
1,847.7 |
|
LOW |
1,838.9 |
|
0.618 |
1,824.6 |
|
1.000 |
1,815.8 |
|
1.618 |
1,801.5 |
|
2.618 |
1,778.4 |
|
4.250 |
1,740.7 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,850.5 |
1,865.8 |
| PP |
1,848.8 |
1,859.1 |
| S1 |
1,847.2 |
1,852.3 |
|