| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1,962.6 |
1,964.7 |
2.1 |
0.1% |
1,985.9 |
| High |
1,974.0 |
1,967.0 |
-7.0 |
-0.4% |
1,992.2 |
| Low |
1,959.6 |
1,949.9 |
-9.7 |
-0.5% |
1,960.5 |
| Close |
1,967.1 |
1,955.1 |
-12.0 |
-0.6% |
1,962.6 |
| Range |
14.4 |
17.1 |
2.7 |
18.8% |
31.7 |
| ATR |
15.7 |
15.8 |
0.1 |
0.7% |
0.0 |
| Volume |
1,244 |
3,294 |
2,050 |
164.8% |
6,757 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,008.6 |
1,999.0 |
1,964.5 |
|
| R3 |
1,991.5 |
1,981.9 |
1,959.8 |
|
| R2 |
1,974.4 |
1,974.4 |
1,958.2 |
|
| R1 |
1,964.8 |
1,964.8 |
1,956.7 |
1,961.1 |
| PP |
1,957.3 |
1,957.3 |
1,957.3 |
1,955.5 |
| S1 |
1,947.7 |
1,947.7 |
1,953.5 |
1,944.0 |
| S2 |
1,940.2 |
1,940.2 |
1,952.0 |
|
| S3 |
1,923.1 |
1,930.6 |
1,950.4 |
|
| S4 |
1,906.0 |
1,913.5 |
1,945.7 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,066.9 |
2,046.4 |
1,980.0 |
|
| R3 |
2,035.2 |
2,014.7 |
1,971.3 |
|
| R2 |
2,003.5 |
2,003.5 |
1,968.4 |
|
| R1 |
1,983.0 |
1,983.0 |
1,965.5 |
1,977.4 |
| PP |
1,971.8 |
1,971.8 |
1,971.8 |
1,969.0 |
| S1 |
1,951.3 |
1,951.3 |
1,959.7 |
1,945.7 |
| S2 |
1,940.1 |
1,940.1 |
1,956.8 |
|
| S3 |
1,908.4 |
1,919.6 |
1,953.9 |
|
| S4 |
1,876.7 |
1,887.9 |
1,945.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,974.0 |
1,949.9 |
24.1 |
1.2% |
12.7 |
0.6% |
22% |
False |
True |
1,790 |
| 10 |
2,000.3 |
1,949.9 |
50.4 |
2.6% |
15.1 |
0.8% |
10% |
False |
True |
1,903 |
| 20 |
2,000.3 |
1,933.8 |
66.5 |
3.4% |
15.1 |
0.8% |
32% |
False |
False |
1,698 |
| 40 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
16.7 |
0.9% |
19% |
False |
False |
1,784 |
| 60 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
17.3 |
0.9% |
19% |
False |
False |
1,609 |
| 80 |
2,060.2 |
1,933.8 |
126.4 |
6.5% |
19.0 |
1.0% |
17% |
False |
False |
1,338 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.6% |
19.7 |
1.0% |
10% |
False |
False |
1,170 |
| 120 |
2,140.3 |
1,933.8 |
206.5 |
10.6% |
19.4 |
1.0% |
10% |
False |
False |
1,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,039.7 |
|
2.618 |
2,011.8 |
|
1.618 |
1,994.7 |
|
1.000 |
1,984.1 |
|
0.618 |
1,977.6 |
|
HIGH |
1,967.0 |
|
0.618 |
1,960.5 |
|
0.500 |
1,958.5 |
|
0.382 |
1,956.4 |
|
LOW |
1,949.9 |
|
0.618 |
1,939.3 |
|
1.000 |
1,932.8 |
|
1.618 |
1,922.2 |
|
2.618 |
1,905.1 |
|
4.250 |
1,877.2 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,958.5 |
1,962.0 |
| PP |
1,957.3 |
1,959.7 |
| S1 |
1,956.2 |
1,957.4 |
|