| 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 |
1,955.0 |
1,951.0 |
-4.0 |
-0.2% |
1,985.9 |
| High |
1,958.2 |
1,954.0 |
-4.2 |
-0.2% |
1,992.2 |
| Low |
1,948.6 |
1,942.0 |
-6.6 |
-0.3% |
1,960.5 |
| Close |
1,952.6 |
1,952.9 |
0.3 |
0.0% |
1,962.6 |
| Range |
9.6 |
12.0 |
2.4 |
25.0% |
31.7 |
| ATR |
15.4 |
15.1 |
-0.2 |
-1.6% |
0.0 |
| Volume |
2,632 |
5,395 |
2,763 |
105.0% |
6,757 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,985.6 |
1,981.3 |
1,959.5 |
|
| R3 |
1,973.6 |
1,969.3 |
1,956.2 |
|
| R2 |
1,961.6 |
1,961.6 |
1,955.1 |
|
| R1 |
1,957.3 |
1,957.3 |
1,954.0 |
1,959.5 |
| PP |
1,949.6 |
1,949.6 |
1,949.6 |
1,950.7 |
| S1 |
1,945.3 |
1,945.3 |
1,951.8 |
1,947.5 |
| S2 |
1,937.6 |
1,937.6 |
1,950.7 |
|
| S3 |
1,925.6 |
1,933.3 |
1,949.6 |
|
| S4 |
1,913.6 |
1,921.3 |
1,946.3 |
|
|
| 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 |
1,942.0 |
32.0 |
1.6% |
13.0 |
0.7% |
34% |
False |
True |
2,918 |
| 10 |
2,000.3 |
1,942.0 |
58.3 |
3.0% |
13.4 |
0.7% |
19% |
False |
True |
2,298 |
| 20 |
2,000.3 |
1,933.8 |
66.5 |
3.4% |
14.7 |
0.8% |
29% |
False |
False |
1,979 |
| 40 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
16.4 |
0.8% |
17% |
False |
False |
1,906 |
| 60 |
2,047.9 |
1,933.8 |
114.1 |
5.8% |
17.0 |
0.9% |
17% |
False |
False |
1,700 |
| 80 |
2,060.2 |
1,933.8 |
126.4 |
6.5% |
18.6 |
1.0% |
15% |
False |
False |
1,427 |
| 100 |
2,140.3 |
1,933.8 |
206.5 |
10.6% |
19.6 |
1.0% |
9% |
False |
False |
1,247 |
| 120 |
2,140.3 |
1,933.8 |
206.5 |
10.6% |
19.4 |
1.0% |
9% |
False |
False |
1,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,005.0 |
|
2.618 |
1,985.4 |
|
1.618 |
1,973.4 |
|
1.000 |
1,966.0 |
|
0.618 |
1,961.4 |
|
HIGH |
1,954.0 |
|
0.618 |
1,949.4 |
|
0.500 |
1,948.0 |
|
0.382 |
1,946.6 |
|
LOW |
1,942.0 |
|
0.618 |
1,934.6 |
|
1.000 |
1,930.0 |
|
1.618 |
1,922.6 |
|
2.618 |
1,910.6 |
|
4.250 |
1,891.0 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,951.3 |
1,954.5 |
| PP |
1,949.6 |
1,954.0 |
| S1 |
1,948.0 |
1,953.4 |
|