| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,677.25 |
15,714.75 |
37.50 |
0.2% |
15,931.25 |
| High |
15,790.00 |
15,899.25 |
109.25 |
0.7% |
15,988.00 |
| Low |
15,636.50 |
15,701.75 |
65.25 |
0.4% |
15,568.00 |
| Close |
15,699.00 |
15,879.25 |
180.25 |
1.1% |
15,699.00 |
| Range |
153.50 |
197.50 |
44.00 |
28.7% |
420.00 |
| ATR |
228.13 |
226.14 |
-1.99 |
-0.9% |
0.00 |
| Volume |
94 |
86 |
-8 |
-8.5% |
293 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,419.25 |
16,346.75 |
15,988.00 |
|
| R3 |
16,221.75 |
16,149.25 |
15,933.50 |
|
| R2 |
16,024.25 |
16,024.25 |
15,915.50 |
|
| R1 |
15,951.75 |
15,951.75 |
15,897.25 |
15,988.00 |
| PP |
15,826.75 |
15,826.75 |
15,826.75 |
15,845.00 |
| S1 |
15,754.25 |
15,754.25 |
15,861.25 |
15,790.50 |
| S2 |
15,629.25 |
15,629.25 |
15,843.00 |
|
| S3 |
15,431.75 |
15,556.75 |
15,825.00 |
|
| S4 |
15,234.25 |
15,359.25 |
15,770.50 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,011.75 |
16,775.25 |
15,930.00 |
|
| R3 |
16,591.75 |
16,355.25 |
15,814.50 |
|
| R2 |
16,171.75 |
16,171.75 |
15,776.00 |
|
| R1 |
15,935.25 |
15,935.25 |
15,737.50 |
15,843.50 |
| PP |
15,751.75 |
15,751.75 |
15,751.75 |
15,705.75 |
| S1 |
15,515.25 |
15,515.25 |
15,660.50 |
15,423.50 |
| S2 |
15,331.75 |
15,331.75 |
15,622.00 |
|
| S3 |
14,911.75 |
15,095.25 |
15,583.50 |
|
| S4 |
14,491.75 |
14,675.25 |
15,468.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,988.00 |
15,568.00 |
420.00 |
2.6% |
185.00 |
1.2% |
74% |
False |
False |
75 |
| 10 |
16,063.50 |
15,365.75 |
697.75 |
4.4% |
194.25 |
1.2% |
74% |
False |
False |
115 |
| 20 |
16,063.50 |
14,995.50 |
1,068.00 |
6.7% |
241.75 |
1.5% |
83% |
False |
False |
120 |
| 40 |
16,436.50 |
14,995.50 |
1,441.00 |
9.1% |
215.75 |
1.4% |
61% |
False |
False |
73 |
| 60 |
16,436.50 |
14,995.50 |
1,441.00 |
9.1% |
174.00 |
1.1% |
61% |
False |
False |
49 |
| 80 |
16,436.50 |
14,070.00 |
2,366.50 |
14.9% |
133.25 |
0.8% |
76% |
False |
False |
37 |
| 100 |
16,436.50 |
13,222.00 |
3,214.50 |
20.2% |
106.75 |
0.7% |
83% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,738.50 |
|
2.618 |
16,416.25 |
|
1.618 |
16,218.75 |
|
1.000 |
16,096.75 |
|
0.618 |
16,021.25 |
|
HIGH |
15,899.25 |
|
0.618 |
15,823.75 |
|
0.500 |
15,800.50 |
|
0.382 |
15,777.25 |
|
LOW |
15,701.75 |
|
0.618 |
15,579.75 |
|
1.000 |
15,504.25 |
|
1.618 |
15,382.25 |
|
2.618 |
15,184.75 |
|
4.250 |
14,862.50 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,853.00 |
15,830.75 |
| PP |
15,826.75 |
15,782.25 |
| S1 |
15,800.50 |
15,733.50 |
|