| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,800.00 |
15,884.75 |
84.75 |
0.5% |
15,714.75 |
| High |
15,915.25 |
15,919.00 |
3.75 |
0.0% |
15,919.00 |
| Low |
15,744.00 |
15,563.25 |
-180.75 |
-1.1% |
15,563.25 |
| Close |
15,881.25 |
15,595.75 |
-285.50 |
-1.8% |
15,595.75 |
| Range |
171.25 |
355.75 |
184.50 |
107.7% |
355.75 |
| ATR |
217.09 |
227.00 |
9.90 |
4.6% |
0.00 |
| Volume |
326 |
852 |
526 |
161.3% |
1,659 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,760.00 |
16,533.50 |
15,791.50 |
|
| R3 |
16,404.25 |
16,177.75 |
15,693.50 |
|
| R2 |
16,048.50 |
16,048.50 |
15,661.00 |
|
| R1 |
15,822.00 |
15,822.00 |
15,628.25 |
15,757.50 |
| PP |
15,692.75 |
15,692.75 |
15,692.75 |
15,660.25 |
| S1 |
15,466.25 |
15,466.25 |
15,563.25 |
15,401.50 |
| S2 |
15,337.00 |
15,337.00 |
15,530.50 |
|
| S3 |
14,981.25 |
15,110.50 |
15,498.00 |
|
| S4 |
14,625.50 |
14,754.75 |
15,400.00 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,760.00 |
16,533.50 |
15,791.50 |
|
| R3 |
16,404.25 |
16,177.75 |
15,693.50 |
|
| R2 |
16,048.50 |
16,048.50 |
15,661.00 |
|
| R1 |
15,822.00 |
15,822.00 |
15,628.25 |
15,757.50 |
| PP |
15,692.75 |
15,692.75 |
15,692.75 |
15,660.25 |
| S1 |
15,466.25 |
15,466.25 |
15,563.25 |
15,401.50 |
| S2 |
15,337.00 |
15,337.00 |
15,530.50 |
|
| S3 |
14,981.25 |
15,110.50 |
15,498.00 |
|
| S4 |
14,625.50 |
14,754.75 |
15,400.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,919.00 |
15,563.25 |
355.75 |
2.3% |
219.25 |
1.4% |
9% |
True |
True |
331 |
| 10 |
16,063.50 |
15,563.25 |
500.25 |
3.2% |
202.50 |
1.3% |
6% |
False |
True |
203 |
| 20 |
16,063.50 |
14,995.50 |
1,068.00 |
6.8% |
237.00 |
1.5% |
56% |
False |
False |
166 |
| 40 |
16,306.75 |
14,995.50 |
1,311.25 |
8.4% |
223.75 |
1.4% |
46% |
False |
False |
112 |
| 60 |
16,436.50 |
14,995.50 |
1,441.00 |
9.2% |
182.75 |
1.2% |
42% |
False |
False |
76 |
| 80 |
16,436.50 |
14,122.00 |
2,314.50 |
14.8% |
144.50 |
0.9% |
64% |
False |
False |
57 |
| 100 |
16,436.50 |
13,222.00 |
3,214.50 |
20.6% |
115.50 |
0.7% |
74% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,431.00 |
|
2.618 |
16,850.25 |
|
1.618 |
16,494.50 |
|
1.000 |
16,274.75 |
|
0.618 |
16,138.75 |
|
HIGH |
15,919.00 |
|
0.618 |
15,783.00 |
|
0.500 |
15,741.00 |
|
0.382 |
15,699.25 |
|
LOW |
15,563.25 |
|
0.618 |
15,343.50 |
|
1.000 |
15,207.50 |
|
1.618 |
14,987.75 |
|
2.618 |
14,632.00 |
|
4.250 |
14,051.25 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,741.00 |
15,741.00 |
| PP |
15,692.75 |
15,692.75 |
| S1 |
15,644.25 |
15,644.25 |
|