| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,578.25 |
15,335.00 |
-243.25 |
-1.6% |
15,714.75 |
| High |
15,637.00 |
15,349.75 |
-287.25 |
-1.8% |
15,919.00 |
| Low |
15,327.75 |
15,036.75 |
-291.00 |
-1.9% |
15,563.25 |
| Close |
15,352.00 |
15,057.75 |
-294.25 |
-1.9% |
15,595.75 |
| Range |
309.25 |
313.00 |
3.75 |
1.2% |
355.75 |
| ATR |
224.41 |
230.90 |
6.49 |
2.9% |
0.00 |
| Volume |
817 |
886 |
69 |
8.4% |
1,659 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,087.00 |
15,885.50 |
15,230.00 |
|
| R3 |
15,774.00 |
15,572.50 |
15,143.75 |
|
| R2 |
15,461.00 |
15,461.00 |
15,115.25 |
|
| R1 |
15,259.50 |
15,259.50 |
15,086.50 |
15,203.75 |
| PP |
15,148.00 |
15,148.00 |
15,148.00 |
15,120.25 |
| S1 |
14,946.50 |
14,946.50 |
15,029.00 |
14,890.75 |
| S2 |
14,835.00 |
14,835.00 |
15,000.25 |
|
| S3 |
14,522.00 |
14,633.50 |
14,971.75 |
|
| S4 |
14,209.00 |
14,320.50 |
14,885.50 |
|
|
| 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 |
15,036.75 |
882.25 |
5.9% |
259.50 |
1.7% |
2% |
False |
True |
882 |
| 10 |
15,919.00 |
15,036.75 |
882.25 |
5.9% |
219.00 |
1.5% |
2% |
False |
True |
531 |
| 20 |
16,063.50 |
15,036.75 |
1,026.75 |
6.8% |
232.50 |
1.5% |
2% |
False |
True |
327 |
| 40 |
16,306.75 |
14,995.50 |
1,311.25 |
8.7% |
235.00 |
1.6% |
5% |
False |
False |
200 |
| 60 |
16,436.50 |
14,995.50 |
1,441.00 |
9.6% |
193.50 |
1.3% |
4% |
False |
False |
135 |
| 80 |
16,436.50 |
14,817.00 |
1,619.50 |
10.8% |
156.25 |
1.0% |
15% |
False |
False |
101 |
| 100 |
16,436.50 |
13,453.00 |
2,983.50 |
19.8% |
125.00 |
0.8% |
54% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,680.00 |
|
2.618 |
16,169.25 |
|
1.618 |
15,856.25 |
|
1.000 |
15,662.75 |
|
0.618 |
15,543.25 |
|
HIGH |
15,349.75 |
|
0.618 |
15,230.25 |
|
0.500 |
15,193.25 |
|
0.382 |
15,156.25 |
|
LOW |
15,036.75 |
|
0.618 |
14,843.25 |
|
1.000 |
14,723.75 |
|
1.618 |
14,530.25 |
|
2.618 |
14,217.25 |
|
4.250 |
13,706.50 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,193.25 |
15,339.50 |
| PP |
15,148.00 |
15,245.75 |
| S1 |
15,103.00 |
15,151.75 |
|