| 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 |
15,265.57 |
15,412.75 |
147.18 |
1.0% |
15,456.09 |
| High |
15,374.22 |
15,482.84 |
108.62 |
0.7% |
15,556.85 |
| Low |
15,244.06 |
15,328.35 |
84.29 |
0.6% |
15,138.73 |
| Close |
15,280.23 |
15,461.87 |
181.64 |
1.2% |
15,280.23 |
| Range |
130.16 |
154.49 |
24.33 |
18.7% |
418.12 |
| ATR |
212.14 |
211.46 |
-0.68 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,887.82 |
15,829.34 |
15,546.84 |
|
| R3 |
15,733.33 |
15,674.85 |
15,504.35 |
|
| R2 |
15,578.84 |
15,578.84 |
15,490.19 |
|
| R1 |
15,520.36 |
15,520.36 |
15,476.03 |
15,549.60 |
| PP |
15,424.35 |
15,424.35 |
15,424.35 |
15,438.98 |
| S1 |
15,365.87 |
15,365.87 |
15,447.71 |
15,395.11 |
| S2 |
15,269.86 |
15,269.86 |
15,433.55 |
|
| S3 |
15,115.37 |
15,211.38 |
15,419.39 |
|
| S4 |
14,960.88 |
15,056.89 |
15,376.90 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,579.63 |
16,348.05 |
15,510.20 |
|
| R3 |
16,161.51 |
15,929.93 |
15,395.21 |
|
| R2 |
15,743.39 |
15,743.39 |
15,356.89 |
|
| R1 |
15,511.81 |
15,511.81 |
15,318.56 |
15,418.54 |
| PP |
15,325.27 |
15,325.27 |
15,325.27 |
15,278.64 |
| S1 |
15,093.69 |
15,093.69 |
15,241.90 |
15,000.42 |
| S2 |
14,907.15 |
14,907.15 |
15,203.57 |
|
| S3 |
14,489.03 |
14,675.57 |
15,165.25 |
|
| S4 |
14,070.91 |
14,257.45 |
15,050.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,556.85 |
15,138.73 |
418.12 |
2.7% |
153.36 |
1.0% |
77% |
False |
False |
|
| 10 |
15,618.04 |
14,948.92 |
669.12 |
4.3% |
169.46 |
1.1% |
77% |
False |
False |
|
| 20 |
15,618.04 |
14,557.83 |
1,060.21 |
6.9% |
205.01 |
1.3% |
85% |
False |
False |
|
| 40 |
15,932.05 |
14,557.83 |
1,374.22 |
8.9% |
200.16 |
1.3% |
66% |
False |
False |
|
| 60 |
15,932.05 |
14,557.83 |
1,374.22 |
8.9% |
193.62 |
1.3% |
66% |
False |
False |
|
| 80 |
15,932.05 |
13,419.35 |
2,512.70 |
16.3% |
193.37 |
1.3% |
81% |
False |
False |
|
| 100 |
15,932.05 |
12,724.62 |
3,207.43 |
20.7% |
185.29 |
1.2% |
85% |
False |
False |
|
| 120 |
15,932.05 |
12,517.87 |
3,414.18 |
22.1% |
184.77 |
1.2% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,139.42 |
|
2.618 |
15,887.29 |
|
1.618 |
15,732.80 |
|
1.000 |
15,637.33 |
|
0.618 |
15,578.31 |
|
HIGH |
15,482.84 |
|
0.618 |
15,423.82 |
|
0.500 |
15,405.60 |
|
0.382 |
15,387.37 |
|
LOW |
15,328.35 |
|
0.618 |
15,232.88 |
|
1.000 |
15,173.86 |
|
1.618 |
15,078.39 |
|
2.618 |
14,923.90 |
|
4.250 |
14,671.77 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,443.11 |
15,411.51 |
| PP |
15,424.35 |
15,361.15 |
| S1 |
15,405.60 |
15,310.79 |
|