| 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 |
15,437.24 |
15,417.93 |
-19.31 |
-0.1% |
15,412.75 |
| High |
15,512.82 |
15,429.90 |
-82.92 |
-0.5% |
15,512.82 |
| Low |
15,337.18 |
15,173.71 |
-163.47 |
-1.1% |
15,173.71 |
| Close |
15,473.89 |
15,202.40 |
-271.49 |
-1.8% |
15,202.40 |
| Range |
175.64 |
256.19 |
80.55 |
45.9% |
339.11 |
| ATR |
203.60 |
210.50 |
6.90 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,037.24 |
15,876.01 |
15,343.30 |
|
| R3 |
15,781.05 |
15,619.82 |
15,272.85 |
|
| R2 |
15,524.86 |
15,524.86 |
15,249.37 |
|
| R1 |
15,363.63 |
15,363.63 |
15,225.88 |
15,316.15 |
| PP |
15,268.67 |
15,268.67 |
15,268.67 |
15,244.93 |
| S1 |
15,107.44 |
15,107.44 |
15,178.92 |
15,059.96 |
| S2 |
15,012.48 |
15,012.48 |
15,155.43 |
|
| S3 |
14,756.29 |
14,851.25 |
15,131.95 |
|
| S4 |
14,500.10 |
14,595.06 |
15,061.50 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,313.64 |
16,097.13 |
15,388.91 |
|
| R3 |
15,974.53 |
15,758.02 |
15,295.66 |
|
| R2 |
15,635.42 |
15,635.42 |
15,264.57 |
|
| R1 |
15,418.91 |
15,418.91 |
15,233.49 |
15,357.61 |
| PP |
15,296.31 |
15,296.31 |
15,296.31 |
15,265.66 |
| S1 |
15,079.80 |
15,079.80 |
15,171.31 |
15,018.50 |
| S2 |
14,957.20 |
14,957.20 |
15,140.23 |
|
| S3 |
14,618.09 |
14,740.69 |
15,109.14 |
|
| S4 |
14,278.98 |
14,401.58 |
15,015.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,512.82 |
15,173.71 |
339.11 |
2.2% |
182.66 |
1.2% |
8% |
False |
True |
|
| 10 |
15,618.04 |
15,138.73 |
479.31 |
3.2% |
171.43 |
1.1% |
13% |
False |
False |
|
| 20 |
15,618.04 |
14,557.83 |
1,060.21 |
7.0% |
199.71 |
1.3% |
61% |
False |
False |
|
| 40 |
15,801.83 |
14,557.83 |
1,244.00 |
8.2% |
195.40 |
1.3% |
52% |
False |
False |
|
| 60 |
15,932.05 |
14,557.83 |
1,374.22 |
9.0% |
191.06 |
1.3% |
47% |
False |
False |
|
| 80 |
15,932.05 |
13,520.92 |
2,411.13 |
15.9% |
194.90 |
1.3% |
70% |
False |
False |
|
| 100 |
15,932.05 |
12,724.62 |
3,207.43 |
21.1% |
186.82 |
1.2% |
77% |
False |
False |
|
| 120 |
15,932.05 |
12,517.87 |
3,414.18 |
22.5% |
182.70 |
1.2% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,518.71 |
|
2.618 |
16,100.61 |
|
1.618 |
15,844.42 |
|
1.000 |
15,686.09 |
|
0.618 |
15,588.23 |
|
HIGH |
15,429.90 |
|
0.618 |
15,332.04 |
|
0.500 |
15,301.81 |
|
0.382 |
15,271.57 |
|
LOW |
15,173.71 |
|
0.618 |
15,015.38 |
|
1.000 |
14,917.52 |
|
1.618 |
14,759.19 |
|
2.618 |
14,503.00 |
|
4.250 |
14,084.90 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,301.81 |
15,343.27 |
| PP |
15,268.67 |
15,296.31 |
| S1 |
15,235.54 |
15,249.36 |
|