| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,159.46 |
15,152.53 |
-6.93 |
0.0% |
15,412.75 |
| High |
15,268.96 |
15,219.92 |
-49.04 |
-0.3% |
15,512.82 |
| Low |
15,158.19 |
15,069.41 |
-88.78 |
-0.6% |
15,173.71 |
| Close |
15,225.37 |
15,191.23 |
-34.14 |
-0.2% |
15,202.40 |
| Range |
110.77 |
150.51 |
39.74 |
35.9% |
339.11 |
| ATR |
203.38 |
199.99 |
-3.39 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,611.72 |
15,551.98 |
15,274.01 |
|
| R3 |
15,461.21 |
15,401.47 |
15,232.62 |
|
| R2 |
15,310.70 |
15,310.70 |
15,218.82 |
|
| R1 |
15,250.96 |
15,250.96 |
15,205.03 |
15,280.83 |
| PP |
15,160.19 |
15,160.19 |
15,160.19 |
15,175.12 |
| S1 |
15,100.45 |
15,100.45 |
15,177.43 |
15,130.32 |
| S2 |
15,009.68 |
15,009.68 |
15,163.64 |
|
| S3 |
14,859.17 |
14,949.94 |
15,149.84 |
|
| S4 |
14,708.66 |
14,799.43 |
15,108.45 |
|
|
| 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 |
15,069.41 |
443.41 |
2.9% |
170.22 |
1.1% |
27% |
False |
True |
|
| 10 |
15,512.82 |
15,069.41 |
443.41 |
2.9% |
165.14 |
1.1% |
27% |
False |
True |
|
| 20 |
15,618.04 |
14,715.36 |
902.68 |
5.9% |
192.46 |
1.3% |
53% |
False |
False |
|
| 40 |
15,801.83 |
14,557.83 |
1,244.00 |
8.2% |
194.04 |
1.3% |
51% |
False |
False |
|
| 60 |
15,932.05 |
14,557.83 |
1,374.22 |
9.0% |
188.68 |
1.2% |
46% |
False |
False |
|
| 80 |
15,932.05 |
13,814.16 |
2,117.89 |
13.9% |
194.43 |
1.3% |
65% |
False |
False |
|
| 100 |
15,932.05 |
12,938.45 |
2,993.60 |
19.7% |
185.89 |
1.2% |
75% |
False |
False |
|
| 120 |
15,932.05 |
12,724.62 |
3,207.43 |
21.1% |
182.20 |
1.2% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,859.59 |
|
2.618 |
15,613.96 |
|
1.618 |
15,463.45 |
|
1.000 |
15,370.43 |
|
0.618 |
15,312.94 |
|
HIGH |
15,219.92 |
|
0.618 |
15,162.43 |
|
0.500 |
15,144.67 |
|
0.382 |
15,126.90 |
|
LOW |
15,069.41 |
|
0.618 |
14,976.39 |
|
1.000 |
14,918.90 |
|
1.618 |
14,825.88 |
|
2.618 |
14,675.37 |
|
4.250 |
14,429.74 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,175.71 |
15,249.66 |
| PP |
15,160.19 |
15,230.18 |
| S1 |
15,144.67 |
15,210.71 |
|