| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
15,152.53 |
15,225.34 |
72.81 |
0.5% |
15,412.75 |
| High |
15,219.92 |
15,245.19 |
25.27 |
0.2% |
15,512.82 |
| Low |
15,069.41 |
14,967.60 |
-101.81 |
-0.7% |
15,173.71 |
| Close |
15,191.23 |
14,969.92 |
-221.31 |
-1.5% |
15,202.40 |
| Range |
150.51 |
277.59 |
127.08 |
84.4% |
339.11 |
| ATR |
199.99 |
205.53 |
5.54 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,893.67 |
15,709.39 |
15,122.59 |
|
| R3 |
15,616.08 |
15,431.80 |
15,046.26 |
|
| R2 |
15,338.49 |
15,338.49 |
15,020.81 |
|
| R1 |
15,154.21 |
15,154.21 |
14,995.37 |
15,107.56 |
| PP |
15,060.90 |
15,060.90 |
15,060.90 |
15,037.58 |
| S1 |
14,876.62 |
14,876.62 |
14,944.47 |
14,829.97 |
| S2 |
14,783.31 |
14,783.31 |
14,919.03 |
|
| S3 |
14,505.72 |
14,599.03 |
14,893.58 |
|
| S4 |
14,228.13 |
14,321.44 |
14,817.25 |
|
|
| 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 |
14,967.60 |
545.22 |
3.6% |
194.14 |
1.3% |
0% |
False |
True |
|
| 10 |
15,512.82 |
14,967.60 |
545.22 |
3.6% |
173.18 |
1.2% |
0% |
False |
True |
|
| 20 |
15,618.04 |
14,715.36 |
902.68 |
6.0% |
198.65 |
1.3% |
28% |
False |
False |
|
| 40 |
15,801.83 |
14,557.83 |
1,244.00 |
8.3% |
197.56 |
1.3% |
33% |
False |
False |
|
| 60 |
15,932.05 |
14,557.83 |
1,374.22 |
9.2% |
188.37 |
1.3% |
30% |
False |
False |
|
| 80 |
15,932.05 |
13,982.16 |
1,949.89 |
13.0% |
195.74 |
1.3% |
51% |
False |
False |
|
| 100 |
15,932.05 |
12,938.45 |
2,993.60 |
20.0% |
186.29 |
1.2% |
68% |
False |
False |
|
| 120 |
15,932.05 |
12,724.62 |
3,207.43 |
21.4% |
183.41 |
1.2% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,424.95 |
|
2.618 |
15,971.92 |
|
1.618 |
15,694.33 |
|
1.000 |
15,522.78 |
|
0.618 |
15,416.74 |
|
HIGH |
15,245.19 |
|
0.618 |
15,139.15 |
|
0.500 |
15,106.40 |
|
0.382 |
15,073.64 |
|
LOW |
14,967.60 |
|
0.618 |
14,796.05 |
|
1.000 |
14,690.01 |
|
1.618 |
14,518.46 |
|
2.618 |
14,240.87 |
|
4.250 |
13,787.84 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,106.40 |
15,118.28 |
| PP |
15,060.90 |
15,068.83 |
| S1 |
15,015.41 |
15,019.37 |
|