| 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 |
444.90 |
448.24 |
3.34 |
0.8% |
450.73 |
| High |
447.11 |
448.77 |
1.66 |
0.4% |
451.06 |
| Low |
444.53 |
446.47 |
1.94 |
0.4% |
442.75 |
| Close |
445.52 |
448.45 |
2.93 |
0.7% |
445.52 |
| Range |
2.58 |
2.30 |
-0.28 |
-10.8% |
8.31 |
| ATR |
4.30 |
4.23 |
-0.08 |
-1.7% |
0.00 |
| Volume |
62,068,400 |
60,180,100 |
-1,888,300 |
-3.0% |
258,348,500 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
454.80 |
453.92 |
449.72 |
|
| R3 |
452.50 |
451.62 |
449.08 |
|
| R2 |
450.20 |
450.20 |
448.87 |
|
| R1 |
449.32 |
449.32 |
448.66 |
449.76 |
| PP |
447.90 |
447.90 |
447.90 |
448.11 |
| S1 |
447.02 |
447.02 |
448.24 |
447.46 |
| S2 |
445.60 |
445.60 |
448.03 |
|
| S3 |
443.30 |
444.72 |
447.82 |
|
| S4 |
441.00 |
442.42 |
447.18 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
471.37 |
466.76 |
450.09 |
|
| R3 |
463.06 |
458.45 |
447.81 |
|
| R2 |
454.75 |
454.75 |
447.04 |
|
| R1 |
450.14 |
450.14 |
446.28 |
448.29 |
| PP |
446.44 |
446.44 |
446.44 |
445.52 |
| S1 |
441.83 |
441.83 |
444.76 |
439.98 |
| S2 |
438.13 |
438.13 |
444.00 |
|
| S3 |
429.82 |
433.52 |
443.23 |
|
| S4 |
421.51 |
425.21 |
440.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
451.06 |
442.75 |
8.31 |
1.9% |
2.85 |
0.6% |
69% |
False |
False |
63,705,720 |
| 10 |
453.67 |
439.97 |
13.70 |
3.1% |
3.42 |
0.8% |
62% |
False |
False |
65,728,820 |
| 20 |
453.67 |
433.01 |
20.66 |
4.6% |
4.24 |
0.9% |
75% |
False |
False |
72,429,925 |
| 40 |
459.44 |
433.01 |
26.43 |
5.9% |
4.10 |
0.9% |
58% |
False |
False |
72,212,105 |
| 60 |
459.44 |
431.19 |
28.25 |
6.3% |
3.83 |
0.9% |
61% |
False |
False |
74,033,390 |
| 80 |
459.44 |
409.88 |
49.56 |
11.1% |
3.87 |
0.9% |
78% |
False |
False |
76,874,215 |
| 100 |
459.44 |
403.74 |
55.70 |
12.4% |
3.87 |
0.9% |
80% |
False |
False |
76,678,980 |
| 120 |
459.44 |
389.40 |
70.04 |
15.6% |
3.96 |
0.9% |
84% |
False |
False |
77,174,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
458.55 |
|
2.618 |
454.79 |
|
1.618 |
452.49 |
|
1.000 |
451.07 |
|
0.618 |
450.19 |
|
HIGH |
448.77 |
|
0.618 |
447.89 |
|
0.500 |
447.62 |
|
0.382 |
447.35 |
|
LOW |
446.47 |
|
0.618 |
445.05 |
|
1.000 |
444.17 |
|
1.618 |
442.75 |
|
2.618 |
440.45 |
|
4.250 |
436.69 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
448.17 |
447.55 |
| PP |
447.90 |
446.66 |
| S1 |
447.62 |
445.76 |
|