| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
446.22 |
449.07 |
2.85 |
0.6% |
450.73 |
| High |
447.71 |
451.08 |
3.37 |
0.8% |
451.06 |
| Low |
445.08 |
447.72 |
2.64 |
0.6% |
442.75 |
| Close |
446.51 |
450.36 |
3.85 |
0.9% |
445.52 |
| Range |
2.63 |
3.37 |
0.73 |
27.9% |
8.31 |
| ATR |
4.04 |
4.08 |
0.04 |
0.9% |
0.00 |
| Volume |
60,199,200 |
83,430,800 |
23,231,600 |
38.6% |
258,348,500 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
459.81 |
458.45 |
452.21 |
|
| R3 |
456.45 |
455.09 |
451.29 |
|
| R2 |
453.08 |
453.08 |
450.98 |
|
| R1 |
451.72 |
451.72 |
450.67 |
452.40 |
| PP |
449.72 |
449.72 |
449.72 |
450.06 |
| S1 |
448.36 |
448.36 |
450.05 |
449.04 |
| S2 |
446.35 |
446.35 |
449.74 |
|
| S3 |
442.99 |
444.99 |
449.43 |
|
| S4 |
439.62 |
441.63 |
448.51 |
|
|
| 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 |
451.08 |
444.53 |
6.55 |
1.5% |
2.80 |
0.6% |
89% |
True |
False |
66,688,780 |
| 10 |
453.67 |
442.75 |
10.92 |
2.4% |
3.01 |
0.7% |
70% |
False |
False |
65,475,250 |
| 20 |
453.67 |
433.01 |
20.66 |
4.6% |
4.06 |
0.9% |
84% |
False |
False |
72,805,590 |
| 40 |
459.44 |
433.01 |
26.43 |
5.9% |
4.08 |
0.9% |
66% |
False |
False |
72,509,085 |
| 60 |
459.44 |
431.19 |
28.25 |
6.3% |
3.73 |
0.8% |
68% |
False |
False |
72,542,826 |
| 80 |
459.44 |
409.88 |
49.56 |
11.0% |
3.82 |
0.8% |
82% |
False |
False |
75,910,940 |
| 100 |
459.44 |
403.74 |
55.70 |
12.4% |
3.87 |
0.9% |
84% |
False |
False |
76,745,684 |
| 120 |
459.44 |
389.40 |
70.04 |
15.6% |
3.84 |
0.9% |
87% |
False |
False |
76,245,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
465.38 |
|
2.618 |
459.89 |
|
1.618 |
456.52 |
|
1.000 |
454.45 |
|
0.618 |
453.16 |
|
HIGH |
451.08 |
|
0.618 |
449.79 |
|
0.500 |
449.40 |
|
0.382 |
449.00 |
|
LOW |
447.72 |
|
0.618 |
445.64 |
|
1.000 |
444.35 |
|
1.618 |
442.27 |
|
2.618 |
438.91 |
|
4.250 |
433.41 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
450.04 |
449.60 |
| PP |
449.72 |
448.84 |
| S1 |
449.40 |
448.08 |
|