| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
432.45 |
429.17 |
-3.28 |
-0.8% |
443.05 |
| High |
434.10 |
432.27 |
-1.83 |
-0.4% |
444.97 |
| Low |
429.99 |
428.72 |
-1.27 |
-0.3% |
429.99 |
| Close |
430.42 |
432.23 |
1.81 |
0.4% |
430.42 |
| Range |
4.11 |
3.55 |
-0.56 |
-13.6% |
14.98 |
| ATR |
4.47 |
4.41 |
-0.07 |
-1.5% |
0.00 |
| Volume |
100,829,600 |
70,874,500 |
-29,955,100 |
-29.7% |
409,754,800 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
441.72 |
440.53 |
434.18 |
|
| R3 |
438.17 |
436.98 |
433.21 |
|
| R2 |
434.62 |
434.62 |
432.88 |
|
| R1 |
433.43 |
433.43 |
432.56 |
434.03 |
| PP |
431.07 |
431.07 |
431.07 |
431.37 |
| S1 |
429.88 |
429.88 |
431.90 |
430.48 |
| S2 |
427.52 |
427.52 |
431.58 |
|
| S3 |
423.97 |
426.33 |
431.25 |
|
| S4 |
420.42 |
422.78 |
430.28 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
480.07 |
470.22 |
438.66 |
|
| R3 |
465.09 |
455.24 |
434.54 |
|
| R2 |
450.11 |
450.11 |
433.17 |
|
| R1 |
440.26 |
440.26 |
431.79 |
437.70 |
| PP |
435.13 |
435.13 |
435.13 |
433.84 |
| S1 |
425.28 |
425.28 |
429.05 |
422.72 |
| S2 |
420.15 |
420.15 |
427.67 |
|
| S3 |
405.17 |
410.30 |
426.30 |
|
| S4 |
390.19 |
395.32 |
422.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
444.44 |
428.72 |
15.72 |
3.6% |
4.35 |
1.0% |
22% |
False |
True |
84,975,420 |
| 10 |
451.08 |
428.72 |
22.36 |
5.2% |
3.79 |
0.9% |
16% |
False |
True |
80,367,350 |
| 20 |
453.67 |
428.72 |
24.95 |
5.8% |
3.60 |
0.8% |
14% |
False |
True |
73,048,085 |
| 40 |
458.16 |
428.72 |
29.44 |
6.8% |
4.09 |
0.9% |
12% |
False |
True |
74,962,525 |
| 60 |
459.44 |
428.72 |
30.72 |
7.1% |
3.83 |
0.9% |
11% |
False |
True |
73,603,308 |
| 80 |
459.44 |
416.79 |
42.65 |
9.9% |
3.84 |
0.9% |
36% |
False |
False |
75,764,897 |
| 100 |
459.44 |
403.74 |
55.70 |
12.9% |
3.84 |
0.9% |
51% |
False |
False |
76,759,788 |
| 120 |
459.44 |
403.74 |
55.70 |
12.9% |
3.86 |
0.9% |
51% |
False |
False |
76,420,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
447.36 |
|
2.618 |
441.56 |
|
1.618 |
438.01 |
|
1.000 |
435.82 |
|
0.618 |
434.46 |
|
HIGH |
432.27 |
|
0.618 |
430.91 |
|
0.500 |
430.50 |
|
0.382 |
430.08 |
|
LOW |
428.72 |
|
0.618 |
426.53 |
|
1.000 |
425.17 |
|
1.618 |
422.98 |
|
2.618 |
419.43 |
|
4.250 |
413.63 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
431.65 |
432.35 |
| PP |
431.07 |
432.31 |
| S1 |
430.50 |
432.27 |
|