Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,372.75 |
15,480.25 |
107.50 |
0.7% |
15,308.00 |
High |
15,517.75 |
15,524.00 |
6.25 |
0.0% |
15,524.00 |
Low |
15,337.25 |
15,401.25 |
64.00 |
0.4% |
15,212.75 |
Close |
15,478.00 |
15,435.20 |
-42.80 |
-0.3% |
15,435.20 |
Range |
180.50 |
122.75 |
-57.75 |
-32.0% |
311.25 |
ATR |
231.65 |
223.87 |
-7.78 |
-3.4% |
0.00 |
Volume |
110,435 |
9,270 |
-101,165 |
-91.6% |
974,305 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,821.75 |
15,751.25 |
15,502.75 |
|
R3 |
15,699.00 |
15,628.50 |
15,469.00 |
|
R2 |
15,576.25 |
15,576.25 |
15,457.75 |
|
R1 |
15,505.75 |
15,505.75 |
15,446.50 |
15,479.50 |
PP |
15,453.50 |
15,453.50 |
15,453.50 |
15,440.50 |
S1 |
15,383.00 |
15,383.00 |
15,424.00 |
15,356.75 |
S2 |
15,330.75 |
15,330.75 |
15,412.75 |
|
S3 |
15,208.00 |
15,260.25 |
15,401.50 |
|
S4 |
15,085.25 |
15,137.50 |
15,367.75 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,324.50 |
16,191.00 |
15,606.50 |
|
R3 |
16,013.25 |
15,879.75 |
15,520.75 |
|
R2 |
15,702.00 |
15,702.00 |
15,492.25 |
|
R1 |
15,568.50 |
15,568.50 |
15,463.75 |
15,635.25 |
PP |
15,390.75 |
15,390.75 |
15,390.75 |
15,424.00 |
S1 |
15,257.25 |
15,257.25 |
15,406.75 |
15,324.00 |
S2 |
15,079.50 |
15,079.50 |
15,378.25 |
|
S3 |
14,768.25 |
14,946.00 |
15,349.50 |
|
S4 |
14,457.00 |
14,634.75 |
15,264.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,524.00 |
15,212.75 |
311.25 |
2.0% |
181.25 |
1.2% |
71% |
True |
False |
194,861 |
10 |
15,661.25 |
15,157.50 |
503.75 |
3.3% |
191.00 |
1.2% |
55% |
False |
False |
399,175 |
20 |
15,661.25 |
14,609.25 |
1,052.00 |
6.8% |
236.25 |
1.5% |
79% |
False |
False |
532,163 |
40 |
15,917.00 |
14,609.25 |
1,307.75 |
8.5% |
241.75 |
1.6% |
63% |
False |
False |
592,634 |
60 |
16,062.75 |
14,609.25 |
1,453.50 |
9.4% |
237.00 |
1.5% |
57% |
False |
False |
591,844 |
80 |
16,062.75 |
13,726.25 |
2,336.50 |
15.1% |
240.75 |
1.6% |
73% |
False |
False |
506,103 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.2% |
230.00 |
1.5% |
80% |
False |
False |
405,060 |
120 |
16,062.75 |
12,772.50 |
3,290.25 |
21.3% |
223.00 |
1.4% |
81% |
False |
False |
337,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,045.75 |
2.618 |
15,845.25 |
1.618 |
15,722.50 |
1.000 |
15,646.75 |
0.618 |
15,599.75 |
HIGH |
15,524.00 |
0.618 |
15,477.00 |
0.500 |
15,462.50 |
0.382 |
15,448.25 |
LOW |
15,401.25 |
0.618 |
15,325.50 |
1.000 |
15,278.50 |
1.618 |
15,202.75 |
2.618 |
15,080.00 |
4.250 |
14,879.50 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,462.50 |
15,413.00 |
PP |
15,453.50 |
15,390.75 |
S1 |
15,444.25 |
15,368.50 |
|