| 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 |
1,843.8 |
1,870.6 |
26.8 |
1.5% |
1,853.2 |
| High |
1,872.5 |
1,874.2 |
1.7 |
0.1% |
1,874.2 |
| Low |
1,841.9 |
1,857.1 |
15.2 |
0.8% |
1,835.7 |
| Close |
1,867.9 |
1,861.1 |
-6.8 |
-0.4% |
1,861.1 |
| Range |
30.6 |
17.1 |
-13.5 |
-44.1% |
38.5 |
| ATR |
28.6 |
27.7 |
-0.8 |
-2.9% |
0.0 |
| Volume |
57,644 |
2,455 |
-55,189 |
-95.7% |
636,133 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.4 |
1,905.3 |
1,870.5 |
|
| R3 |
1,898.3 |
1,888.2 |
1,865.8 |
|
| R2 |
1,881.2 |
1,881.2 |
1,864.2 |
|
| R1 |
1,871.1 |
1,871.1 |
1,862.6 |
1,867.6 |
| PP |
1,864.1 |
1,864.1 |
1,864.1 |
1,862.4 |
| S1 |
1,854.0 |
1,854.0 |
1,859.5 |
1,850.5 |
| S2 |
1,847.0 |
1,847.0 |
1,857.9 |
|
| S3 |
1,829.9 |
1,836.9 |
1,856.4 |
|
| S4 |
1,812.8 |
1,819.8 |
1,851.7 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,972.5 |
1,955.3 |
1,882.2 |
|
| R3 |
1,934.0 |
1,916.8 |
1,871.6 |
|
| R2 |
1,895.5 |
1,895.5 |
1,868.1 |
|
| R1 |
1,878.3 |
1,878.3 |
1,864.6 |
1,886.9 |
| PP |
1,857.0 |
1,857.0 |
1,857.0 |
1,861.3 |
| S1 |
1,839.8 |
1,839.8 |
1,857.5 |
1,848.4 |
| S2 |
1,818.5 |
1,818.5 |
1,854.0 |
|
| S3 |
1,780.0 |
1,801.3 |
1,850.5 |
|
| S4 |
1,741.5 |
1,762.8 |
1,839.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,874.2 |
1,835.7 |
38.5 |
2.1% |
22.0 |
1.2% |
66% |
True |
False |
127,226 |
| 10 |
1,934.0 |
1,835.7 |
98.3 |
5.3% |
25.9 |
1.4% |
26% |
False |
False |
159,701 |
| 20 |
1,934.0 |
1,832.8 |
101.2 |
5.4% |
27.5 |
1.5% |
28% |
False |
False |
171,711 |
| 40 |
2,017.8 |
1,832.8 |
185.0 |
9.9% |
29.8 |
1.6% |
15% |
False |
False |
172,324 |
| 60 |
2,017.8 |
1,825.1 |
192.7 |
10.4% |
30.8 |
1.7% |
19% |
False |
False |
177,066 |
| 80 |
2,017.8 |
1,755.0 |
262.8 |
14.1% |
32.2 |
1.7% |
40% |
False |
False |
159,199 |
| 100 |
2,017.8 |
1,723.4 |
294.4 |
15.8% |
32.6 |
1.7% |
47% |
False |
False |
127,402 |
| 120 |
2,017.8 |
1,723.4 |
294.4 |
15.8% |
31.7 |
1.7% |
47% |
False |
False |
106,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,946.9 |
|
2.618 |
1,919.0 |
|
1.618 |
1,901.9 |
|
1.000 |
1,891.3 |
|
0.618 |
1,884.8 |
|
HIGH |
1,874.2 |
|
0.618 |
1,867.7 |
|
0.500 |
1,865.7 |
|
0.382 |
1,863.6 |
|
LOW |
1,857.1 |
|
0.618 |
1,846.5 |
|
1.000 |
1,840.0 |
|
1.618 |
1,829.4 |
|
2.618 |
1,812.3 |
|
4.250 |
1,784.4 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,865.7 |
1,859.0 |
| PP |
1,864.1 |
1,857.0 |
| S1 |
1,862.6 |
1,855.0 |
|