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 |
26,036.41 |
25,891.94 |
-144.47 |
-0.6% |
25,836.67 |
High |
26,421.68 |
25,990.68 |
-431.00 |
-1.6% |
26,421.68 |
Low |
25,691.69 |
24,963.04 |
-728.65 |
-2.8% |
25,431.29 |
Close |
25,896.43 |
25,093.65 |
-802.78 |
-3.1% |
25,896.43 |
Range |
729.99 |
1,027.64 |
297.65 |
40.8% |
990.39 |
ATR |
766.39 |
785.05 |
18.66 |
2.4% |
0.00 |
Volume |
28,312 |
303 |
-28,009 |
-98.9% |
78,937 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,432.04 |
27,790.49 |
25,658.85 |
|
R3 |
27,404.40 |
26,762.85 |
25,376.25 |
|
R2 |
26,376.76 |
26,376.76 |
25,282.05 |
|
R1 |
25,735.21 |
25,735.21 |
25,187.85 |
25,542.17 |
PP |
25,349.12 |
25,349.12 |
25,349.12 |
25,252.60 |
S1 |
24,707.57 |
24,707.57 |
24,999.45 |
24,514.53 |
S2 |
24,321.48 |
24,321.48 |
24,905.25 |
|
S3 |
23,293.84 |
23,679.93 |
24,811.05 |
|
S4 |
22,266.20 |
22,652.29 |
24,528.45 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,887.64 |
28,382.42 |
26,441.14 |
|
R3 |
27,897.25 |
27,392.03 |
26,168.79 |
|
R2 |
26,906.86 |
26,906.86 |
26,078.00 |
|
R1 |
26,401.64 |
26,401.64 |
25,987.22 |
26,654.25 |
PP |
25,916.47 |
25,916.47 |
25,916.47 |
26,042.77 |
S1 |
25,411.25 |
25,411.25 |
25,805.64 |
25,663.86 |
S2 |
24,926.08 |
24,926.08 |
25,714.86 |
|
S3 |
23,935.69 |
24,420.86 |
25,624.07 |
|
S4 |
22,945.30 |
23,430.47 |
25,351.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,421.68 |
24,963.04 |
1,458.64 |
5.8% |
591.73 |
2.4% |
9% |
False |
True |
15,848 |
10 |
28,045.13 |
24,963.04 |
3,082.09 |
12.3% |
838.05 |
3.3% |
4% |
False |
True |
20,427 |
20 |
29,667.83 |
24,963.04 |
4,704.79 |
18.7% |
826.87 |
3.3% |
3% |
False |
True |
21,831 |
40 |
30,471.74 |
24,963.04 |
5,508.70 |
22.0% |
714.21 |
2.8% |
2% |
False |
True |
17,775 |
60 |
31,765.71 |
24,815.78 |
6,949.93 |
27.7% |
855.48 |
3.4% |
4% |
False |
False |
20,636 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
27.7% |
859.05 |
3.4% |
4% |
False |
False |
19,094 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
27.7% |
933.92 |
3.7% |
4% |
False |
False |
20,911 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
27.7% |
973.64 |
3.9% |
4% |
False |
False |
22,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,358.15 |
2.618 |
28,681.04 |
1.618 |
27,653.40 |
1.000 |
27,018.32 |
0.618 |
26,625.76 |
HIGH |
25,990.68 |
0.618 |
25,598.12 |
0.500 |
25,476.86 |
0.382 |
25,355.60 |
LOW |
24,963.04 |
0.618 |
24,327.96 |
1.000 |
23,935.40 |
1.618 |
23,300.32 |
2.618 |
22,272.68 |
4.250 |
20,595.57 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
25,476.86 |
25,692.36 |
PP |
25,349.12 |
25,492.79 |
S1 |
25,221.39 |
25,293.22 |
|