Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
25,891.94 |
25,093.65 |
-798.29 |
-3.1% |
25,836.67 |
High |
25,990.68 |
26,467.28 |
476.60 |
1.8% |
26,421.68 |
Low |
24,963.04 |
25,080.31 |
117.27 |
0.5% |
25,431.29 |
Close |
25,093.65 |
26,071.78 |
978.13 |
3.9% |
25,896.43 |
Range |
1,027.64 |
1,386.97 |
359.33 |
35.0% |
990.39 |
ATR |
785.05 |
828.04 |
42.99 |
5.5% |
0.00 |
Volume |
303 |
40,974 |
40,671 |
13,422.8% |
78,937 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,034.03 |
29,439.88 |
26,834.61 |
|
R3 |
28,647.06 |
28,052.91 |
26,453.20 |
|
R2 |
27,260.09 |
27,260.09 |
26,326.06 |
|
R1 |
26,665.94 |
26,665.94 |
26,198.92 |
26,963.02 |
PP |
25,873.12 |
25,873.12 |
25,873.12 |
26,021.66 |
S1 |
25,278.97 |
25,278.97 |
25,944.64 |
25,576.05 |
S2 |
24,486.15 |
24,486.15 |
25,817.50 |
|
S3 |
23,099.18 |
23,892.00 |
25,690.36 |
|
S4 |
21,712.21 |
22,505.03 |
25,308.95 |
|
|
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 |
26,467.28 |
24,963.04 |
1,504.24 |
5.8% |
814.59 |
3.1% |
74% |
True |
False |
20,950 |
10 |
28,045.13 |
24,963.04 |
3,082.09 |
11.8% |
942.65 |
3.6% |
36% |
False |
False |
24,512 |
20 |
29,452.64 |
24,963.04 |
4,489.60 |
17.2% |
868.68 |
3.3% |
25% |
False |
False |
23,871 |
40 |
30,427.35 |
24,963.04 |
5,464.31 |
21.0% |
729.13 |
2.8% |
20% |
False |
False |
18,795 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
26.1% |
867.64 |
3.3% |
16% |
False |
False |
21,313 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
26.7% |
865.49 |
3.3% |
18% |
False |
False |
19,249 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.7% |
934.45 |
3.6% |
18% |
False |
False |
20,936 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
26.7% |
976.65 |
3.7% |
18% |
False |
False |
22,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,361.90 |
2.618 |
30,098.37 |
1.618 |
28,711.40 |
1.000 |
27,854.25 |
0.618 |
27,324.43 |
HIGH |
26,467.28 |
0.618 |
25,937.46 |
0.500 |
25,773.80 |
0.382 |
25,610.13 |
LOW |
25,080.31 |
0.618 |
24,223.16 |
1.000 |
23,693.34 |
1.618 |
22,836.19 |
2.618 |
21,449.22 |
4.250 |
19,185.69 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
25,972.45 |
25,952.91 |
PP |
25,873.12 |
25,834.03 |
S1 |
25,773.80 |
25,715.16 |
|