Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,074.19 |
26,232.50 |
158.31 |
0.6% |
25,836.67 |
High |
26,386.38 |
26,781.47 |
395.09 |
1.5% |
26,421.68 |
Low |
25,776.64 |
26,155.55 |
378.91 |
1.5% |
25,431.29 |
Close |
26,232.41 |
26,577.02 |
344.61 |
1.3% |
25,896.43 |
Range |
609.74 |
625.92 |
16.18 |
2.7% |
990.39 |
ATR |
812.45 |
799.13 |
-13.32 |
-1.6% |
0.00 |
Volume |
24,876 |
28,291 |
3,415 |
13.7% |
78,937 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,382.44 |
28,105.65 |
26,921.28 |
|
R3 |
27,756.52 |
27,479.73 |
26,749.15 |
|
R2 |
27,130.60 |
27,130.60 |
26,691.77 |
|
R1 |
26,853.81 |
26,853.81 |
26,634.40 |
26,992.21 |
PP |
26,504.68 |
26,504.68 |
26,504.68 |
26,573.88 |
S1 |
26,227.89 |
26,227.89 |
26,519.64 |
26,366.29 |
S2 |
25,878.76 |
25,878.76 |
26,462.27 |
|
S3 |
25,252.84 |
25,601.97 |
26,404.89 |
|
S4 |
24,626.92 |
24,976.05 |
26,232.76 |
|
|
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 |
26,781.47 |
24,963.04 |
1,818.43 |
6.8% |
876.05 |
3.3% |
89% |
True |
False |
24,551 |
10 |
27,464.32 |
24,963.04 |
2,501.28 |
9.4% |
783.85 |
2.9% |
65% |
False |
False |
23,333 |
20 |
28,954.96 |
24,963.04 |
3,991.92 |
15.0% |
894.24 |
3.4% |
40% |
False |
False |
24,897 |
40 |
30,427.35 |
24,963.04 |
5,464.31 |
20.6% |
734.13 |
2.8% |
30% |
False |
False |
19,172 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
25.6% |
841.91 |
3.2% |
24% |
False |
False |
20,760 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
26.2% |
863.26 |
3.2% |
25% |
False |
False |
19,360 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.2% |
923.47 |
3.5% |
25% |
False |
False |
20,652 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
26.2% |
956.19 |
3.6% |
25% |
False |
False |
21,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,441.63 |
2.618 |
28,420.13 |
1.618 |
27,794.21 |
1.000 |
27,407.39 |
0.618 |
27,168.29 |
HIGH |
26,781.47 |
0.618 |
26,542.37 |
0.500 |
26,468.51 |
0.382 |
26,394.65 |
LOW |
26,155.55 |
0.618 |
25,768.73 |
1.000 |
25,529.63 |
1.618 |
25,142.81 |
2.618 |
24,516.89 |
4.250 |
23,495.39 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,540.85 |
26,361.64 |
PP |
26,504.68 |
26,146.27 |
S1 |
26,468.51 |
25,930.89 |
|