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 |
26,232.50 |
26,575.74 |
343.24 |
1.3% |
25,891.94 |
High |
26,781.47 |
26,667.15 |
-114.32 |
-0.4% |
26,781.47 |
Low |
26,155.55 |
26,231.53 |
75.98 |
0.3% |
24,963.04 |
Close |
26,577.02 |
26,425.27 |
-151.75 |
-0.6% |
26,425.27 |
Range |
625.92 |
435.62 |
-190.30 |
-30.4% |
1,818.43 |
ATR |
799.13 |
773.16 |
-25.96 |
-3.2% |
0.00 |
Volume |
28,291 |
18,472 |
-9,819 |
-34.7% |
112,916 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,748.18 |
27,522.34 |
26,664.86 |
|
R3 |
27,312.56 |
27,086.72 |
26,545.07 |
|
R2 |
26,876.94 |
26,876.94 |
26,505.13 |
|
R1 |
26,651.10 |
26,651.10 |
26,465.20 |
26,546.21 |
PP |
26,441.32 |
26,441.32 |
26,441.32 |
26,388.87 |
S1 |
26,215.48 |
26,215.48 |
26,385.34 |
26,110.59 |
S2 |
26,005.70 |
26,005.70 |
26,345.41 |
|
S3 |
25,570.08 |
25,779.86 |
26,305.47 |
|
S4 |
25,134.46 |
25,344.24 |
26,185.68 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,511.88 |
30,787.01 |
27,425.41 |
|
R3 |
29,693.45 |
28,968.58 |
26,925.34 |
|
R2 |
27,875.02 |
27,875.02 |
26,758.65 |
|
R1 |
27,150.15 |
27,150.15 |
26,591.96 |
27,512.59 |
PP |
26,056.59 |
26,056.59 |
26,056.59 |
26,237.81 |
S1 |
25,331.72 |
25,331.72 |
26,258.58 |
25,694.16 |
S2 |
24,238.16 |
24,238.16 |
26,091.89 |
|
S3 |
22,419.73 |
23,513.29 |
25,925.20 |
|
S4 |
20,601.30 |
21,694.86 |
25,425.13 |
|
|
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 |
6.9% |
817.18 |
3.1% |
80% |
False |
False |
22,583 |
10 |
26,781.47 |
24,963.04 |
1,818.43 |
6.9% |
679.73 |
2.6% |
80% |
False |
False |
22,587 |
20 |
28,045.13 |
24,963.04 |
3,082.09 |
11.7% |
847.88 |
3.2% |
47% |
False |
False |
23,748 |
40 |
30,348.81 |
24,963.04 |
5,385.77 |
20.4% |
725.29 |
2.7% |
27% |
False |
False |
19,054 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
25.7% |
805.67 |
3.0% |
21% |
False |
False |
19,847 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
26.3% |
859.64 |
3.3% |
23% |
False |
False |
19,589 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.3% |
918.41 |
3.5% |
23% |
False |
False |
20,834 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
26.3% |
952.34 |
3.6% |
23% |
False |
False |
21,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,518.54 |
2.618 |
27,807.60 |
1.618 |
27,371.98 |
1.000 |
27,102.77 |
0.618 |
26,936.36 |
HIGH |
26,667.15 |
0.618 |
26,500.74 |
0.500 |
26,449.34 |
0.382 |
26,397.94 |
LOW |
26,231.53 |
0.618 |
25,962.32 |
1.000 |
25,795.91 |
1.618 |
25,526.70 |
2.618 |
25,091.08 |
4.250 |
24,380.15 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,449.34 |
26,376.53 |
PP |
26,441.32 |
26,327.79 |
S1 |
26,433.29 |
26,279.06 |
|