Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,575.74 |
26,425.24 |
-150.50 |
-0.6% |
25,891.94 |
High |
26,667.15 |
27,421.93 |
754.78 |
2.8% |
26,781.47 |
Low |
26,231.53 |
26,410.49 |
178.96 |
0.7% |
24,963.04 |
Close |
26,425.27 |
26,772.15 |
346.88 |
1.3% |
26,425.27 |
Range |
435.62 |
1,011.44 |
575.82 |
132.2% |
1,818.43 |
ATR |
773.16 |
790.18 |
17.02 |
2.2% |
0.00 |
Volume |
18,472 |
347 |
-18,125 |
-98.1% |
112,916 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,902.51 |
29,348.77 |
27,328.44 |
|
R3 |
28,891.07 |
28,337.33 |
27,050.30 |
|
R2 |
27,879.63 |
27,879.63 |
26,957.58 |
|
R1 |
27,325.89 |
27,325.89 |
26,864.87 |
27,602.76 |
PP |
26,868.19 |
26,868.19 |
26,868.19 |
27,006.63 |
S1 |
26,314.45 |
26,314.45 |
26,679.43 |
26,591.32 |
S2 |
25,856.75 |
25,856.75 |
26,586.72 |
|
S3 |
24,845.31 |
25,303.01 |
26,494.00 |
|
S4 |
23,833.87 |
24,291.57 |
26,215.86 |
|
|
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 |
27,421.93 |
25,080.31 |
2,341.62 |
8.7% |
813.94 |
3.0% |
72% |
True |
False |
22,592 |
10 |
27,421.93 |
24,963.04 |
2,458.89 |
9.2% |
702.84 |
2.6% |
74% |
True |
False |
19,220 |
20 |
28,045.13 |
24,963.04 |
3,082.09 |
11.5% |
789.03 |
2.9% |
59% |
False |
False |
20,561 |
40 |
30,348.81 |
24,963.04 |
5,385.77 |
20.1% |
742.37 |
2.8% |
34% |
False |
False |
19,059 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
25.4% |
809.07 |
3.0% |
27% |
False |
False |
19,149 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
26.0% |
864.43 |
3.2% |
28% |
False |
False |
19,590 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.0% |
920.09 |
3.4% |
28% |
False |
False |
20,601 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
26.0% |
947.61 |
3.5% |
28% |
False |
False |
21,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,720.55 |
2.618 |
30,069.88 |
1.618 |
29,058.44 |
1.000 |
28,433.37 |
0.618 |
28,047.00 |
HIGH |
27,421.93 |
0.618 |
27,035.56 |
0.500 |
26,916.21 |
0.382 |
26,796.86 |
LOW |
26,410.49 |
0.618 |
25,785.42 |
1.000 |
25,399.05 |
1.618 |
24,773.98 |
2.618 |
23,762.54 |
4.250 |
22,111.87 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,916.21 |
26,788.74 |
PP |
26,868.19 |
26,783.21 |
S1 |
26,820.17 |
26,777.68 |
|