Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,771.99 |
27,191.64 |
419.65 |
1.6% |
25,891.94 |
High |
27,492.28 |
27,387.77 |
-104.51 |
-0.4% |
26,781.47 |
Low |
26,676.86 |
26,858.85 |
181.99 |
0.7% |
24,963.04 |
Close |
27,194.31 |
27,082.85 |
-111.46 |
-0.4% |
26,425.27 |
Range |
815.42 |
528.92 |
-286.50 |
-35.1% |
1,818.43 |
ATR |
791.98 |
773.19 |
-18.79 |
-2.4% |
0.00 |
Volume |
27,859 |
24,363 |
-3,496 |
-12.5% |
112,916 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,696.58 |
28,418.64 |
27,373.76 |
|
R3 |
28,167.66 |
27,889.72 |
27,228.30 |
|
R2 |
27,638.74 |
27,638.74 |
27,179.82 |
|
R1 |
27,360.80 |
27,360.80 |
27,131.33 |
27,235.31 |
PP |
27,109.82 |
27,109.82 |
27,109.82 |
27,047.08 |
S1 |
26,831.88 |
26,831.88 |
27,034.37 |
26,706.39 |
S2 |
26,580.90 |
26,580.90 |
26,985.88 |
|
S3 |
26,051.98 |
26,302.96 |
26,937.40 |
|
S4 |
25,523.06 |
25,774.04 |
26,791.94 |
|
|
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 |
27,492.28 |
26,155.55 |
1,336.73 |
4.9% |
683.46 |
2.5% |
69% |
False |
False |
19,866 |
10 |
27,492.28 |
24,963.04 |
2,529.24 |
9.3% |
758.75 |
2.8% |
84% |
False |
False |
21,029 |
20 |
28,045.13 |
24,963.04 |
3,082.09 |
11.4% |
807.86 |
3.0% |
69% |
False |
False |
22,266 |
40 |
30,167.38 |
24,963.04 |
5,204.34 |
19.2% |
731.44 |
2.7% |
41% |
False |
False |
20,001 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
25.1% |
787.81 |
2.9% |
31% |
False |
False |
19,219 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
25.7% |
858.63 |
3.2% |
33% |
False |
False |
19,911 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
25.7% |
890.31 |
3.3% |
33% |
False |
False |
19,984 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
25.7% |
939.88 |
3.5% |
33% |
False |
False |
21,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,635.68 |
2.618 |
28,772.48 |
1.618 |
28,243.56 |
1.000 |
27,916.69 |
0.618 |
27,714.64 |
HIGH |
27,387.77 |
0.618 |
27,185.72 |
0.500 |
27,123.31 |
0.382 |
27,060.90 |
LOW |
26,858.85 |
0.618 |
26,531.98 |
1.000 |
26,329.93 |
1.618 |
26,003.06 |
2.618 |
25,474.14 |
4.250 |
24,610.94 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
27,123.31 |
27,039.03 |
PP |
27,109.82 |
26,995.21 |
S1 |
27,096.34 |
26,951.39 |
|