Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
27,191.64 |
27,081.68 |
-109.96 |
-0.4% |
25,891.94 |
High |
27,387.77 |
27,238.27 |
-149.50 |
-0.5% |
26,781.47 |
Low |
26,858.85 |
26,377.90 |
-480.95 |
-1.8% |
24,963.04 |
Close |
27,082.85 |
26,602.73 |
-480.12 |
-1.8% |
26,425.27 |
Range |
528.92 |
860.37 |
331.45 |
62.7% |
1,818.43 |
ATR |
773.19 |
779.42 |
6.23 |
0.8% |
0.00 |
Volume |
24,363 |
24,527 |
164 |
0.7% |
112,916 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,320.74 |
28,822.11 |
27,075.93 |
|
R3 |
28,460.37 |
27,961.74 |
26,839.33 |
|
R2 |
27,600.00 |
27,600.00 |
26,760.46 |
|
R1 |
27,101.37 |
27,101.37 |
26,681.60 |
26,920.50 |
PP |
26,739.63 |
26,739.63 |
26,739.63 |
26,649.20 |
S1 |
26,241.00 |
26,241.00 |
26,523.86 |
26,060.13 |
S2 |
25,879.26 |
25,879.26 |
26,445.00 |
|
S3 |
25,018.89 |
25,380.63 |
26,366.13 |
|
S4 |
24,158.52 |
24,520.26 |
26,129.53 |
|
|
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 |
26,231.53 |
1,260.75 |
4.7% |
730.35 |
2.7% |
29% |
False |
False |
19,113 |
10 |
27,492.28 |
24,963.04 |
2,529.24 |
9.5% |
803.20 |
3.0% |
65% |
False |
False |
21,832 |
20 |
28,045.13 |
24,963.04 |
3,082.09 |
11.6% |
788.34 |
3.0% |
53% |
False |
False |
21,860 |
40 |
30,167.38 |
24,963.04 |
5,204.34 |
19.6% |
738.41 |
2.8% |
32% |
False |
False |
20,195 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
25.6% |
787.40 |
3.0% |
24% |
False |
False |
19,203 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
26.1% |
862.28 |
3.2% |
26% |
False |
False |
19,966 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.1% |
890.64 |
3.3% |
26% |
False |
False |
19,910 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
26.1% |
935.29 |
3.5% |
26% |
False |
False |
21,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,894.84 |
2.618 |
29,490.72 |
1.618 |
28,630.35 |
1.000 |
28,098.64 |
0.618 |
27,769.98 |
HIGH |
27,238.27 |
0.618 |
26,909.61 |
0.500 |
26,808.09 |
0.382 |
26,706.56 |
LOW |
26,377.90 |
0.618 |
25,846.19 |
1.000 |
25,517.53 |
1.618 |
24,985.82 |
2.618 |
24,125.45 |
4.250 |
22,721.33 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,808.09 |
26,935.09 |
PP |
26,739.63 |
26,824.30 |
S1 |
26,671.18 |
26,713.52 |
|