Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,543 |
34,627 |
84 |
0.2% |
34,869 |
High |
34,660 |
34,809 |
149 |
0.4% |
34,969 |
Low |
34,443 |
34,581 |
138 |
0.4% |
34,317 |
Close |
34,608 |
34,682 |
74 |
0.2% |
34,608 |
Range |
217 |
228 |
11 |
5.1% |
652 |
ATR |
339 |
331 |
-8 |
-2.3% |
0 |
Volume |
135,835 |
86,290 |
-49,545 |
-36.5% |
577,877 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,375 |
35,256 |
34,808 |
|
R3 |
35,147 |
35,028 |
34,745 |
|
R2 |
34,919 |
34,919 |
34,724 |
|
R1 |
34,800 |
34,800 |
34,703 |
34,860 |
PP |
34,691 |
34,691 |
34,691 |
34,720 |
S1 |
34,572 |
34,572 |
34,661 |
34,632 |
S2 |
34,463 |
34,463 |
34,640 |
|
S3 |
34,235 |
34,344 |
34,619 |
|
S4 |
34,007 |
34,116 |
34,557 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,587 |
36,250 |
34,967 |
|
R3 |
35,935 |
35,598 |
34,787 |
|
R2 |
35,283 |
35,283 |
34,728 |
|
R1 |
34,946 |
34,946 |
34,668 |
34,789 |
PP |
34,631 |
34,631 |
34,631 |
34,553 |
S1 |
34,294 |
34,294 |
34,548 |
34,137 |
S2 |
33,979 |
33,979 |
34,489 |
|
S3 |
33,327 |
33,642 |
34,429 |
|
S4 |
32,675 |
32,990 |
34,250 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,969 |
34,317 |
652 |
1.9% |
271 |
0.8% |
56% |
False |
False |
132,833 |
10 |
35,177 |
34,317 |
860 |
2.5% |
294 |
0.8% |
42% |
False |
False |
139,538 |
20 |
35,456 |
34,062 |
1,394 |
4.0% |
343 |
1.0% |
44% |
False |
False |
148,387 |
40 |
35,843 |
34,062 |
1,781 |
5.1% |
344 |
1.0% |
35% |
False |
False |
150,303 |
60 |
35,843 |
33,803 |
2,040 |
5.9% |
338 |
1.0% |
43% |
False |
False |
147,451 |
80 |
35,843 |
32,900 |
2,943 |
8.5% |
341 |
1.0% |
61% |
False |
False |
118,205 |
100 |
35,843 |
32,900 |
2,943 |
8.5% |
349 |
1.0% |
61% |
False |
False |
94,628 |
120 |
35,843 |
32,160 |
3,683 |
10.6% |
349 |
1.0% |
68% |
False |
False |
78,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,778 |
2.618 |
35,406 |
1.618 |
35,178 |
1.000 |
35,037 |
0.618 |
34,950 |
HIGH |
34,809 |
0.618 |
34,722 |
0.500 |
34,695 |
0.382 |
34,668 |
LOW |
34,581 |
0.618 |
34,440 |
1.000 |
34,353 |
1.618 |
34,212 |
2.618 |
33,984 |
4.250 |
33,612 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,695 |
34,650 |
PP |
34,691 |
34,619 |
S1 |
34,686 |
34,587 |
|