Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,627 |
34,673 |
46 |
0.1% |
34,869 |
High |
34,809 |
34,876 |
67 |
0.2% |
34,969 |
Low |
34,581 |
34,556 |
-25 |
-0.1% |
34,317 |
Close |
34,682 |
34,667 |
-15 |
0.0% |
34,608 |
Range |
228 |
320 |
92 |
40.4% |
652 |
ATR |
331 |
331 |
-1 |
-0.2% |
0 |
Volume |
86,290 |
71,515 |
-14,775 |
-17.1% |
577,877 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,660 |
35,483 |
34,843 |
|
R3 |
35,340 |
35,163 |
34,755 |
|
R2 |
35,020 |
35,020 |
34,726 |
|
R1 |
34,843 |
34,843 |
34,696 |
34,772 |
PP |
34,700 |
34,700 |
34,700 |
34,664 |
S1 |
34,523 |
34,523 |
34,638 |
34,452 |
S2 |
34,380 |
34,380 |
34,608 |
|
S3 |
34,060 |
34,203 |
34,579 |
|
S4 |
33,740 |
33,883 |
34,491 |
|
|
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 |
34,876 |
34,317 |
559 |
1.6% |
276 |
0.8% |
63% |
True |
False |
116,589 |
10 |
35,177 |
34,317 |
860 |
2.5% |
297 |
0.9% |
41% |
False |
False |
132,456 |
20 |
35,413 |
34,062 |
1,351 |
3.9% |
348 |
1.0% |
45% |
False |
False |
145,376 |
40 |
35,843 |
34,062 |
1,781 |
5.1% |
345 |
1.0% |
34% |
False |
False |
149,158 |
60 |
35,843 |
33,803 |
2,040 |
5.9% |
333 |
1.0% |
42% |
False |
False |
145,570 |
80 |
35,843 |
32,900 |
2,943 |
8.5% |
339 |
1.0% |
60% |
False |
False |
119,092 |
100 |
35,843 |
32,900 |
2,943 |
8.5% |
351 |
1.0% |
60% |
False |
False |
95,342 |
120 |
35,843 |
32,160 |
3,683 |
10.6% |
345 |
1.0% |
68% |
False |
False |
79,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,236 |
2.618 |
35,714 |
1.618 |
35,394 |
1.000 |
35,196 |
0.618 |
35,074 |
HIGH |
34,876 |
0.618 |
34,754 |
0.500 |
34,716 |
0.382 |
34,678 |
LOW |
34,556 |
0.618 |
34,358 |
1.000 |
34,236 |
1.618 |
34,038 |
2.618 |
33,718 |
4.250 |
33,196 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,716 |
34,665 |
PP |
34,700 |
34,662 |
S1 |
34,683 |
34,660 |
|