Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,669 |
34,601 |
-68 |
-0.2% |
34,869 |
High |
34,790 |
34,990 |
200 |
0.6% |
34,969 |
Low |
34,517 |
34,585 |
68 |
0.2% |
34,317 |
Close |
34,588 |
34,924 |
336 |
1.0% |
34,608 |
Range |
273 |
405 |
132 |
48.4% |
652 |
ATR |
326 |
332 |
6 |
1.7% |
0 |
Volume |
39,137 |
28,302 |
-10,835 |
-27.7% |
577,877 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,048 |
35,891 |
35,147 |
|
R3 |
35,643 |
35,486 |
35,036 |
|
R2 |
35,238 |
35,238 |
34,998 |
|
R1 |
35,081 |
35,081 |
34,961 |
35,160 |
PP |
34,833 |
34,833 |
34,833 |
34,872 |
S1 |
34,676 |
34,676 |
34,887 |
34,755 |
S2 |
34,428 |
34,428 |
34,850 |
|
S3 |
34,023 |
34,271 |
34,813 |
|
S4 |
33,618 |
33,866 |
34,701 |
|
|
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 |
34,990 |
34,443 |
547 |
1.6% |
289 |
0.8% |
88% |
True |
False |
72,215 |
10 |
35,177 |
34,317 |
860 |
2.5% |
303 |
0.9% |
71% |
False |
False |
110,021 |
20 |
35,177 |
34,062 |
1,115 |
3.2% |
339 |
1.0% |
77% |
False |
False |
132,134 |
40 |
35,843 |
34,062 |
1,781 |
5.1% |
343 |
1.0% |
48% |
False |
False |
142,774 |
60 |
35,843 |
33,803 |
2,040 |
5.8% |
331 |
0.9% |
55% |
False |
False |
140,876 |
80 |
35,843 |
32,900 |
2,943 |
8.4% |
339 |
1.0% |
69% |
False |
False |
119,924 |
100 |
35,843 |
32,900 |
2,943 |
8.4% |
354 |
1.0% |
69% |
False |
False |
96,015 |
120 |
35,843 |
32,642 |
3,201 |
9.2% |
341 |
1.0% |
71% |
False |
False |
80,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,711 |
2.618 |
36,050 |
1.618 |
35,645 |
1.000 |
35,395 |
0.618 |
35,240 |
HIGH |
34,990 |
0.618 |
34,835 |
0.500 |
34,788 |
0.382 |
34,740 |
LOW |
34,585 |
0.618 |
34,335 |
1.000 |
34,180 |
1.618 |
33,930 |
2.618 |
33,525 |
4.250 |
32,864 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,879 |
34,867 |
PP |
34,833 |
34,810 |
S1 |
34,788 |
34,754 |
|