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 |
26,210 |
25,930 |
-280 |
-1.1% |
25,985 |
High |
26,560 |
26,120 |
-440 |
-1.7% |
26,560 |
Low |
25,690 |
24,925 |
-765 |
-3.0% |
25,335 |
Close |
26,005 |
25,030 |
-975 |
-3.7% |
26,005 |
Range |
870 |
1,195 |
325 |
37.4% |
1,225 |
ATR |
893 |
915 |
22 |
2.4% |
0 |
Volume |
6,232 |
8,627 |
2,395 |
38.4% |
20,003 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,943 |
28,182 |
25,687 |
|
R3 |
27,748 |
26,987 |
25,359 |
|
R2 |
26,553 |
26,553 |
25,249 |
|
R1 |
25,792 |
25,792 |
25,140 |
25,575 |
PP |
25,358 |
25,358 |
25,358 |
25,250 |
S1 |
24,597 |
24,597 |
24,920 |
24,380 |
S2 |
24,163 |
24,163 |
24,811 |
|
S3 |
22,968 |
23,402 |
24,701 |
|
S4 |
21,773 |
22,207 |
24,373 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,642 |
29,048 |
26,679 |
|
R3 |
28,417 |
27,823 |
26,342 |
|
R2 |
27,192 |
27,192 |
26,230 |
|
R1 |
26,598 |
26,598 |
26,117 |
26,895 |
PP |
25,967 |
25,967 |
25,967 |
26,115 |
S1 |
25,373 |
25,373 |
25,893 |
25,670 |
S2 |
24,742 |
24,742 |
25,780 |
|
S3 |
23,517 |
24,148 |
25,668 |
|
S4 |
22,292 |
22,923 |
25,331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,560 |
24,925 |
1,635 |
6.5% |
785 |
3.1% |
6% |
False |
True |
5,726 |
10 |
28,335 |
24,925 |
3,410 |
13.6% |
1,008 |
4.0% |
3% |
False |
True |
7,637 |
20 |
30,055 |
24,925 |
5,130 |
20.5% |
892 |
3.6% |
2% |
False |
True |
5,524 |
40 |
31,075 |
24,925 |
6,150 |
24.6% |
778 |
3.1% |
2% |
False |
True |
3,123 |
60 |
32,705 |
24,925 |
7,780 |
31.1% |
898 |
3.6% |
1% |
False |
True |
2,096 |
80 |
32,705 |
24,925 |
7,780 |
31.1% |
866 |
3.5% |
1% |
False |
True |
1,572 |
100 |
32,705 |
24,925 |
7,780 |
31.1% |
849 |
3.4% |
1% |
False |
True |
1,258 |
120 |
32,705 |
24,925 |
7,780 |
31.1% |
837 |
3.3% |
1% |
False |
True |
1,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,199 |
2.618 |
29,249 |
1.618 |
28,054 |
1.000 |
27,315 |
0.618 |
26,859 |
HIGH |
26,120 |
0.618 |
25,664 |
0.500 |
25,523 |
0.382 |
25,381 |
LOW |
24,925 |
0.618 |
24,186 |
1.000 |
23,730 |
1.618 |
22,991 |
2.618 |
21,796 |
4.250 |
19,846 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
25,523 |
25,743 |
PP |
25,358 |
25,505 |
S1 |
25,194 |
25,268 |
|