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 |
25,930 |
25,140 |
-790 |
-3.0% |
25,985 |
High |
26,120 |
26,685 |
565 |
2.2% |
26,560 |
Low |
24,925 |
25,100 |
175 |
0.7% |
25,335 |
Close |
25,030 |
26,125 |
1,095 |
4.4% |
26,005 |
Range |
1,195 |
1,585 |
390 |
32.6% |
1,225 |
ATR |
915 |
968 |
53 |
5.8% |
0 |
Volume |
8,627 |
11,268 |
2,641 |
30.6% |
20,003 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,725 |
30,010 |
26,997 |
|
R3 |
29,140 |
28,425 |
26,561 |
|
R2 |
27,555 |
27,555 |
26,416 |
|
R1 |
26,840 |
26,840 |
26,270 |
27,198 |
PP |
25,970 |
25,970 |
25,970 |
26,149 |
S1 |
25,255 |
25,255 |
25,980 |
25,613 |
S2 |
24,385 |
24,385 |
25,834 |
|
S3 |
22,800 |
23,670 |
25,689 |
|
S4 |
21,215 |
22,085 |
25,253 |
|
|
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 |
26,685 |
24,925 |
1,760 |
6.7% |
983 |
3.8% |
68% |
True |
False |
7,028 |
10 |
28,335 |
24,925 |
3,410 |
13.1% |
1,124 |
4.3% |
35% |
False |
False |
8,432 |
20 |
29,835 |
24,925 |
4,910 |
18.8% |
938 |
3.6% |
24% |
False |
False |
6,063 |
40 |
31,060 |
24,925 |
6,135 |
23.5% |
799 |
3.1% |
20% |
False |
False |
3,403 |
60 |
32,705 |
24,925 |
7,780 |
29.8% |
914 |
3.5% |
15% |
False |
False |
2,284 |
80 |
32,705 |
24,925 |
7,780 |
29.8% |
875 |
3.3% |
15% |
False |
False |
1,713 |
100 |
32,705 |
24,925 |
7,780 |
29.8% |
853 |
3.3% |
15% |
False |
False |
1,371 |
120 |
32,705 |
24,925 |
7,780 |
29.8% |
833 |
3.2% |
15% |
False |
False |
1,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33,421 |
2.618 |
30,835 |
1.618 |
29,250 |
1.000 |
28,270 |
0.618 |
27,665 |
HIGH |
26,685 |
0.618 |
26,080 |
0.500 |
25,893 |
0.382 |
25,705 |
LOW |
25,100 |
0.618 |
24,120 |
1.000 |
23,515 |
1.618 |
22,535 |
2.618 |
20,950 |
4.250 |
18,364 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,048 |
26,018 |
PP |
25,970 |
25,912 |
S1 |
25,893 |
25,805 |
|