Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
25,140 |
26,180 |
1,040 |
4.1% |
25,985 |
High |
26,685 |
26,520 |
-165 |
-0.6% |
26,560 |
Low |
25,100 |
25,845 |
745 |
3.0% |
25,335 |
Close |
26,125 |
26,205 |
80 |
0.3% |
26,005 |
Range |
1,585 |
675 |
-910 |
-57.4% |
1,225 |
ATR |
968 |
947 |
-21 |
-2.2% |
0 |
Volume |
11,268 |
5,247 |
-6,021 |
-53.4% |
20,003 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,215 |
27,885 |
26,576 |
|
R3 |
27,540 |
27,210 |
26,391 |
|
R2 |
26,865 |
26,865 |
26,329 |
|
R1 |
26,535 |
26,535 |
26,267 |
26,700 |
PP |
26,190 |
26,190 |
26,190 |
26,273 |
S1 |
25,860 |
25,860 |
26,143 |
26,025 |
S2 |
25,515 |
25,515 |
26,081 |
|
S3 |
24,840 |
25,185 |
26,019 |
|
S4 |
24,165 |
24,510 |
25,834 |
|
|
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% |
957 |
3.7% |
73% |
False |
False |
7,030 |
10 |
27,970 |
24,925 |
3,045 |
11.6% |
956 |
3.6% |
42% |
False |
False |
6,966 |
20 |
29,540 |
24,925 |
4,615 |
17.6% |
948 |
3.6% |
28% |
False |
False |
6,297 |
40 |
31,060 |
24,925 |
6,135 |
23.4% |
797 |
3.0% |
21% |
False |
False |
3,533 |
60 |
32,705 |
24,925 |
7,780 |
29.7% |
903 |
3.4% |
16% |
False |
False |
2,371 |
80 |
32,705 |
24,925 |
7,780 |
29.7% |
872 |
3.3% |
16% |
False |
False |
1,779 |
100 |
32,705 |
24,925 |
7,780 |
29.7% |
859 |
3.3% |
16% |
False |
False |
1,424 |
120 |
32,705 |
24,925 |
7,780 |
29.7% |
837 |
3.2% |
16% |
False |
False |
1,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,389 |
2.618 |
28,287 |
1.618 |
27,612 |
1.000 |
27,195 |
0.618 |
26,937 |
HIGH |
26,520 |
0.618 |
26,262 |
0.500 |
26,183 |
0.382 |
26,103 |
LOW |
25,845 |
0.618 |
25,428 |
1.000 |
25,170 |
1.618 |
24,753 |
2.618 |
24,078 |
4.250 |
22,976 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,198 |
26,072 |
PP |
26,190 |
25,938 |
S1 |
26,183 |
25,805 |
|