Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,330 |
26,635 |
305 |
1.2% |
25,930 |
High |
26,955 |
26,780 |
-175 |
-0.6% |
26,955 |
Low |
26,215 |
26,265 |
50 |
0.2% |
24,925 |
Close |
26,765 |
26,475 |
-290 |
-1.1% |
26,475 |
Range |
740 |
515 |
-225 |
-30.4% |
2,030 |
ATR |
933 |
903 |
-30 |
-3.2% |
0 |
Volume |
5,968 |
3,990 |
-1,978 |
-33.1% |
35,100 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,052 |
27,778 |
26,758 |
|
R3 |
27,537 |
27,263 |
26,617 |
|
R2 |
27,022 |
27,022 |
26,569 |
|
R1 |
26,748 |
26,748 |
26,522 |
26,628 |
PP |
26,507 |
26,507 |
26,507 |
26,446 |
S1 |
26,233 |
26,233 |
26,428 |
26,113 |
S2 |
25,992 |
25,992 |
26,381 |
|
S3 |
25,477 |
25,718 |
26,333 |
|
S4 |
24,962 |
25,203 |
26,192 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,208 |
31,372 |
27,592 |
|
R3 |
30,178 |
29,342 |
27,033 |
|
R2 |
28,148 |
28,148 |
26,847 |
|
R1 |
27,312 |
27,312 |
26,661 |
27,730 |
PP |
26,118 |
26,118 |
26,118 |
26,328 |
S1 |
25,282 |
25,282 |
26,289 |
25,700 |
S2 |
24,088 |
24,088 |
26,103 |
|
S3 |
22,058 |
23,252 |
25,917 |
|
S4 |
20,028 |
21,222 |
25,359 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,955 |
24,925 |
2,030 |
7.7% |
942 |
3.6% |
76% |
False |
False |
7,020 |
10 |
26,955 |
24,925 |
2,030 |
7.7% |
828 |
3.1% |
76% |
False |
False |
6,202 |
20 |
28,335 |
24,925 |
3,410 |
12.9% |
920 |
3.5% |
45% |
False |
False |
6,686 |
40 |
30,785 |
24,925 |
5,860 |
22.1% |
796 |
3.0% |
26% |
False |
False |
3,774 |
60 |
32,705 |
24,925 |
7,780 |
29.4% |
867 |
3.3% |
20% |
False |
False |
2,535 |
80 |
32,705 |
24,925 |
7,780 |
29.4% |
878 |
3.3% |
20% |
False |
False |
1,903 |
100 |
32,705 |
24,925 |
7,780 |
29.4% |
852 |
3.2% |
20% |
False |
False |
1,523 |
120 |
32,705 |
24,925 |
7,780 |
29.4% |
831 |
3.1% |
20% |
False |
False |
1,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,969 |
2.618 |
28,128 |
1.618 |
27,613 |
1.000 |
27,295 |
0.618 |
27,098 |
HIGH |
26,780 |
0.618 |
26,583 |
0.500 |
26,523 |
0.382 |
26,462 |
LOW |
26,265 |
0.618 |
25,947 |
1.000 |
25,750 |
1.618 |
25,432 |
2.618 |
24,917 |
4.250 |
24,076 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,523 |
26,450 |
PP |
26,507 |
26,425 |
S1 |
26,491 |
26,400 |
|