Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,635 |
26,560 |
-75 |
-0.3% |
25,930 |
High |
26,780 |
27,550 |
770 |
2.9% |
26,955 |
Low |
26,265 |
26,425 |
160 |
0.6% |
24,925 |
Close |
26,475 |
26,885 |
410 |
1.5% |
26,475 |
Range |
515 |
1,125 |
610 |
118.4% |
2,030 |
ATR |
903 |
919 |
16 |
1.8% |
0 |
Volume |
3,990 |
10,480 |
6,490 |
162.7% |
35,100 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,328 |
29,732 |
27,504 |
|
R3 |
29,203 |
28,607 |
27,194 |
|
R2 |
28,078 |
28,078 |
27,091 |
|
R1 |
27,482 |
27,482 |
26,988 |
27,780 |
PP |
26,953 |
26,953 |
26,953 |
27,103 |
S1 |
26,357 |
26,357 |
26,782 |
26,655 |
S2 |
25,828 |
25,828 |
26,679 |
|
S3 |
24,703 |
25,232 |
26,576 |
|
S4 |
23,578 |
24,107 |
26,266 |
|
|
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 |
27,550 |
25,100 |
2,450 |
9.1% |
928 |
3.5% |
73% |
True |
False |
7,390 |
10 |
27,550 |
24,925 |
2,625 |
9.8% |
857 |
3.2% |
75% |
True |
False |
6,558 |
20 |
28,335 |
24,925 |
3,410 |
12.7% |
908 |
3.4% |
57% |
False |
False |
7,118 |
40 |
30,785 |
24,925 |
5,860 |
21.8% |
816 |
3.0% |
33% |
False |
False |
4,028 |
60 |
32,705 |
24,925 |
7,780 |
28.9% |
871 |
3.2% |
25% |
False |
False |
2,709 |
80 |
32,705 |
24,925 |
7,780 |
28.9% |
884 |
3.3% |
25% |
False |
False |
2,034 |
100 |
32,705 |
24,925 |
7,780 |
28.9% |
855 |
3.2% |
25% |
False |
False |
1,628 |
120 |
32,705 |
24,925 |
7,780 |
28.9% |
835 |
3.1% |
25% |
False |
False |
1,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,331 |
2.618 |
30,495 |
1.618 |
29,370 |
1.000 |
28,675 |
0.618 |
28,245 |
HIGH |
27,550 |
0.618 |
27,120 |
0.500 |
26,988 |
0.382 |
26,855 |
LOW |
26,425 |
0.618 |
25,730 |
1.000 |
25,300 |
1.618 |
24,605 |
2.618 |
23,480 |
4.250 |
21,644 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,988 |
26,884 |
PP |
26,953 |
26,883 |
S1 |
26,919 |
26,883 |
|