Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,885 |
27,225 |
340 |
1.3% |
25,930 |
High |
27,620 |
27,455 |
-165 |
-0.6% |
26,955 |
Low |
26,715 |
26,845 |
130 |
0.5% |
24,925 |
Close |
27,270 |
26,990 |
-280 |
-1.0% |
26,475 |
Range |
905 |
610 |
-295 |
-32.6% |
2,030 |
ATR |
918 |
896 |
-22 |
-2.4% |
0 |
Volume |
8,349 |
5,569 |
-2,780 |
-33.3% |
35,100 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,927 |
28,568 |
27,326 |
|
R3 |
28,317 |
27,958 |
27,158 |
|
R2 |
27,707 |
27,707 |
27,102 |
|
R1 |
27,348 |
27,348 |
27,046 |
27,223 |
PP |
27,097 |
27,097 |
27,097 |
27,034 |
S1 |
26,738 |
26,738 |
26,934 |
26,613 |
S2 |
26,487 |
26,487 |
26,878 |
|
S3 |
25,877 |
26,128 |
26,822 |
|
S4 |
25,267 |
25,518 |
26,655 |
|
|
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 |
27,620 |
26,215 |
1,405 |
5.2% |
779 |
2.9% |
55% |
False |
False |
6,871 |
10 |
27,620 |
24,925 |
2,695 |
10.0% |
868 |
3.2% |
77% |
False |
False |
6,950 |
20 |
28,335 |
24,925 |
3,410 |
12.6% |
935 |
3.5% |
61% |
False |
False |
7,413 |
40 |
30,535 |
24,925 |
5,610 |
20.8% |
813 |
3.0% |
37% |
False |
False |
4,285 |
60 |
32,705 |
24,925 |
7,780 |
28.8% |
858 |
3.2% |
27% |
False |
False |
2,940 |
80 |
32,705 |
24,925 |
7,780 |
28.8% |
888 |
3.3% |
27% |
False |
False |
2,208 |
100 |
32,705 |
24,925 |
7,780 |
28.8% |
843 |
3.1% |
27% |
False |
False |
1,767 |
120 |
32,705 |
24,925 |
7,780 |
28.8% |
825 |
3.1% |
27% |
False |
False |
1,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,048 |
2.618 |
29,052 |
1.618 |
28,442 |
1.000 |
28,065 |
0.618 |
27,832 |
HIGH |
27,455 |
0.618 |
27,222 |
0.500 |
27,150 |
0.382 |
27,078 |
LOW |
26,845 |
0.618 |
26,468 |
1.000 |
26,235 |
1.618 |
25,858 |
2.618 |
25,248 |
4.250 |
24,253 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
27,150 |
27,023 |
PP |
27,097 |
27,012 |
S1 |
27,043 |
27,001 |
|