Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
27,225 |
27,165 |
-60 |
-0.2% |
25,930 |
High |
27,455 |
27,230 |
-225 |
-0.8% |
26,955 |
Low |
26,845 |
26,380 |
-465 |
-1.7% |
24,925 |
Close |
26,990 |
26,635 |
-355 |
-1.3% |
26,475 |
Range |
610 |
850 |
240 |
39.3% |
2,030 |
ATR |
896 |
893 |
-3 |
-0.4% |
0 |
Volume |
5,569 |
6,747 |
1,178 |
21.2% |
35,100 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,298 |
28,817 |
27,103 |
|
R3 |
28,448 |
27,967 |
26,869 |
|
R2 |
27,598 |
27,598 |
26,791 |
|
R1 |
27,117 |
27,117 |
26,713 |
26,933 |
PP |
26,748 |
26,748 |
26,748 |
26,656 |
S1 |
26,267 |
26,267 |
26,557 |
26,083 |
S2 |
25,898 |
25,898 |
26,479 |
|
S3 |
25,048 |
25,417 |
26,401 |
|
S4 |
24,198 |
24,567 |
26,168 |
|
|
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 |
26,265 |
1,355 |
5.1% |
801 |
3.0% |
27% |
False |
False |
7,027 |
10 |
27,620 |
24,925 |
2,695 |
10.1% |
907 |
3.4% |
63% |
False |
False |
7,247 |
20 |
28,335 |
24,925 |
3,410 |
12.8% |
920 |
3.5% |
50% |
False |
False |
7,330 |
40 |
30,535 |
24,925 |
5,610 |
21.1% |
822 |
3.1% |
30% |
False |
False |
4,399 |
60 |
32,705 |
24,925 |
7,780 |
29.2% |
858 |
3.2% |
22% |
False |
False |
3,052 |
80 |
32,705 |
24,925 |
7,780 |
29.2% |
892 |
3.3% |
22% |
False |
False |
2,292 |
100 |
32,705 |
24,925 |
7,780 |
29.2% |
848 |
3.2% |
22% |
False |
False |
1,834 |
120 |
32,705 |
24,925 |
7,780 |
29.2% |
823 |
3.1% |
22% |
False |
False |
1,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,843 |
2.618 |
29,455 |
1.618 |
28,605 |
1.000 |
28,080 |
0.618 |
27,755 |
HIGH |
27,230 |
0.618 |
26,905 |
0.500 |
26,805 |
0.382 |
26,705 |
LOW |
26,380 |
0.618 |
25,855 |
1.000 |
25,530 |
1.618 |
25,005 |
2.618 |
24,155 |
4.250 |
22,768 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,805 |
27,000 |
PP |
26,748 |
26,878 |
S1 |
26,692 |
26,757 |
|