Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
27,165 |
26,600 |
-565 |
-2.1% |
26,560 |
High |
27,230 |
26,815 |
-415 |
-1.5% |
27,620 |
Low |
26,380 |
26,525 |
145 |
0.5% |
26,380 |
Close |
26,635 |
26,545 |
-90 |
-0.3% |
26,545 |
Range |
850 |
290 |
-560 |
-65.9% |
1,240 |
ATR |
893 |
850 |
-43 |
-4.8% |
0 |
Volume |
6,747 |
3,757 |
-2,990 |
-44.3% |
34,902 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,498 |
27,312 |
26,705 |
|
R3 |
27,208 |
27,022 |
26,625 |
|
R2 |
26,918 |
26,918 |
26,598 |
|
R1 |
26,732 |
26,732 |
26,572 |
26,680 |
PP |
26,628 |
26,628 |
26,628 |
26,603 |
S1 |
26,442 |
26,442 |
26,518 |
26,390 |
S2 |
26,338 |
26,338 |
26,492 |
|
S3 |
26,048 |
26,152 |
26,465 |
|
S4 |
25,758 |
25,862 |
26,386 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,568 |
29,797 |
27,227 |
|
R3 |
29,328 |
28,557 |
26,886 |
|
R2 |
28,088 |
28,088 |
26,772 |
|
R1 |
27,317 |
27,317 |
26,659 |
27,083 |
PP |
26,848 |
26,848 |
26,848 |
26,731 |
S1 |
26,077 |
26,077 |
26,431 |
25,843 |
S2 |
25,608 |
25,608 |
26,318 |
|
S3 |
24,368 |
24,837 |
26,204 |
|
S4 |
23,128 |
23,597 |
25,863 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,620 |
26,380 |
1,240 |
4.7% |
756 |
2.8% |
13% |
False |
False |
6,980 |
10 |
27,620 |
24,925 |
2,695 |
10.2% |
849 |
3.2% |
60% |
False |
False |
7,000 |
20 |
28,335 |
24,925 |
3,410 |
12.8% |
898 |
3.4% |
48% |
False |
False |
7,187 |
40 |
30,535 |
24,925 |
5,610 |
21.1% |
814 |
3.1% |
29% |
False |
False |
4,439 |
60 |
32,705 |
24,925 |
7,780 |
29.3% |
854 |
3.2% |
21% |
False |
False |
3,114 |
80 |
32,705 |
24,925 |
7,780 |
29.3% |
885 |
3.3% |
21% |
False |
False |
2,339 |
100 |
32,705 |
24,925 |
7,780 |
29.3% |
834 |
3.1% |
21% |
False |
False |
1,872 |
120 |
32,705 |
24,925 |
7,780 |
29.3% |
822 |
3.1% |
21% |
False |
False |
1,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,048 |
2.618 |
27,574 |
1.618 |
27,284 |
1.000 |
27,105 |
0.618 |
26,994 |
HIGH |
26,815 |
0.618 |
26,704 |
0.500 |
26,670 |
0.382 |
26,636 |
LOW |
26,525 |
0.618 |
26,346 |
1.000 |
26,235 |
1.618 |
26,056 |
2.618 |
25,766 |
4.250 |
25,293 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,670 |
26,918 |
PP |
26,628 |
26,793 |
S1 |
26,587 |
26,669 |
|