Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,871 |
34,950 |
79 |
0.2% |
35,180 |
High |
34,984 |
35,143 |
159 |
0.5% |
35,285 |
Low |
34,755 |
34,904 |
149 |
0.4% |
34,648 |
Close |
34,934 |
35,012 |
78 |
0.2% |
34,934 |
Range |
229 |
239 |
10 |
4.4% |
637 |
ATR |
329 |
322 |
-6 |
-2.0% |
0 |
Volume |
49,970 |
129,911 |
79,941 |
160.0% |
64,960 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,737 |
35,613 |
35,144 |
|
R3 |
35,498 |
35,374 |
35,078 |
|
R2 |
35,259 |
35,259 |
35,056 |
|
R1 |
35,135 |
35,135 |
35,034 |
35,197 |
PP |
35,020 |
35,020 |
35,020 |
35,051 |
S1 |
34,896 |
34,896 |
34,990 |
34,958 |
S2 |
34,781 |
34,781 |
34,968 |
|
S3 |
34,542 |
34,657 |
34,946 |
|
S4 |
34,303 |
34,418 |
34,881 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,867 |
36,537 |
35,284 |
|
R3 |
36,230 |
35,900 |
35,109 |
|
R2 |
35,593 |
35,593 |
35,051 |
|
R1 |
35,263 |
35,263 |
34,993 |
35,110 |
PP |
34,956 |
34,956 |
34,956 |
34,879 |
S1 |
34,626 |
34,626 |
34,876 |
34,473 |
S2 |
34,319 |
34,319 |
34,817 |
|
S3 |
33,682 |
33,989 |
34,759 |
|
S4 |
33,045 |
33,352 |
34,584 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,285 |
34,648 |
637 |
1.8% |
270 |
0.8% |
57% |
False |
False |
38,974 |
10 |
35,494 |
34,648 |
846 |
2.4% |
289 |
0.8% |
43% |
False |
False |
19,734 |
20 |
35,772 |
34,399 |
1,373 |
3.9% |
334 |
1.0% |
45% |
False |
False |
10,118 |
40 |
36,164 |
34,399 |
1,765 |
5.0% |
330 |
0.9% |
35% |
False |
False |
5,150 |
60 |
36,164 |
34,116 |
2,048 |
5.8% |
322 |
0.9% |
44% |
False |
False |
3,461 |
80 |
36,164 |
33,194 |
2,970 |
8.5% |
298 |
0.9% |
61% |
False |
False |
2,596 |
100 |
36,164 |
33,194 |
2,970 |
8.5% |
289 |
0.8% |
61% |
False |
False |
2,078 |
120 |
36,164 |
32,385 |
3,779 |
10.8% |
272 |
0.8% |
70% |
False |
False |
1,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,159 |
2.618 |
35,769 |
1.618 |
35,530 |
1.000 |
35,382 |
0.618 |
35,291 |
HIGH |
35,143 |
0.618 |
35,052 |
0.500 |
35,024 |
0.382 |
34,995 |
LOW |
34,904 |
0.618 |
34,756 |
1.000 |
34,665 |
1.618 |
34,517 |
2.618 |
34,278 |
4.250 |
33,888 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
35,024 |
34,981 |
PP |
35,020 |
34,949 |
S1 |
35,016 |
34,918 |
|