Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,950 |
35,000 |
50 |
0.1% |
35,180 |
High |
35,143 |
35,206 |
63 |
0.2% |
35,285 |
Low |
34,904 |
34,881 |
-23 |
-0.1% |
34,648 |
Close |
35,012 |
34,996 |
-16 |
0.0% |
34,934 |
Range |
239 |
325 |
86 |
36.0% |
637 |
ATR |
322 |
323 |
0 |
0.1% |
0 |
Volume |
129,911 |
155,936 |
26,025 |
20.0% |
64,960 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,003 |
35,824 |
35,175 |
|
R3 |
35,678 |
35,499 |
35,086 |
|
R2 |
35,353 |
35,353 |
35,056 |
|
R1 |
35,174 |
35,174 |
35,026 |
35,101 |
PP |
35,028 |
35,028 |
35,028 |
34,991 |
S1 |
34,849 |
34,849 |
34,966 |
34,776 |
S2 |
34,703 |
34,703 |
34,937 |
|
S3 |
34,378 |
34,524 |
34,907 |
|
S4 |
34,053 |
34,199 |
34,817 |
|
|
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 |
35,206 |
34,648 |
558 |
1.6% |
278 |
0.8% |
62% |
True |
False |
69,800 |
10 |
35,494 |
34,648 |
846 |
2.4% |
295 |
0.8% |
41% |
False |
False |
35,283 |
20 |
35,731 |
34,399 |
1,332 |
3.8% |
339 |
1.0% |
45% |
False |
False |
17,898 |
40 |
36,164 |
34,399 |
1,765 |
5.0% |
332 |
0.9% |
34% |
False |
False |
9,047 |
60 |
36,164 |
34,116 |
2,048 |
5.9% |
318 |
0.9% |
43% |
False |
False |
6,058 |
80 |
36,164 |
33,194 |
2,970 |
8.5% |
302 |
0.9% |
61% |
False |
False |
4,545 |
100 |
36,164 |
33,194 |
2,970 |
8.5% |
292 |
0.8% |
61% |
False |
False |
3,637 |
120 |
36,164 |
32,385 |
3,779 |
10.8% |
269 |
0.8% |
69% |
False |
False |
3,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,587 |
2.618 |
36,057 |
1.618 |
35,732 |
1.000 |
35,531 |
0.618 |
35,407 |
HIGH |
35,206 |
0.618 |
35,082 |
0.500 |
35,044 |
0.382 |
35,005 |
LOW |
34,881 |
0.618 |
34,680 |
1.000 |
34,556 |
1.618 |
34,355 |
2.618 |
34,030 |
4.250 |
33,500 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
35,044 |
34,991 |
PP |
35,028 |
34,986 |
S1 |
35,012 |
34,981 |
|