Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,932 |
35,285 |
353 |
1.0% |
34,950 |
High |
35,323 |
35,357 |
34 |
0.1% |
35,357 |
Low |
34,914 |
34,887 |
-27 |
-0.1% |
34,843 |
Close |
35,257 |
34,927 |
-330 |
-0.9% |
34,927 |
Range |
409 |
470 |
61 |
14.9% |
514 |
ATR |
326 |
336 |
10 |
3.2% |
0 |
Volume |
178,872 |
173,216 |
-5,656 |
-3.2% |
785,551 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,467 |
36,167 |
35,186 |
|
R3 |
35,997 |
35,697 |
35,056 |
|
R2 |
35,527 |
35,527 |
35,013 |
|
R1 |
35,227 |
35,227 |
34,970 |
35,142 |
PP |
35,057 |
35,057 |
35,057 |
35,015 |
S1 |
34,757 |
34,757 |
34,884 |
34,672 |
S2 |
34,587 |
34,587 |
34,841 |
|
S3 |
34,117 |
34,287 |
34,798 |
|
S4 |
33,647 |
33,817 |
34,669 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,584 |
36,270 |
35,210 |
|
R3 |
36,070 |
35,756 |
35,068 |
|
R2 |
35,556 |
35,556 |
35,021 |
|
R1 |
35,242 |
35,242 |
34,974 |
35,142 |
PP |
35,042 |
35,042 |
35,042 |
34,993 |
S1 |
34,728 |
34,728 |
34,880 |
34,628 |
S2 |
34,528 |
34,528 |
34,833 |
|
S3 |
34,014 |
34,214 |
34,786 |
|
S4 |
33,500 |
33,700 |
34,644 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,357 |
34,843 |
514 |
1.5% |
344 |
1.0% |
16% |
True |
False |
157,110 |
10 |
35,357 |
34,648 |
709 |
2.0% |
310 |
0.9% |
39% |
True |
False |
85,116 |
20 |
35,494 |
34,399 |
1,095 |
3.1% |
335 |
1.0% |
48% |
False |
False |
42,826 |
40 |
36,164 |
34,399 |
1,765 |
5.1% |
333 |
1.0% |
30% |
False |
False |
21,531 |
60 |
36,164 |
34,116 |
2,048 |
5.9% |
322 |
0.9% |
40% |
False |
False |
14,380 |
80 |
36,164 |
33,194 |
2,970 |
8.5% |
307 |
0.9% |
58% |
False |
False |
10,792 |
100 |
36,164 |
33,194 |
2,970 |
8.5% |
301 |
0.9% |
58% |
False |
False |
8,634 |
120 |
36,164 |
32,936 |
3,228 |
9.2% |
270 |
0.8% |
62% |
False |
False |
7,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,355 |
2.618 |
36,588 |
1.618 |
36,118 |
1.000 |
35,827 |
0.618 |
35,648 |
HIGH |
35,357 |
0.618 |
35,178 |
0.500 |
35,122 |
0.382 |
35,067 |
LOW |
34,887 |
0.618 |
34,597 |
1.000 |
34,417 |
1.618 |
34,127 |
2.618 |
33,657 |
4.250 |
32,890 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
35,122 |
35,100 |
PP |
35,057 |
35,042 |
S1 |
34,992 |
34,985 |
|