Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
35,285 |
34,930 |
-355 |
-1.0% |
34,950 |
High |
35,357 |
35,038 |
-319 |
-0.9% |
35,357 |
Low |
34,887 |
34,848 |
-39 |
-0.1% |
34,843 |
Close |
34,927 |
34,935 |
8 |
0.0% |
34,927 |
Range |
470 |
190 |
-280 |
-59.6% |
514 |
ATR |
336 |
326 |
-10 |
-3.1% |
0 |
Volume |
173,216 |
122,942 |
-50,274 |
-29.0% |
785,551 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,510 |
35,413 |
35,040 |
|
R3 |
35,320 |
35,223 |
34,987 |
|
R2 |
35,130 |
35,130 |
34,970 |
|
R1 |
35,033 |
35,033 |
34,953 |
35,082 |
PP |
34,940 |
34,940 |
34,940 |
34,965 |
S1 |
34,843 |
34,843 |
34,918 |
34,892 |
S2 |
34,750 |
34,750 |
34,900 |
|
S3 |
34,560 |
34,653 |
34,883 |
|
S4 |
34,370 |
34,463 |
34,831 |
|
|
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% |
334 |
1.0% |
18% |
False |
False |
155,716 |
10 |
35,357 |
34,648 |
709 |
2.0% |
302 |
0.9% |
40% |
False |
False |
97,345 |
20 |
35,494 |
34,399 |
1,095 |
3.1% |
328 |
0.9% |
49% |
False |
False |
48,957 |
40 |
36,164 |
34,399 |
1,765 |
5.1% |
334 |
1.0% |
30% |
False |
False |
24,596 |
60 |
36,164 |
34,116 |
2,048 |
5.9% |
323 |
0.9% |
40% |
False |
False |
16,427 |
80 |
36,164 |
33,194 |
2,970 |
8.5% |
306 |
0.9% |
59% |
False |
False |
12,328 |
100 |
36,164 |
33,194 |
2,970 |
8.5% |
303 |
0.9% |
59% |
False |
False |
9,863 |
120 |
36,164 |
33,194 |
2,970 |
8.5% |
271 |
0.8% |
59% |
False |
False |
8,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,846 |
2.618 |
35,536 |
1.618 |
35,346 |
1.000 |
35,228 |
0.618 |
35,156 |
HIGH |
35,038 |
0.618 |
34,966 |
0.500 |
34,943 |
0.382 |
34,921 |
LOW |
34,848 |
0.618 |
34,731 |
1.000 |
34,658 |
1.618 |
34,541 |
2.618 |
34,351 |
4.250 |
34,041 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,943 |
35,103 |
PP |
34,940 |
35,047 |
S1 |
34,938 |
34,991 |
|