Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,942 |
34,815 |
-127 |
-0.4% |
34,950 |
High |
34,991 |
35,083 |
92 |
0.3% |
35,357 |
Low |
34,606 |
34,718 |
112 |
0.3% |
34,843 |
Close |
34,817 |
34,729 |
-88 |
-0.3% |
34,927 |
Range |
385 |
365 |
-20 |
-5.2% |
514 |
ATR |
330 |
332 |
3 |
0.8% |
0 |
Volume |
161,163 |
178,631 |
17,468 |
10.8% |
785,551 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,938 |
35,699 |
34,930 |
|
R3 |
35,573 |
35,334 |
34,830 |
|
R2 |
35,208 |
35,208 |
34,796 |
|
R1 |
34,969 |
34,969 |
34,763 |
34,906 |
PP |
34,843 |
34,843 |
34,843 |
34,812 |
S1 |
34,604 |
34,604 |
34,696 |
34,541 |
S2 |
34,478 |
34,478 |
34,662 |
|
S3 |
34,113 |
34,239 |
34,629 |
|
S4 |
33,748 |
33,874 |
34,528 |
|
|
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 |
34,606 |
751 |
2.2% |
364 |
1.0% |
16% |
False |
False |
162,964 |
10 |
35,357 |
34,606 |
751 |
2.2% |
310 |
0.9% |
16% |
False |
False |
130,727 |
20 |
35,494 |
34,399 |
1,095 |
3.2% |
330 |
1.0% |
30% |
False |
False |
65,905 |
40 |
36,164 |
34,399 |
1,765 |
5.1% |
343 |
1.0% |
19% |
False |
False |
33,086 |
60 |
36,164 |
34,116 |
2,048 |
5.9% |
327 |
0.9% |
30% |
False |
False |
22,088 |
80 |
36,164 |
33,303 |
2,861 |
8.2% |
309 |
0.9% |
50% |
False |
False |
16,576 |
100 |
36,164 |
33,194 |
2,970 |
8.6% |
303 |
0.9% |
52% |
False |
False |
13,261 |
120 |
36,164 |
33,194 |
2,970 |
8.6% |
276 |
0.8% |
52% |
False |
False |
11,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,634 |
2.618 |
36,039 |
1.618 |
35,674 |
1.000 |
35,448 |
0.618 |
35,309 |
HIGH |
35,083 |
0.618 |
34,944 |
0.500 |
34,901 |
0.382 |
34,858 |
LOW |
34,718 |
0.618 |
34,493 |
1.000 |
34,353 |
1.618 |
34,128 |
2.618 |
33,763 |
4.250 |
33,167 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,901 |
34,845 |
PP |
34,843 |
34,806 |
S1 |
34,786 |
34,768 |
|