Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,815 |
34,732 |
-83 |
-0.2% |
34,950 |
High |
35,083 |
34,746 |
-337 |
-1.0% |
35,357 |
Low |
34,718 |
34,301 |
-417 |
-1.2% |
34,843 |
Close |
34,729 |
34,337 |
-392 |
-1.1% |
34,927 |
Range |
365 |
445 |
80 |
21.9% |
514 |
ATR |
332 |
340 |
8 |
2.4% |
0 |
Volume |
178,631 |
213,067 |
34,436 |
19.3% |
785,551 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,796 |
35,512 |
34,582 |
|
R3 |
35,351 |
35,067 |
34,460 |
|
R2 |
34,906 |
34,906 |
34,419 |
|
R1 |
34,622 |
34,622 |
34,378 |
34,542 |
PP |
34,461 |
34,461 |
34,461 |
34,421 |
S1 |
34,177 |
34,177 |
34,296 |
34,097 |
S2 |
34,016 |
34,016 |
34,256 |
|
S3 |
33,571 |
33,732 |
34,215 |
|
S4 |
33,126 |
33,287 |
34,092 |
|
|
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 |
34,301 |
1,056 |
3.1% |
371 |
1.1% |
3% |
False |
True |
169,803 |
10 |
35,357 |
34,301 |
1,056 |
3.1% |
334 |
1.0% |
3% |
False |
True |
151,132 |
20 |
35,494 |
34,301 |
1,193 |
3.5% |
341 |
1.0% |
3% |
False |
True |
76,494 |
40 |
36,164 |
34,301 |
1,863 |
5.4% |
346 |
1.0% |
2% |
False |
True |
38,409 |
60 |
36,164 |
34,116 |
2,048 |
6.0% |
329 |
1.0% |
11% |
False |
False |
25,637 |
80 |
36,164 |
33,303 |
2,861 |
8.3% |
311 |
0.9% |
36% |
False |
False |
19,239 |
100 |
36,164 |
33,194 |
2,970 |
8.6% |
303 |
0.9% |
38% |
False |
False |
15,392 |
120 |
36,164 |
33,194 |
2,970 |
8.6% |
278 |
0.8% |
38% |
False |
False |
12,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,637 |
2.618 |
35,911 |
1.618 |
35,466 |
1.000 |
35,191 |
0.618 |
35,021 |
HIGH |
34,746 |
0.618 |
34,576 |
0.500 |
34,524 |
0.382 |
34,471 |
LOW |
34,301 |
0.618 |
34,026 |
1.000 |
33,856 |
1.618 |
33,581 |
2.618 |
33,136 |
4.250 |
32,410 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,524 |
34,692 |
PP |
34,461 |
34,574 |
S1 |
34,399 |
34,455 |
|