Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
34,330 |
34,270 |
-60 |
-0.2% |
34,930 |
High |
34,421 |
34,358 |
-63 |
-0.2% |
35,083 |
Low |
34,211 |
34,040 |
-171 |
-0.5% |
34,211 |
Close |
34,232 |
34,273 |
41 |
0.1% |
34,232 |
Range |
210 |
318 |
108 |
51.4% |
872 |
ATR |
331 |
330 |
-1 |
-0.3% |
0 |
Volume |
173,503 |
169,719 |
-3,784 |
-2.2% |
849,306 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,178 |
35,043 |
34,448 |
|
R3 |
34,860 |
34,725 |
34,361 |
|
R2 |
34,542 |
34,542 |
34,331 |
|
R1 |
34,407 |
34,407 |
34,302 |
34,475 |
PP |
34,224 |
34,224 |
34,224 |
34,257 |
S1 |
34,089 |
34,089 |
34,244 |
34,157 |
S2 |
33,906 |
33,906 |
34,215 |
|
S3 |
33,588 |
33,771 |
34,186 |
|
S4 |
33,270 |
33,453 |
34,098 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,125 |
36,550 |
34,712 |
|
R3 |
36,253 |
35,678 |
34,472 |
|
R2 |
35,381 |
35,381 |
34,392 |
|
R1 |
34,806 |
34,806 |
34,312 |
34,658 |
PP |
34,509 |
34,509 |
34,509 |
34,434 |
S1 |
33,934 |
33,934 |
34,152 |
33,786 |
S2 |
33,637 |
33,637 |
34,072 |
|
S3 |
32,765 |
33,062 |
33,992 |
|
S4 |
31,893 |
32,190 |
33,753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,083 |
34,040 |
1,043 |
3.0% |
345 |
1.0% |
22% |
False |
True |
179,216 |
10 |
35,357 |
34,040 |
1,317 |
3.8% |
340 |
1.0% |
18% |
False |
True |
167,466 |
20 |
35,494 |
34,040 |
1,454 |
4.2% |
314 |
0.9% |
16% |
False |
True |
93,600 |
40 |
36,128 |
34,040 |
2,088 |
6.1% |
339 |
1.0% |
11% |
False |
True |
46,978 |
60 |
36,164 |
34,040 |
2,124 |
6.2% |
329 |
1.0% |
11% |
False |
True |
31,355 |
80 |
36,164 |
33,303 |
2,861 |
8.3% |
312 |
0.9% |
34% |
False |
False |
23,529 |
100 |
36,164 |
33,194 |
2,970 |
8.7% |
301 |
0.9% |
36% |
False |
False |
18,824 |
120 |
36,164 |
33,194 |
2,970 |
8.7% |
280 |
0.8% |
36% |
False |
False |
15,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,710 |
2.618 |
35,191 |
1.618 |
34,873 |
1.000 |
34,676 |
0.618 |
34,555 |
HIGH |
34,358 |
0.618 |
34,237 |
0.500 |
34,199 |
0.382 |
34,162 |
LOW |
34,040 |
0.618 |
33,844 |
1.000 |
33,722 |
1.618 |
33,526 |
2.618 |
33,208 |
4.250 |
32,689 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,248 |
34,393 |
PP |
34,224 |
34,353 |
S1 |
34,199 |
34,313 |
|