Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,435 |
25,980 |
-455 |
-1.7% |
26,255 |
High |
27,005 |
26,465 |
-540 |
-2.0% |
27,005 |
Low |
26,215 |
25,425 |
-790 |
-3.0% |
25,915 |
Close |
26,460 |
25,505 |
-955 |
-3.6% |
26,460 |
Range |
790 |
1,040 |
250 |
31.6% |
1,090 |
ATR |
785 |
803 |
18 |
2.3% |
0 |
Volume |
4 |
5 |
1 |
25.0% |
41 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,918 |
28,252 |
26,077 |
|
R3 |
27,878 |
27,212 |
25,791 |
|
R2 |
26,838 |
26,838 |
25,696 |
|
R1 |
26,172 |
26,172 |
25,600 |
25,985 |
PP |
25,798 |
25,798 |
25,798 |
25,705 |
S1 |
25,132 |
25,132 |
25,410 |
24,945 |
S2 |
24,758 |
24,758 |
25,314 |
|
S3 |
23,718 |
24,092 |
25,219 |
|
S4 |
22,678 |
23,052 |
24,933 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,730 |
29,185 |
27,060 |
|
R3 |
28,640 |
28,095 |
26,760 |
|
R2 |
27,550 |
27,550 |
26,660 |
|
R1 |
27,005 |
27,005 |
26,560 |
27,278 |
PP |
26,460 |
26,460 |
26,460 |
26,596 |
S1 |
25,915 |
25,915 |
26,360 |
26,188 |
S2 |
25,370 |
25,370 |
26,260 |
|
S3 |
24,280 |
24,825 |
26,160 |
|
S4 |
23,190 |
23,735 |
25,861 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,005 |
25,425 |
1,580 |
6.2% |
671 |
2.6% |
5% |
False |
True |
9 |
10 |
28,905 |
25,425 |
3,480 |
13.6% |
899 |
3.5% |
2% |
False |
True |
17 |
20 |
30,675 |
25,425 |
5,250 |
20.6% |
750 |
2.9% |
2% |
False |
True |
11 |
40 |
31,625 |
25,425 |
6,200 |
24.3% |
609 |
2.4% |
1% |
False |
True |
6 |
60 |
33,240 |
25,425 |
7,815 |
30.6% |
648 |
2.5% |
1% |
False |
True |
6 |
80 |
33,240 |
25,425 |
7,815 |
30.6% |
637 |
2.5% |
1% |
False |
True |
4 |
100 |
33,240 |
25,425 |
7,815 |
30.6% |
572 |
2.2% |
1% |
False |
True |
4 |
120 |
33,240 |
25,425 |
7,815 |
30.6% |
535 |
2.1% |
1% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,885 |
2.618 |
29,188 |
1.618 |
28,148 |
1.000 |
27,505 |
0.618 |
27,108 |
HIGH |
26,465 |
0.618 |
26,068 |
0.500 |
25,945 |
0.382 |
25,822 |
LOW |
25,425 |
0.618 |
24,782 |
1.000 |
24,385 |
1.618 |
23,742 |
2.618 |
22,702 |
4.250 |
21,005 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
25,945 |
26,215 |
PP |
25,798 |
25,978 |
S1 |
25,652 |
25,742 |
|