Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
25,980 |
26,610 |
630 |
2.4% |
26,255 |
High |
26,465 |
27,025 |
560 |
2.1% |
27,005 |
Low |
25,425 |
26,535 |
1,110 |
4.4% |
25,915 |
Close |
25,505 |
26,535 |
1,030 |
4.0% |
26,460 |
Range |
1,040 |
490 |
-550 |
-52.9% |
1,090 |
ATR |
803 |
854 |
51 |
6.4% |
0 |
Volume |
5 |
8 |
3 |
60.0% |
41 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,168 |
27,842 |
26,805 |
|
R3 |
27,678 |
27,352 |
26,670 |
|
R2 |
27,188 |
27,188 |
26,625 |
|
R1 |
26,862 |
26,862 |
26,580 |
26,780 |
PP |
26,698 |
26,698 |
26,698 |
26,658 |
S1 |
26,372 |
26,372 |
26,490 |
26,290 |
S2 |
26,208 |
26,208 |
26,445 |
|
S3 |
25,718 |
25,882 |
26,400 |
|
S4 |
25,228 |
25,392 |
26,266 |
|
|
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 |
27,025 |
25,425 |
1,600 |
6.0% |
668 |
2.5% |
69% |
True |
False |
7 |
10 |
28,905 |
25,425 |
3,480 |
13.1% |
917 |
3.5% |
32% |
False |
False |
9 |
20 |
30,455 |
25,425 |
5,030 |
19.0% |
749 |
2.8% |
22% |
False |
False |
12 |
40 |
31,625 |
25,425 |
6,200 |
23.4% |
607 |
2.3% |
18% |
False |
False |
7 |
60 |
33,240 |
25,425 |
7,815 |
29.5% |
648 |
2.4% |
14% |
False |
False |
6 |
80 |
33,240 |
25,425 |
7,815 |
29.5% |
634 |
2.4% |
14% |
False |
False |
5 |
100 |
33,240 |
25,425 |
7,815 |
29.5% |
577 |
2.2% |
14% |
False |
False |
4 |
120 |
33,240 |
25,425 |
7,815 |
29.5% |
524 |
2.0% |
14% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,108 |
2.618 |
28,308 |
1.618 |
27,818 |
1.000 |
27,515 |
0.618 |
27,328 |
HIGH |
27,025 |
0.618 |
26,838 |
0.500 |
26,780 |
0.382 |
26,722 |
LOW |
26,535 |
0.618 |
26,232 |
1.000 |
26,045 |
1.618 |
25,742 |
2.618 |
25,252 |
4.250 |
24,453 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,780 |
26,432 |
PP |
26,698 |
26,328 |
S1 |
26,617 |
26,225 |
|