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 |
28,070 |
27,675 |
-395 |
-1.4% |
25,980 |
High |
28,080 |
27,905 |
-175 |
-0.6% |
27,305 |
Low |
27,240 |
27,415 |
175 |
0.6% |
25,425 |
Close |
27,810 |
27,520 |
-290 |
-1.0% |
26,885 |
Range |
840 |
490 |
-350 |
-41.7% |
1,880 |
ATR |
815 |
792 |
-23 |
-2.8% |
0 |
Volume |
11 |
35 |
24 |
218.2% |
41 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,083 |
28,792 |
27,790 |
|
R3 |
28,593 |
28,302 |
27,655 |
|
R2 |
28,103 |
28,103 |
27,610 |
|
R1 |
27,812 |
27,812 |
27,565 |
27,713 |
PP |
27,613 |
27,613 |
27,613 |
27,564 |
S1 |
27,322 |
27,322 |
27,475 |
27,223 |
S2 |
27,123 |
27,123 |
27,430 |
|
S3 |
26,633 |
26,832 |
27,385 |
|
S4 |
26,143 |
26,342 |
27,251 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,178 |
31,412 |
27,919 |
|
R3 |
30,298 |
29,532 |
27,402 |
|
R2 |
28,418 |
28,418 |
27,230 |
|
R1 |
27,652 |
27,652 |
27,057 |
28,035 |
PP |
26,538 |
26,538 |
26,538 |
26,730 |
S1 |
25,772 |
25,772 |
26,713 |
26,155 |
S2 |
24,658 |
24,658 |
26,540 |
|
S3 |
22,778 |
23,892 |
26,368 |
|
S4 |
20,898 |
22,012 |
25,851 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,080 |
26,650 |
1,430 |
5.2% |
532 |
1.9% |
61% |
False |
False |
11 |
10 |
28,080 |
25,425 |
2,655 |
9.6% |
592 |
2.2% |
79% |
False |
False |
10 |
20 |
28,905 |
25,425 |
3,480 |
12.6% |
743 |
2.7% |
60% |
False |
False |
14 |
40 |
31,130 |
25,425 |
5,705 |
20.7% |
608 |
2.2% |
37% |
False |
False |
8 |
60 |
33,240 |
25,425 |
7,815 |
28.4% |
605 |
2.2% |
27% |
False |
False |
6 |
80 |
33,240 |
25,425 |
7,815 |
28.4% |
643 |
2.3% |
27% |
False |
False |
5 |
100 |
33,240 |
25,425 |
7,815 |
28.4% |
575 |
2.1% |
27% |
False |
False |
4 |
120 |
33,240 |
25,425 |
7,815 |
28.4% |
538 |
2.0% |
27% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,988 |
2.618 |
29,188 |
1.618 |
28,698 |
1.000 |
28,395 |
0.618 |
28,208 |
HIGH |
27,905 |
0.618 |
27,718 |
0.500 |
27,660 |
0.382 |
27,602 |
LOW |
27,415 |
0.618 |
27,112 |
1.000 |
26,925 |
1.618 |
26,622 |
2.618 |
26,132 |
4.250 |
25,333 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
27,660 |
27,660 |
PP |
27,613 |
27,613 |
S1 |
27,567 |
27,567 |
|