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 |
27,675 |
27,465 |
-210 |
-0.8% |
25,980 |
High |
27,905 |
27,685 |
-220 |
-0.8% |
27,305 |
Low |
27,415 |
26,910 |
-505 |
-1.8% |
25,425 |
Close |
27,520 |
27,185 |
-335 |
-1.2% |
26,885 |
Range |
490 |
775 |
285 |
58.2% |
1,880 |
ATR |
792 |
791 |
-1 |
-0.2% |
0 |
Volume |
35 |
21 |
-14 |
-40.0% |
41 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,585 |
29,160 |
27,611 |
|
R3 |
28,810 |
28,385 |
27,398 |
|
R2 |
28,035 |
28,035 |
27,327 |
|
R1 |
27,610 |
27,610 |
27,256 |
27,435 |
PP |
27,260 |
27,260 |
27,260 |
27,173 |
S1 |
26,835 |
26,835 |
27,114 |
26,660 |
S2 |
26,485 |
26,485 |
27,043 |
|
S3 |
25,710 |
26,060 |
26,972 |
|
S4 |
24,935 |
25,285 |
26,759 |
|
|
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 |
26,720 |
1,360 |
5.0% |
556 |
2.0% |
34% |
False |
False |
14 |
10 |
28,080 |
25,425 |
2,655 |
9.8% |
636 |
2.3% |
66% |
False |
False |
11 |
20 |
28,905 |
25,425 |
3,480 |
12.8% |
730 |
2.7% |
51% |
False |
False |
14 |
40 |
31,130 |
25,425 |
5,705 |
21.0% |
618 |
2.3% |
31% |
False |
False |
9 |
60 |
33,240 |
25,425 |
7,815 |
28.7% |
614 |
2.3% |
23% |
False |
False |
6 |
80 |
33,240 |
25,425 |
7,815 |
28.7% |
648 |
2.4% |
23% |
False |
False |
6 |
100 |
33,240 |
25,425 |
7,815 |
28.7% |
582 |
2.1% |
23% |
False |
False |
5 |
120 |
33,240 |
25,425 |
7,815 |
28.7% |
544 |
2.0% |
23% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,979 |
2.618 |
29,714 |
1.618 |
28,939 |
1.000 |
28,460 |
0.618 |
28,164 |
HIGH |
27,685 |
0.618 |
27,389 |
0.500 |
27,298 |
0.382 |
27,206 |
LOW |
26,910 |
0.618 |
26,431 |
1.000 |
26,135 |
1.618 |
25,656 |
2.618 |
24,881 |
4.250 |
23,616 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
27,298 |
27,495 |
PP |
27,260 |
27,392 |
S1 |
27,223 |
27,288 |
|