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 |
35,290 |
35,368 |
78 |
0.2% |
35,481 |
High |
35,445 |
35,514 |
69 |
0.2% |
35,588 |
Low |
35,290 |
35,245 |
-45 |
-0.1% |
35,000 |
Close |
35,329 |
35,312 |
-17 |
0.0% |
35,255 |
Range |
155 |
269 |
114 |
73.5% |
588 |
ATR |
268 |
268 |
0 |
0.0% |
0 |
Volume |
1 |
4 |
3 |
300.0% |
15 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,164 |
36,007 |
35,460 |
|
R3 |
35,895 |
35,738 |
35,386 |
|
R2 |
35,626 |
35,626 |
35,361 |
|
R1 |
35,469 |
35,469 |
35,337 |
35,413 |
PP |
35,357 |
35,357 |
35,357 |
35,329 |
S1 |
35,200 |
35,200 |
35,287 |
35,144 |
S2 |
35,088 |
35,088 |
35,263 |
|
S3 |
34,819 |
34,931 |
35,238 |
|
S4 |
34,550 |
34,662 |
35,164 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,045 |
36,738 |
35,579 |
|
R3 |
36,457 |
36,150 |
35,417 |
|
R2 |
35,869 |
35,869 |
35,363 |
|
R1 |
35,562 |
35,562 |
35,309 |
35,422 |
PP |
35,281 |
35,281 |
35,281 |
35,211 |
S1 |
34,974 |
34,974 |
35,201 |
34,834 |
S2 |
34,693 |
34,693 |
35,147 |
|
S3 |
34,105 |
34,386 |
35,093 |
|
S4 |
33,517 |
33,798 |
34,932 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,514 |
35,000 |
514 |
1.5% |
218 |
0.6% |
61% |
True |
False |
3 |
10 |
35,780 |
35,000 |
780 |
2.2% |
233 |
0.7% |
40% |
False |
False |
9 |
20 |
35,964 |
34,748 |
1,216 |
3.4% |
265 |
0.8% |
46% |
False |
False |
10 |
40 |
36,433 |
34,748 |
1,685 |
4.8% |
223 |
0.6% |
33% |
False |
False |
5 |
60 |
36,433 |
34,447 |
1,986 |
5.6% |
186 |
0.5% |
44% |
False |
False |
4 |
80 |
36,433 |
33,387 |
3,046 |
8.6% |
142 |
0.4% |
63% |
False |
False |
3 |
100 |
36,433 |
33,387 |
3,046 |
8.6% |
121 |
0.3% |
63% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,657 |
2.618 |
36,218 |
1.618 |
35,949 |
1.000 |
35,783 |
0.618 |
35,680 |
HIGH |
35,514 |
0.618 |
35,411 |
0.500 |
35,380 |
0.382 |
35,348 |
LOW |
35,245 |
0.618 |
35,079 |
1.000 |
34,976 |
1.618 |
34,810 |
2.618 |
34,541 |
4.250 |
34,102 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
35,380 |
35,324 |
PP |
35,357 |
35,320 |
S1 |
35,335 |
35,316 |
|