Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
35,368 |
35,278 |
-90 |
-0.3% |
35,481 |
High |
35,514 |
35,445 |
-69 |
-0.2% |
35,588 |
Low |
35,245 |
35,185 |
-60 |
-0.2% |
35,000 |
Close |
35,312 |
35,244 |
-68 |
-0.2% |
35,255 |
Range |
269 |
260 |
-9 |
-3.3% |
588 |
ATR |
268 |
268 |
-1 |
-0.2% |
0 |
Volume |
4 |
16 |
12 |
300.0% |
15 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,071 |
35,918 |
35,387 |
|
R3 |
35,811 |
35,658 |
35,316 |
|
R2 |
35,551 |
35,551 |
35,292 |
|
R1 |
35,398 |
35,398 |
35,268 |
35,345 |
PP |
35,291 |
35,291 |
35,291 |
35,265 |
S1 |
35,138 |
35,138 |
35,220 |
35,085 |
S2 |
35,031 |
35,031 |
35,196 |
|
S3 |
34,771 |
34,878 |
35,173 |
|
S4 |
34,511 |
34,618 |
35,101 |
|
|
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 |
35,065 |
449 |
1.3% |
201 |
0.6% |
40% |
False |
False |
4 |
10 |
35,780 |
35,000 |
780 |
2.2% |
229 |
0.6% |
31% |
False |
False |
10 |
20 |
35,794 |
34,748 |
1,046 |
3.0% |
263 |
0.7% |
47% |
False |
False |
11 |
40 |
36,433 |
34,748 |
1,685 |
4.8% |
226 |
0.6% |
29% |
False |
False |
6 |
60 |
36,433 |
34,447 |
1,986 |
5.6% |
187 |
0.5% |
40% |
False |
False |
4 |
80 |
36,433 |
33,387 |
3,046 |
8.6% |
145 |
0.4% |
61% |
False |
False |
3 |
100 |
36,433 |
33,387 |
3,046 |
8.6% |
124 |
0.4% |
61% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,550 |
2.618 |
36,126 |
1.618 |
35,866 |
1.000 |
35,705 |
0.618 |
35,606 |
HIGH |
35,445 |
0.618 |
35,346 |
0.500 |
35,315 |
0.382 |
35,284 |
LOW |
35,185 |
0.618 |
35,024 |
1.000 |
34,925 |
1.618 |
34,764 |
2.618 |
34,504 |
4.250 |
34,080 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
35,315 |
35,350 |
PP |
35,291 |
35,314 |
S1 |
35,268 |
35,279 |
|