Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
35,289 |
35,652 |
363 |
1.0% |
35,290 |
High |
35,619 |
35,666 |
47 |
0.1% |
35,666 |
Low |
35,289 |
35,238 |
-51 |
-0.1% |
35,185 |
Close |
35,572 |
35,277 |
-295 |
-0.8% |
35,277 |
Range |
330 |
428 |
98 |
29.7% |
481 |
ATR |
275 |
286 |
11 |
4.0% |
0 |
Volume |
11 |
108 |
97 |
881.8% |
140 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,678 |
36,405 |
35,513 |
|
R3 |
36,250 |
35,977 |
35,395 |
|
R2 |
35,822 |
35,822 |
35,356 |
|
R1 |
35,549 |
35,549 |
35,316 |
35,472 |
PP |
35,394 |
35,394 |
35,394 |
35,355 |
S1 |
35,121 |
35,121 |
35,238 |
35,044 |
S2 |
34,966 |
34,966 |
35,199 |
|
S3 |
34,538 |
34,693 |
35,159 |
|
S4 |
34,110 |
34,265 |
35,042 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,819 |
36,529 |
35,542 |
|
R3 |
36,338 |
36,048 |
35,409 |
|
R2 |
35,857 |
35,857 |
35,365 |
|
R1 |
35,567 |
35,567 |
35,321 |
35,472 |
PP |
35,376 |
35,376 |
35,376 |
35,328 |
S1 |
35,086 |
35,086 |
35,233 |
34,991 |
S2 |
34,895 |
34,895 |
35,189 |
|
S3 |
34,414 |
34,605 |
35,145 |
|
S4 |
33,933 |
34,124 |
35,013 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,666 |
35,185 |
481 |
1.4% |
289 |
0.8% |
19% |
True |
False |
28 |
10 |
35,666 |
35,000 |
666 |
1.9% |
256 |
0.7% |
42% |
True |
False |
16 |
20 |
35,780 |
34,748 |
1,032 |
2.9% |
264 |
0.7% |
51% |
False |
False |
12 |
40 |
36,433 |
34,748 |
1,685 |
4.8% |
237 |
0.7% |
31% |
False |
False |
9 |
60 |
36,433 |
34,447 |
1,986 |
5.6% |
197 |
0.6% |
42% |
False |
False |
6 |
80 |
36,433 |
33,387 |
3,046 |
8.6% |
153 |
0.4% |
62% |
False |
False |
4 |
100 |
36,433 |
33,387 |
3,046 |
8.6% |
130 |
0.4% |
62% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,485 |
2.618 |
36,787 |
1.618 |
36,359 |
1.000 |
36,094 |
0.618 |
35,931 |
HIGH |
35,666 |
0.618 |
35,503 |
0.500 |
35,452 |
0.382 |
35,402 |
LOW |
35,238 |
0.618 |
34,974 |
1.000 |
34,810 |
1.618 |
34,546 |
2.618 |
34,118 |
4.250 |
33,419 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
35,452 |
35,426 |
PP |
35,394 |
35,376 |
S1 |
35,335 |
35,327 |
|