Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
35,652 |
35,291 |
-361 |
-1.0% |
35,290 |
High |
35,666 |
35,385 |
-281 |
-0.8% |
35,666 |
Low |
35,238 |
35,206 |
-32 |
-0.1% |
35,185 |
Close |
35,277 |
35,290 |
13 |
0.0% |
35,277 |
Range |
428 |
179 |
-249 |
-58.2% |
481 |
ATR |
286 |
279 |
-8 |
-2.7% |
0 |
Volume |
108 |
45 |
-63 |
-58.3% |
140 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,831 |
35,739 |
35,389 |
|
R3 |
35,652 |
35,560 |
35,339 |
|
R2 |
35,473 |
35,473 |
35,323 |
|
R1 |
35,381 |
35,381 |
35,307 |
35,338 |
PP |
35,294 |
35,294 |
35,294 |
35,272 |
S1 |
35,202 |
35,202 |
35,274 |
35,159 |
S2 |
35,115 |
35,115 |
35,257 |
|
S3 |
34,936 |
35,023 |
35,241 |
|
S4 |
34,757 |
34,844 |
35,192 |
|
|
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% |
293 |
0.8% |
22% |
False |
False |
36 |
10 |
35,666 |
35,000 |
666 |
1.9% |
255 |
0.7% |
44% |
False |
False |
20 |
20 |
35,780 |
34,748 |
1,032 |
2.9% |
261 |
0.7% |
53% |
False |
False |
15 |
40 |
36,433 |
34,748 |
1,685 |
4.8% |
237 |
0.7% |
32% |
False |
False |
10 |
60 |
36,433 |
34,447 |
1,986 |
5.6% |
200 |
0.6% |
42% |
False |
False |
7 |
80 |
36,433 |
33,387 |
3,046 |
8.6% |
155 |
0.4% |
62% |
False |
False |
5 |
100 |
36,433 |
33,387 |
3,046 |
8.6% |
128 |
0.4% |
62% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,146 |
2.618 |
35,854 |
1.618 |
35,675 |
1.000 |
35,564 |
0.618 |
35,496 |
HIGH |
35,385 |
0.618 |
35,317 |
0.500 |
35,296 |
0.382 |
35,275 |
LOW |
35,206 |
0.618 |
35,096 |
1.000 |
35,027 |
1.618 |
34,917 |
2.618 |
34,738 |
4.250 |
34,445 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
35,296 |
35,436 |
PP |
35,294 |
35,387 |
S1 |
35,292 |
35,339 |
|