Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
35,286 |
35,167 |
-119 |
-0.3% |
35,290 |
High |
35,337 |
35,426 |
89 |
0.3% |
35,666 |
Low |
34,967 |
35,080 |
113 |
0.3% |
35,185 |
Close |
35,169 |
35,085 |
-84 |
-0.2% |
35,277 |
Range |
370 |
346 |
-24 |
-6.5% |
481 |
ATR |
285 |
289 |
4 |
1.5% |
0 |
Volume |
117 |
86 |
-31 |
-26.5% |
140 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,235 |
36,006 |
35,275 |
|
R3 |
35,889 |
35,660 |
35,180 |
|
R2 |
35,543 |
35,543 |
35,149 |
|
R1 |
35,314 |
35,314 |
35,117 |
35,256 |
PP |
35,197 |
35,197 |
35,197 |
35,168 |
S1 |
34,968 |
34,968 |
35,053 |
34,910 |
S2 |
34,851 |
34,851 |
35,022 |
|
S3 |
34,505 |
34,622 |
34,990 |
|
S4 |
34,159 |
34,276 |
34,895 |
|
|
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 |
34,967 |
699 |
2.0% |
331 |
0.9% |
17% |
False |
False |
73 |
10 |
35,666 |
34,967 |
699 |
2.0% |
266 |
0.8% |
17% |
False |
False |
39 |
20 |
35,780 |
34,748 |
1,032 |
2.9% |
267 |
0.8% |
33% |
False |
False |
24 |
40 |
36,433 |
34,748 |
1,685 |
4.8% |
250 |
0.7% |
20% |
False |
False |
15 |
60 |
36,433 |
34,457 |
1,976 |
5.6% |
206 |
0.6% |
32% |
False |
False |
10 |
80 |
36,433 |
33,527 |
2,906 |
8.3% |
164 |
0.5% |
54% |
False |
False |
7 |
100 |
36,433 |
33,387 |
3,046 |
8.7% |
135 |
0.4% |
56% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,897 |
2.618 |
36,332 |
1.618 |
35,986 |
1.000 |
35,772 |
0.618 |
35,640 |
HIGH |
35,426 |
0.618 |
35,294 |
0.500 |
35,253 |
0.382 |
35,212 |
LOW |
35,080 |
0.618 |
34,866 |
1.000 |
34,734 |
1.618 |
34,520 |
2.618 |
34,174 |
4.250 |
33,610 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
35,253 |
35,197 |
PP |
35,197 |
35,159 |
S1 |
35,141 |
35,122 |
|