Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
35,167 |
35,094 |
-73 |
-0.2% |
35,290 |
High |
35,426 |
35,094 |
-332 |
-0.9% |
35,666 |
Low |
35,080 |
34,661 |
-419 |
-1.2% |
35,185 |
Close |
35,085 |
34,691 |
-394 |
-1.1% |
35,277 |
Range |
346 |
433 |
87 |
25.1% |
481 |
ATR |
289 |
300 |
10 |
3.5% |
0 |
Volume |
86 |
65 |
-21 |
-24.4% |
140 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,114 |
35,836 |
34,929 |
|
R3 |
35,681 |
35,403 |
34,810 |
|
R2 |
35,248 |
35,248 |
34,771 |
|
R1 |
34,970 |
34,970 |
34,731 |
34,893 |
PP |
34,815 |
34,815 |
34,815 |
34,777 |
S1 |
34,537 |
34,537 |
34,651 |
34,460 |
S2 |
34,382 |
34,382 |
34,612 |
|
S3 |
33,949 |
34,104 |
34,572 |
|
S4 |
33,516 |
33,671 |
34,453 |
|
|
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 |
34,661 |
1,005 |
2.9% |
351 |
1.0% |
3% |
False |
True |
84 |
10 |
35,666 |
34,661 |
1,005 |
2.9% |
293 |
0.8% |
3% |
False |
True |
45 |
20 |
35,780 |
34,661 |
1,119 |
3.2% |
285 |
0.8% |
3% |
False |
True |
28 |
40 |
36,433 |
34,661 |
1,772 |
5.1% |
258 |
0.7% |
2% |
False |
True |
16 |
60 |
36,433 |
34,457 |
1,976 |
5.7% |
212 |
0.6% |
12% |
False |
False |
11 |
80 |
36,433 |
33,527 |
2,906 |
8.4% |
169 |
0.5% |
40% |
False |
False |
8 |
100 |
36,433 |
33,387 |
3,046 |
8.8% |
140 |
0.4% |
43% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,934 |
2.618 |
36,228 |
1.618 |
35,795 |
1.000 |
35,527 |
0.618 |
35,362 |
HIGH |
35,094 |
0.618 |
34,929 |
0.500 |
34,878 |
0.382 |
34,827 |
LOW |
34,661 |
0.618 |
34,394 |
1.000 |
34,228 |
1.618 |
33,961 |
2.618 |
33,528 |
4.250 |
32,821 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,878 |
35,044 |
PP |
34,815 |
34,926 |
S1 |
34,753 |
34,809 |
|