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 |
28,210 |
27,825 |
-385 |
-1.4% |
26,185 |
High |
28,210 |
27,825 |
-385 |
-1.4% |
27,855 |
Low |
28,010 |
27,520 |
-490 |
-1.7% |
26,025 |
Close |
28,210 |
27,825 |
-385 |
-1.4% |
27,580 |
Range |
200 |
305 |
105 |
52.5% |
1,830 |
ATR |
651 |
654 |
3 |
0.4% |
0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,638 |
28,537 |
27,993 |
|
R3 |
28,333 |
28,232 |
27,909 |
|
R2 |
28,028 |
28,028 |
27,881 |
|
R1 |
27,927 |
27,927 |
27,853 |
27,978 |
PP |
27,723 |
27,723 |
27,723 |
27,749 |
S1 |
27,622 |
27,622 |
27,797 |
27,673 |
S2 |
27,418 |
27,418 |
27,769 |
|
S3 |
27,113 |
27,317 |
27,741 |
|
S4 |
26,808 |
27,012 |
27,657 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,643 |
31,942 |
28,587 |
|
R3 |
30,813 |
30,112 |
28,083 |
|
R2 |
28,983 |
28,983 |
27,916 |
|
R1 |
28,282 |
28,282 |
27,748 |
28,633 |
PP |
27,153 |
27,153 |
27,153 |
27,329 |
S1 |
26,452 |
26,452 |
27,412 |
26,803 |
S2 |
25,323 |
25,323 |
27,245 |
|
S3 |
23,493 |
24,622 |
27,077 |
|
S4 |
21,663 |
22,792 |
26,574 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,460 |
27,350 |
1,110 |
4.0% |
422 |
1.5% |
43% |
False |
False |
|
10 |
28,460 |
26,025 |
2,435 |
8.8% |
377 |
1.4% |
74% |
False |
False |
|
20 |
29,190 |
26,025 |
3,165 |
11.4% |
385 |
1.4% |
57% |
False |
False |
|
40 |
31,590 |
26,025 |
5,565 |
20.0% |
310 |
1.1% |
32% |
False |
False |
|
60 |
33,700 |
26,025 |
7,675 |
27.6% |
329 |
1.2% |
23% |
False |
False |
|
80 |
33,700 |
26,025 |
7,675 |
27.6% |
344 |
1.2% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,121 |
2.618 |
28,623 |
1.618 |
28,318 |
1.000 |
28,130 |
0.618 |
28,013 |
HIGH |
27,825 |
0.618 |
27,708 |
0.500 |
27,673 |
0.382 |
27,637 |
LOW |
27,520 |
0.618 |
27,332 |
1.000 |
27,215 |
1.618 |
27,027 |
2.618 |
26,722 |
4.250 |
26,224 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
27,774 |
27,990 |
PP |
27,723 |
27,935 |
S1 |
27,673 |
27,880 |
|