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 |
15,225.34 |
14,815.06 |
-410.28 |
-2.7% |
15,412.75 |
High |
15,245.19 |
14,847.08 |
-398.11 |
-2.6% |
15,512.82 |
Low |
14,967.60 |
14,691.69 |
-275.91 |
-1.8% |
15,173.71 |
Close |
14,969.92 |
14,694.24 |
-275.68 |
-1.8% |
15,202.40 |
Range |
277.59 |
155.39 |
-122.20 |
-44.0% |
339.11 |
ATR |
205.53 |
210.73 |
5.19 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,210.51 |
15,107.76 |
14,779.70 |
|
R3 |
15,055.12 |
14,952.37 |
14,736.97 |
|
R2 |
14,899.73 |
14,899.73 |
14,722.73 |
|
R1 |
14,796.98 |
14,796.98 |
14,708.48 |
14,770.66 |
PP |
14,744.34 |
14,744.34 |
14,744.34 |
14,731.18 |
S1 |
14,641.59 |
14,641.59 |
14,680.00 |
14,615.27 |
S2 |
14,588.95 |
14,588.95 |
14,665.75 |
|
S3 |
14,433.56 |
14,486.20 |
14,651.51 |
|
S4 |
14,278.17 |
14,330.81 |
14,608.78 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,313.64 |
16,097.13 |
15,388.91 |
|
R3 |
15,974.53 |
15,758.02 |
15,295.66 |
|
R2 |
15,635.42 |
15,635.42 |
15,264.57 |
|
R1 |
15,418.91 |
15,418.91 |
15,233.49 |
15,357.61 |
PP |
15,296.31 |
15,296.31 |
15,296.31 |
15,265.66 |
S1 |
15,079.80 |
15,079.80 |
15,171.31 |
15,018.50 |
S2 |
14,957.20 |
14,957.20 |
15,140.23 |
|
S3 |
14,618.09 |
14,740.69 |
15,109.14 |
|
S4 |
14,278.98 |
14,401.58 |
15,015.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,429.90 |
14,691.69 |
738.21 |
5.0% |
190.09 |
1.3% |
0% |
False |
True |
|
10 |
15,512.82 |
14,691.69 |
821.13 |
5.6% |
173.77 |
1.2% |
0% |
False |
True |
|
20 |
15,618.04 |
14,691.69 |
926.35 |
6.3% |
194.68 |
1.3% |
0% |
False |
True |
|
40 |
15,801.83 |
14,557.83 |
1,244.00 |
8.5% |
197.54 |
1.3% |
11% |
False |
False |
|
60 |
15,932.05 |
14,557.83 |
1,374.22 |
9.4% |
186.87 |
1.3% |
10% |
False |
False |
|
80 |
15,932.05 |
14,216.16 |
1,715.89 |
11.7% |
193.34 |
1.3% |
28% |
False |
False |
|
100 |
15,932.05 |
12,938.45 |
2,993.60 |
20.4% |
186.34 |
1.3% |
59% |
False |
False |
|
120 |
15,932.05 |
12,724.62 |
3,207.43 |
21.8% |
183.92 |
1.3% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,507.49 |
2.618 |
15,253.89 |
1.618 |
15,098.50 |
1.000 |
15,002.47 |
0.618 |
14,943.11 |
HIGH |
14,847.08 |
0.618 |
14,787.72 |
0.500 |
14,769.39 |
0.382 |
14,751.05 |
LOW |
14,691.69 |
0.618 |
14,595.66 |
1.000 |
14,536.30 |
1.618 |
14,440.27 |
2.618 |
14,284.88 |
4.250 |
14,031.28 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
14,769.39 |
14,968.44 |
PP |
14,744.34 |
14,877.04 |
S1 |
14,719.29 |
14,785.64 |
|