Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
14,815.06 |
14,756.62 |
-58.44 |
-0.4% |
15,159.46 |
High |
14,847.08 |
14,855.92 |
8.84 |
0.1% |
15,268.96 |
Low |
14,691.69 |
14,686.84 |
-4.85 |
0.0% |
14,686.84 |
Close |
14,694.24 |
14,701.10 |
6.86 |
0.0% |
14,701.10 |
Range |
155.39 |
169.08 |
13.69 |
8.8% |
582.12 |
ATR |
210.73 |
207.75 |
-2.97 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,255.19 |
15,147.23 |
14,794.09 |
|
R3 |
15,086.11 |
14,978.15 |
14,747.60 |
|
R2 |
14,917.03 |
14,917.03 |
14,732.10 |
|
R1 |
14,809.07 |
14,809.07 |
14,716.60 |
14,778.51 |
PP |
14,747.95 |
14,747.95 |
14,747.95 |
14,732.68 |
S1 |
14,639.99 |
14,639.99 |
14,685.60 |
14,609.43 |
S2 |
14,578.87 |
14,578.87 |
14,670.10 |
|
S3 |
14,409.79 |
14,470.91 |
14,654.60 |
|
S4 |
14,240.71 |
14,301.83 |
14,608.11 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,631.99 |
16,248.67 |
15,021.27 |
|
R3 |
16,049.87 |
15,666.55 |
14,861.18 |
|
R2 |
15,467.75 |
15,467.75 |
14,807.82 |
|
R1 |
15,084.43 |
15,084.43 |
14,754.46 |
14,985.03 |
PP |
14,885.63 |
14,885.63 |
14,885.63 |
14,835.94 |
S1 |
14,502.31 |
14,502.31 |
14,647.74 |
14,402.91 |
S2 |
14,303.51 |
14,303.51 |
14,594.38 |
|
S3 |
13,721.39 |
13,920.19 |
14,541.02 |
|
S4 |
13,139.27 |
13,338.07 |
14,380.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,268.96 |
14,686.84 |
582.12 |
4.0% |
172.67 |
1.2% |
2% |
False |
True |
|
10 |
15,512.82 |
14,686.84 |
825.98 |
5.6% |
177.66 |
1.2% |
2% |
False |
True |
|
20 |
15,618.04 |
14,686.84 |
931.20 |
6.3% |
180.14 |
1.2% |
2% |
False |
True |
|
40 |
15,801.83 |
14,557.83 |
1,244.00 |
8.5% |
192.28 |
1.3% |
12% |
False |
False |
|
60 |
15,932.05 |
14,557.83 |
1,374.22 |
9.3% |
186.66 |
1.3% |
10% |
False |
False |
|
80 |
15,932.05 |
14,216.16 |
1,715.89 |
11.7% |
192.74 |
1.3% |
28% |
False |
False |
|
100 |
15,932.05 |
12,938.45 |
2,993.60 |
20.4% |
187.02 |
1.3% |
59% |
False |
False |
|
120 |
15,932.05 |
12,724.62 |
3,207.43 |
21.8% |
183.55 |
1.2% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,574.51 |
2.618 |
15,298.57 |
1.618 |
15,129.49 |
1.000 |
15,025.00 |
0.618 |
14,960.41 |
HIGH |
14,855.92 |
0.618 |
14,791.33 |
0.500 |
14,771.38 |
0.382 |
14,751.43 |
LOW |
14,686.84 |
0.618 |
14,582.35 |
1.000 |
14,517.76 |
1.618 |
14,413.27 |
2.618 |
14,244.19 |
4.250 |
13,968.25 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
14,771.38 |
14,966.02 |
PP |
14,747.95 |
14,877.71 |
S1 |
14,724.53 |
14,789.41 |
|