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 |
34,575.50 |
34,332.23 |
-243.27 |
-0.7% |
34,650.01 |
High |
34,776.28 |
34,378.30 |
-397.98 |
-1.1% |
34,977.97 |
Low |
34,434.29 |
34,058.72 |
-375.57 |
-1.1% |
34,509.95 |
Close |
34,440.88 |
34,070.42 |
-370.46 |
-1.1% |
34,618.24 |
Range |
341.99 |
319.58 |
-22.41 |
-6.6% |
468.02 |
ATR |
299.20 |
305.13 |
5.93 |
2.0% |
0.00 |
Volume |
294,106,983 |
334,333,871 |
40,226,888 |
13.7% |
1,813,238,923 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,127.89 |
34,918.73 |
34,246.19 |
|
R3 |
34,808.31 |
34,599.15 |
34,158.30 |
|
R2 |
34,488.73 |
34,488.73 |
34,129.01 |
|
R1 |
34,279.57 |
34,279.57 |
34,099.71 |
34,224.36 |
PP |
34,169.15 |
34,169.15 |
34,169.15 |
34,141.54 |
S1 |
33,959.99 |
33,959.99 |
34,041.13 |
33,904.78 |
S2 |
33,849.57 |
33,849.57 |
34,011.83 |
|
S3 |
33,529.99 |
33,640.41 |
33,982.54 |
|
S4 |
33,210.41 |
33,320.83 |
33,894.65 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,106.11 |
35,830.20 |
34,875.65 |
|
R3 |
35,638.09 |
35,362.18 |
34,746.95 |
|
R2 |
35,170.07 |
35,170.07 |
34,704.04 |
|
R1 |
34,894.16 |
34,894.16 |
34,661.14 |
34,798.11 |
PP |
34,702.05 |
34,702.05 |
34,702.05 |
34,654.03 |
S1 |
34,426.14 |
34,426.14 |
34,575.34 |
34,330.09 |
S2 |
34,234.03 |
34,234.03 |
34,532.44 |
|
S3 |
33,766.01 |
33,958.12 |
34,489.53 |
|
S4 |
33,297.99 |
33,490.10 |
34,360.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,902.04 |
34,058.72 |
843.32 |
2.5% |
291.38 |
0.9% |
1% |
False |
True |
353,105,511 |
10 |
34,977.97 |
34,058.72 |
919.25 |
2.7% |
265.68 |
0.8% |
1% |
False |
True |
328,250,578 |
20 |
35,070.21 |
34,029.22 |
1,040.99 |
3.1% |
290.16 |
0.9% |
4% |
False |
False |
312,439,031 |
40 |
35,679.13 |
34,029.22 |
1,649.91 |
4.8% |
299.07 |
0.9% |
2% |
False |
False |
319,458,975 |
60 |
35,679.13 |
33,705.68 |
1,973.45 |
5.8% |
281.48 |
0.8% |
18% |
False |
False |
317,693,537 |
80 |
35,679.13 |
32,704.51 |
2,974.62 |
8.7% |
280.88 |
0.8% |
46% |
False |
False |
327,753,366 |
100 |
35,679.13 |
32,586.56 |
3,092.57 |
9.1% |
292.48 |
0.9% |
48% |
False |
False |
319,036,394 |
120 |
35,679.13 |
32,586.56 |
3,092.57 |
9.1% |
291.80 |
0.9% |
48% |
False |
False |
313,685,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,736.52 |
2.618 |
35,214.96 |
1.618 |
34,895.38 |
1.000 |
34,697.88 |
0.618 |
34,575.80 |
HIGH |
34,378.30 |
0.618 |
34,256.22 |
0.500 |
34,218.51 |
0.382 |
34,180.80 |
LOW |
34,058.72 |
0.618 |
33,861.22 |
1.000 |
33,739.14 |
1.618 |
33,541.64 |
2.618 |
33,222.06 |
4.250 |
32,700.51 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
34,218.51 |
34,417.50 |
PP |
34,169.15 |
34,301.81 |
S1 |
34,119.78 |
34,186.11 |
|