| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
26,180 |
26,330 |
150 |
0.6% |
25,985 |
| High |
26,520 |
26,955 |
435 |
1.6% |
26,560 |
| Low |
25,845 |
26,215 |
370 |
1.4% |
25,335 |
| Close |
26,205 |
26,765 |
560 |
2.1% |
26,005 |
| Range |
675 |
740 |
65 |
9.6% |
1,225 |
| ATR |
947 |
933 |
-14 |
-1.5% |
0 |
| Volume |
5,247 |
5,968 |
721 |
13.7% |
20,003 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,865 |
28,555 |
27,172 |
|
| R3 |
28,125 |
27,815 |
26,969 |
|
| R2 |
27,385 |
27,385 |
26,901 |
|
| R1 |
27,075 |
27,075 |
26,833 |
27,230 |
| PP |
26,645 |
26,645 |
26,645 |
26,723 |
| S1 |
26,335 |
26,335 |
26,697 |
26,490 |
| S2 |
25,905 |
25,905 |
26,629 |
|
| S3 |
25,165 |
25,595 |
26,562 |
|
| S4 |
24,425 |
24,855 |
26,358 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,642 |
29,048 |
26,679 |
|
| R3 |
28,417 |
27,823 |
26,342 |
|
| R2 |
27,192 |
27,192 |
26,230 |
|
| R1 |
26,598 |
26,598 |
26,117 |
26,895 |
| PP |
25,967 |
25,967 |
25,967 |
26,115 |
| S1 |
25,373 |
25,373 |
25,893 |
25,670 |
| S2 |
24,742 |
24,742 |
25,780 |
|
| S3 |
23,517 |
24,148 |
25,668 |
|
| S4 |
22,292 |
22,923 |
25,331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
26,955 |
24,925 |
2,030 |
7.6% |
1,013 |
3.8% |
91% |
True |
False |
7,468 |
| 10 |
27,705 |
24,925 |
2,780 |
10.4% |
946 |
3.5% |
66% |
False |
False |
6,834 |
| 20 |
29,145 |
24,925 |
4,220 |
15.8% |
964 |
3.6% |
44% |
False |
False |
6,568 |
| 40 |
31,060 |
24,925 |
6,135 |
22.9% |
804 |
3.0% |
30% |
False |
False |
3,680 |
| 60 |
32,705 |
24,925 |
7,780 |
29.1% |
880 |
3.3% |
24% |
False |
False |
2,469 |
| 80 |
32,705 |
24,925 |
7,780 |
29.1% |
877 |
3.3% |
24% |
False |
False |
1,853 |
| 100 |
32,705 |
24,925 |
7,780 |
29.1% |
856 |
3.2% |
24% |
False |
False |
1,483 |
| 120 |
32,705 |
24,925 |
7,780 |
29.1% |
839 |
3.1% |
24% |
False |
False |
1,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30,100 |
|
2.618 |
28,892 |
|
1.618 |
28,152 |
|
1.000 |
27,695 |
|
0.618 |
27,412 |
|
HIGH |
26,955 |
|
0.618 |
26,672 |
|
0.500 |
26,585 |
|
0.382 |
26,498 |
|
LOW |
26,215 |
|
0.618 |
25,758 |
|
1.000 |
25,475 |
|
1.618 |
25,018 |
|
2.618 |
24,278 |
|
4.250 |
23,070 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
26,705 |
26,519 |
| PP |
26,645 |
26,273 |
| S1 |
26,585 |
26,028 |
|