| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
35,255 |
35,290 |
35 |
0.1% |
35,481 |
| High |
35,297 |
35,445 |
148 |
0.4% |
35,588 |
| Low |
35,134 |
35,290 |
156 |
0.4% |
35,000 |
| Close |
35,255 |
35,329 |
74 |
0.2% |
35,255 |
| Range |
163 |
155 |
-8 |
-4.9% |
588 |
| ATR |
274 |
268 |
-6 |
-2.2% |
0 |
| Volume |
0 |
1 |
1 |
|
15 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,820 |
35,729 |
35,414 |
|
| R3 |
35,665 |
35,574 |
35,372 |
|
| R2 |
35,510 |
35,510 |
35,358 |
|
| R1 |
35,419 |
35,419 |
35,343 |
35,465 |
| PP |
35,355 |
35,355 |
35,355 |
35,377 |
| S1 |
35,264 |
35,264 |
35,315 |
35,310 |
| S2 |
35,200 |
35,200 |
35,301 |
|
| S3 |
35,045 |
35,109 |
35,287 |
|
| S4 |
34,890 |
34,954 |
35,244 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,045 |
36,738 |
35,579 |
|
| R3 |
36,457 |
36,150 |
35,417 |
|
| R2 |
35,869 |
35,869 |
35,363 |
|
| R1 |
35,562 |
35,562 |
35,309 |
35,422 |
| PP |
35,281 |
35,281 |
35,281 |
35,211 |
| S1 |
34,974 |
34,974 |
35,201 |
34,834 |
| S2 |
34,693 |
34,693 |
35,147 |
|
| S3 |
34,105 |
34,386 |
35,093 |
|
| S4 |
33,517 |
33,798 |
34,932 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35,588 |
35,000 |
588 |
1.7% |
216 |
0.6% |
56% |
False |
False |
3 |
| 10 |
35,780 |
35,000 |
780 |
2.2% |
216 |
0.6% |
42% |
False |
False |
9 |
| 20 |
36,005 |
34,748 |
1,257 |
3.6% |
256 |
0.7% |
46% |
False |
False |
10 |
| 40 |
36,433 |
34,748 |
1,685 |
4.8% |
218 |
0.6% |
34% |
False |
False |
5 |
| 60 |
36,433 |
34,447 |
1,986 |
5.6% |
182 |
0.5% |
44% |
False |
False |
4 |
| 80 |
36,433 |
33,387 |
3,046 |
8.6% |
138 |
0.4% |
64% |
False |
False |
3 |
| 100 |
36,433 |
33,387 |
3,046 |
8.6% |
119 |
0.3% |
64% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36,104 |
|
2.618 |
35,851 |
|
1.618 |
35,696 |
|
1.000 |
35,600 |
|
0.618 |
35,541 |
|
HIGH |
35,445 |
|
0.618 |
35,386 |
|
0.500 |
35,368 |
|
0.382 |
35,349 |
|
LOW |
35,290 |
|
0.618 |
35,194 |
|
1.000 |
35,135 |
|
1.618 |
35,039 |
|
2.618 |
34,884 |
|
4.250 |
34,631 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
35,368 |
35,304 |
| PP |
35,355 |
35,280 |
| S1 |
35,342 |
35,255 |
|