| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
26,705 |
26,915 |
210 |
0.8% |
25,980 |
| High |
27,305 |
26,915 |
-390 |
-1.4% |
27,305 |
| Low |
26,650 |
26,720 |
70 |
0.3% |
25,425 |
| Close |
27,175 |
26,885 |
-290 |
-1.1% |
26,885 |
| Range |
655 |
195 |
-460 |
-70.2% |
1,880 |
| ATR |
825 |
799 |
-26 |
-3.2% |
0 |
| Volume |
9 |
1 |
-8 |
-88.9% |
41 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,425 |
27,350 |
26,992 |
|
| R3 |
27,230 |
27,155 |
26,939 |
|
| R2 |
27,035 |
27,035 |
26,921 |
|
| R1 |
26,960 |
26,960 |
26,903 |
26,900 |
| PP |
26,840 |
26,840 |
26,840 |
26,810 |
| S1 |
26,765 |
26,765 |
26,867 |
26,705 |
| S2 |
26,645 |
26,645 |
26,849 |
|
| S3 |
26,450 |
26,570 |
26,831 |
|
| S4 |
26,255 |
26,375 |
26,778 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32,178 |
31,412 |
27,919 |
|
| R3 |
30,298 |
29,532 |
27,402 |
|
| R2 |
28,418 |
28,418 |
27,230 |
|
| R1 |
27,652 |
27,652 |
27,057 |
28,035 |
| PP |
26,538 |
26,538 |
26,538 |
26,730 |
| S1 |
25,772 |
25,772 |
26,713 |
26,155 |
| S2 |
24,658 |
24,658 |
26,540 |
|
| S3 |
22,778 |
23,892 |
26,368 |
|
| S4 |
20,898 |
22,012 |
25,851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,305 |
25,425 |
1,880 |
7.0% |
597 |
2.2% |
78% |
False |
False |
8 |
| 10 |
27,305 |
25,425 |
1,880 |
7.0% |
607 |
2.3% |
78% |
False |
False |
9 |
| 20 |
28,905 |
25,425 |
3,480 |
12.9% |
747 |
2.8% |
42% |
False |
False |
12 |
| 40 |
31,355 |
25,425 |
5,930 |
22.1% |
604 |
2.2% |
25% |
False |
False |
7 |
| 60 |
33,240 |
25,425 |
7,815 |
29.1% |
621 |
2.3% |
19% |
False |
False |
6 |
| 80 |
33,240 |
25,425 |
7,815 |
29.1% |
635 |
2.4% |
19% |
False |
False |
5 |
| 100 |
33,240 |
25,425 |
7,815 |
29.1% |
577 |
2.1% |
19% |
False |
False |
4 |
| 120 |
33,240 |
25,425 |
7,815 |
29.1% |
533 |
2.0% |
19% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,744 |
|
2.618 |
27,426 |
|
1.618 |
27,231 |
|
1.000 |
27,110 |
|
0.618 |
27,036 |
|
HIGH |
26,915 |
|
0.618 |
26,841 |
|
0.500 |
26,818 |
|
0.382 |
26,794 |
|
LOW |
26,720 |
|
0.618 |
26,599 |
|
1.000 |
26,525 |
|
1.618 |
26,404 |
|
2.618 |
26,209 |
|
4.250 |
25,891 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
26,863 |
26,854 |
| PP |
26,840 |
26,823 |
| S1 |
26,818 |
26,793 |
|