| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
26,915 |
27,405 |
490 |
1.8% |
25,980 |
| High |
26,915 |
27,885 |
970 |
3.6% |
27,305 |
| Low |
26,720 |
27,405 |
685 |
2.6% |
25,425 |
| Close |
26,885 |
27,405 |
520 |
1.9% |
26,885 |
| Range |
195 |
480 |
285 |
146.2% |
1,880 |
| ATR |
799 |
813 |
14 |
1.8% |
0 |
| Volume |
1 |
2 |
1 |
100.0% |
41 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,005 |
28,685 |
27,669 |
|
| R3 |
28,525 |
28,205 |
27,537 |
|
| R2 |
28,045 |
28,045 |
27,493 |
|
| R1 |
27,725 |
27,725 |
27,449 |
27,645 |
| PP |
27,565 |
27,565 |
27,565 |
27,525 |
| S1 |
27,245 |
27,245 |
27,361 |
27,165 |
| S2 |
27,085 |
27,085 |
27,317 |
|
| S3 |
26,605 |
26,765 |
27,273 |
|
| S4 |
26,125 |
26,285 |
27,141 |
|
|
| 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 |
27,885 |
26,280 |
1,605 |
5.9% |
485 |
1.8% |
70% |
True |
False |
7 |
| 10 |
27,885 |
25,425 |
2,460 |
9.0% |
578 |
2.1% |
80% |
True |
False |
8 |
| 20 |
28,905 |
25,425 |
3,480 |
12.7% |
710 |
2.6% |
57% |
False |
False |
12 |
| 40 |
31,355 |
25,425 |
5,930 |
21.6% |
610 |
2.2% |
33% |
False |
False |
7 |
| 60 |
33,240 |
25,425 |
7,815 |
28.5% |
619 |
2.3% |
25% |
False |
False |
5 |
| 80 |
33,240 |
25,425 |
7,815 |
28.5% |
640 |
2.3% |
25% |
False |
False |
5 |
| 100 |
33,240 |
25,425 |
7,815 |
28.5% |
580 |
2.1% |
25% |
False |
False |
4 |
| 120 |
33,240 |
25,425 |
7,815 |
28.5% |
537 |
2.0% |
25% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,925 |
|
2.618 |
29,142 |
|
1.618 |
28,662 |
|
1.000 |
28,365 |
|
0.618 |
28,182 |
|
HIGH |
27,885 |
|
0.618 |
27,702 |
|
0.500 |
27,645 |
|
0.382 |
27,588 |
|
LOW |
27,405 |
|
0.618 |
27,108 |
|
1.000 |
26,925 |
|
1.618 |
26,628 |
|
2.618 |
26,148 |
|
4.250 |
25,365 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
27,645 |
27,359 |
| PP |
27,565 |
27,313 |
| S1 |
27,485 |
27,268 |
|