Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
27,081.68 |
26,601.70 |
-479.98 |
-1.8% |
26,425.24 |
High |
27,238.27 |
26,737.84 |
-500.43 |
-1.8% |
27,492.28 |
Low |
26,377.90 |
26,492.84 |
114.94 |
0.4% |
26,377.90 |
Close |
26,602.73 |
26,541.52 |
-61.21 |
-0.2% |
26,541.52 |
Range |
860.37 |
245.00 |
-615.37 |
-71.5% |
1,114.38 |
ATR |
779.42 |
741.25 |
-38.17 |
-4.9% |
0.00 |
Volume |
24,527 |
17,767 |
-6,760 |
-27.6% |
94,863 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,325.73 |
27,178.63 |
26,676.27 |
|
R3 |
27,080.73 |
26,933.63 |
26,608.90 |
|
R2 |
26,835.73 |
26,835.73 |
26,586.44 |
|
R1 |
26,688.63 |
26,688.63 |
26,563.98 |
26,639.68 |
PP |
26,590.73 |
26,590.73 |
26,590.73 |
26,566.26 |
S1 |
26,443.63 |
26,443.63 |
26,519.06 |
26,394.68 |
S2 |
26,345.73 |
26,345.73 |
26,496.60 |
|
S3 |
26,100.73 |
26,198.63 |
26,474.15 |
|
S4 |
25,855.73 |
25,953.63 |
26,406.77 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,147.04 |
29,458.66 |
27,154.43 |
|
R3 |
29,032.66 |
28,344.28 |
26,847.97 |
|
R2 |
27,918.28 |
27,918.28 |
26,745.82 |
|
R1 |
27,229.90 |
27,229.90 |
26,643.67 |
27,574.09 |
PP |
26,803.90 |
26,803.90 |
26,803.90 |
26,976.00 |
S1 |
26,115.52 |
26,115.52 |
26,439.37 |
26,459.71 |
S2 |
25,689.52 |
25,689.52 |
26,337.22 |
|
S3 |
24,575.14 |
25,001.14 |
26,235.07 |
|
S4 |
23,460.76 |
23,886.76 |
25,928.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,492.28 |
26,377.90 |
1,114.38 |
4.2% |
692.23 |
2.6% |
15% |
False |
False |
18,972 |
10 |
27,492.28 |
24,963.04 |
2,529.24 |
9.5% |
754.70 |
2.8% |
62% |
False |
False |
20,777 |
20 |
28,045.13 |
24,963.04 |
3,082.09 |
11.6% |
766.66 |
2.9% |
51% |
False |
False |
21,665 |
40 |
30,167.38 |
24,963.04 |
5,204.34 |
19.6% |
729.93 |
2.8% |
30% |
False |
False |
20,264 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
25.6% |
777.93 |
2.9% |
23% |
False |
False |
19,094 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
26.2% |
859.55 |
3.2% |
25% |
False |
False |
19,899 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.2% |
870.41 |
3.3% |
25% |
False |
False |
20,084 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
26.2% |
928.62 |
3.5% |
25% |
False |
False |
21,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,779.09 |
2.618 |
27,379.25 |
1.618 |
27,134.25 |
1.000 |
26,982.84 |
0.618 |
26,889.25 |
HIGH |
26,737.84 |
0.618 |
26,644.25 |
0.500 |
26,615.34 |
0.382 |
26,586.43 |
LOW |
26,492.84 |
0.618 |
26,341.43 |
1.000 |
26,247.84 |
1.618 |
26,096.43 |
2.618 |
25,851.43 |
4.250 |
25,451.59 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,615.34 |
26,882.84 |
PP |
26,590.73 |
26,769.06 |
S1 |
26,566.13 |
26,655.29 |
|