Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,601.70 |
26,534.11 |
-67.59 |
-0.3% |
26,425.24 |
High |
26,737.84 |
26,743.21 |
5.37 |
0.0% |
27,492.28 |
Low |
26,492.84 |
26,012.56 |
-480.28 |
-1.8% |
26,377.90 |
Close |
26,541.52 |
26,298.26 |
-243.26 |
-0.9% |
26,541.52 |
Range |
245.00 |
730.65 |
485.65 |
198.2% |
1,114.38 |
ATR |
741.25 |
740.49 |
-0.76 |
-0.1% |
0.00 |
Volume |
17,767 |
244 |
-17,523 |
-98.6% |
94,863 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,543.29 |
28,151.43 |
26,700.12 |
|
R3 |
27,812.64 |
27,420.78 |
26,499.19 |
|
R2 |
27,081.99 |
27,081.99 |
26,432.21 |
|
R1 |
26,690.13 |
26,690.13 |
26,365.24 |
26,520.74 |
PP |
26,351.34 |
26,351.34 |
26,351.34 |
26,266.65 |
S1 |
25,959.48 |
25,959.48 |
26,231.28 |
25,790.09 |
S2 |
25,620.69 |
25,620.69 |
26,164.31 |
|
S3 |
24,890.04 |
25,228.83 |
26,097.33 |
|
S4 |
24,159.39 |
24,498.18 |
25,896.40 |
|
|
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 |
26,012.56 |
1,479.72 |
5.6% |
636.07 |
2.4% |
19% |
False |
True |
18,952 |
10 |
27,492.28 |
25,080.31 |
2,411.97 |
9.2% |
725.01 |
2.8% |
50% |
False |
False |
20,772 |
20 |
28,045.13 |
24,963.04 |
3,082.09 |
11.7% |
781.53 |
3.0% |
43% |
False |
False |
20,599 |
40 |
30,167.38 |
24,963.04 |
5,204.34 |
19.8% |
738.09 |
2.8% |
26% |
False |
False |
20,267 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
25.9% |
776.71 |
3.0% |
20% |
False |
False |
18,690 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
26.4% |
856.57 |
3.3% |
21% |
False |
False |
19,537 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.4% |
865.98 |
3.3% |
21% |
False |
False |
19,768 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
26.4% |
924.19 |
3.5% |
21% |
False |
False |
21,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,848.47 |
2.618 |
28,656.05 |
1.618 |
27,925.40 |
1.000 |
27,473.86 |
0.618 |
27,194.75 |
HIGH |
26,743.21 |
0.618 |
26,464.10 |
0.500 |
26,377.89 |
0.382 |
26,291.67 |
LOW |
26,012.56 |
0.618 |
25,561.02 |
1.000 |
25,281.91 |
1.618 |
24,830.37 |
2.618 |
24,099.72 |
4.250 |
22,907.30 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,377.89 |
26,625.42 |
PP |
26,351.34 |
26,516.36 |
S1 |
26,324.80 |
26,407.31 |
|