Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,534.11 |
26,298.26 |
-235.85 |
-0.9% |
26,425.24 |
High |
26,743.21 |
26,390.68 |
-352.53 |
-1.3% |
27,492.28 |
Low |
26,012.56 |
26,097.62 |
85.06 |
0.3% |
26,377.90 |
Close |
26,298.26 |
26,163.86 |
-134.40 |
-0.5% |
26,541.52 |
Range |
730.65 |
293.06 |
-437.59 |
-59.9% |
1,114.38 |
ATR |
740.49 |
708.53 |
-31.96 |
-4.3% |
0.00 |
Volume |
244 |
14,056 |
13,812 |
5,660.7% |
94,863 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,096.57 |
26,923.27 |
26,325.04 |
|
R3 |
26,803.51 |
26,630.21 |
26,244.45 |
|
R2 |
26,510.45 |
26,510.45 |
26,217.59 |
|
R1 |
26,337.15 |
26,337.15 |
26,190.72 |
26,277.27 |
PP |
26,217.39 |
26,217.39 |
26,217.39 |
26,187.45 |
S1 |
26,044.09 |
26,044.09 |
26,137.00 |
25,984.21 |
S2 |
25,924.33 |
25,924.33 |
26,110.13 |
|
S3 |
25,631.27 |
25,751.03 |
26,083.27 |
|
S4 |
25,338.21 |
25,457.97 |
26,002.68 |
|
|
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 |
27,387.77 |
26,012.56 |
1,375.21 |
5.3% |
531.60 |
2.0% |
11% |
False |
False |
16,191 |
10 |
27,492.28 |
25,776.64 |
1,715.64 |
6.6% |
615.61 |
2.4% |
23% |
False |
False |
18,080 |
20 |
28,045.13 |
24,963.04 |
3,082.09 |
11.8% |
779.13 |
3.0% |
39% |
False |
False |
21,296 |
40 |
30,167.38 |
24,963.04 |
5,204.34 |
19.9% |
734.35 |
2.8% |
23% |
False |
False |
20,615 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
26.0% |
757.32 |
2.9% |
18% |
False |
False |
18,008 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
26.6% |
851.71 |
3.3% |
19% |
False |
False |
19,400 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.6% |
862.56 |
3.3% |
19% |
False |
False |
19,620 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
26.6% |
917.21 |
3.5% |
19% |
False |
False |
21,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,636.19 |
2.618 |
27,157.91 |
1.618 |
26,864.85 |
1.000 |
26,683.74 |
0.618 |
26,571.79 |
HIGH |
26,390.68 |
0.618 |
26,278.73 |
0.500 |
26,244.15 |
0.382 |
26,209.57 |
LOW |
26,097.62 |
0.618 |
25,916.51 |
1.000 |
25,804.56 |
1.618 |
25,623.45 |
2.618 |
25,330.39 |
4.250 |
24,852.12 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,244.15 |
26,377.89 |
PP |
26,217.39 |
26,306.54 |
S1 |
26,190.62 |
26,235.20 |
|