Trading Metrics calculated at close of trading on 27-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,298.26 |
26,163.83 |
-134.43 |
-0.5% |
26,425.24 |
High |
26,390.68 |
26,831.19 |
440.51 |
1.7% |
27,492.28 |
Low |
26,097.62 |
26,100.18 |
2.56 |
0.0% |
26,377.90 |
Close |
26,163.86 |
26,246.70 |
82.84 |
0.3% |
26,541.52 |
Range |
293.06 |
731.01 |
437.95 |
149.4% |
1,114.38 |
ATR |
708.53 |
710.14 |
1.61 |
0.2% |
0.00 |
Volume |
14,056 |
27,239 |
13,183 |
93.8% |
94,863 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,585.72 |
28,147.22 |
26,648.76 |
|
R3 |
27,854.71 |
27,416.21 |
26,447.73 |
|
R2 |
27,123.70 |
27,123.70 |
26,380.72 |
|
R1 |
26,685.20 |
26,685.20 |
26,313.71 |
26,904.45 |
PP |
26,392.69 |
26,392.69 |
26,392.69 |
26,502.32 |
S1 |
25,954.19 |
25,954.19 |
26,179.69 |
26,173.44 |
S2 |
25,661.68 |
25,661.68 |
26,112.68 |
|
S3 |
24,930.67 |
25,223.18 |
26,045.67 |
|
S4 |
24,199.66 |
24,492.17 |
25,844.64 |
|
|
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 |
27,238.27 |
26,012.56 |
1,225.71 |
4.7% |
572.02 |
2.2% |
19% |
False |
False |
16,766 |
10 |
27,492.28 |
26,012.56 |
1,479.72 |
5.6% |
627.74 |
2.4% |
16% |
False |
False |
18,316 |
20 |
27,758.77 |
24,963.04 |
2,795.73 |
10.7% |
709.20 |
2.7% |
46% |
False |
False |
20,612 |
40 |
30,167.38 |
24,963.04 |
5,204.34 |
19.8% |
737.28 |
2.8% |
25% |
False |
False |
20,650 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
25.9% |
752.01 |
2.9% |
19% |
False |
False |
18,458 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
26.5% |
852.32 |
3.2% |
21% |
False |
False |
19,738 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
26.5% |
861.63 |
3.3% |
21% |
False |
False |
19,627 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
26.5% |
916.29 |
3.5% |
21% |
False |
False |
21,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,937.98 |
2.618 |
28,744.97 |
1.618 |
28,013.96 |
1.000 |
27,562.20 |
0.618 |
27,282.95 |
HIGH |
26,831.19 |
0.618 |
26,551.94 |
0.500 |
26,465.69 |
0.382 |
26,379.43 |
LOW |
26,100.18 |
0.618 |
25,648.42 |
1.000 |
25,369.17 |
1.618 |
24,917.41 |
2.618 |
24,186.40 |
4.250 |
22,993.39 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,465.69 |
26,421.88 |
PP |
26,392.69 |
26,363.48 |
S1 |
26,319.70 |
26,305.09 |
|