Trading Metrics calculated at close of trading on 28-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,163.83 |
26,246.64 |
82.81 |
0.3% |
26,425.24 |
High |
26,831.19 |
27,280.10 |
448.91 |
1.7% |
27,492.28 |
Low |
26,100.18 |
26,234.13 |
133.95 |
0.5% |
26,377.90 |
Close |
26,246.70 |
27,095.68 |
848.98 |
3.2% |
26,541.52 |
Range |
731.01 |
1,045.97 |
314.96 |
43.1% |
1,114.38 |
ATR |
710.14 |
734.13 |
23.99 |
3.4% |
0.00 |
Volume |
27,239 |
34,129 |
6,890 |
25.3% |
94,863 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,007.88 |
29,597.75 |
27,670.96 |
|
R3 |
28,961.91 |
28,551.78 |
27,383.32 |
|
R2 |
27,915.94 |
27,915.94 |
27,287.44 |
|
R1 |
27,505.81 |
27,505.81 |
27,191.56 |
27,710.88 |
PP |
26,869.97 |
26,869.97 |
26,869.97 |
26,972.50 |
S1 |
26,459.84 |
26,459.84 |
26,999.80 |
26,664.91 |
S2 |
25,824.00 |
25,824.00 |
26,903.92 |
|
S3 |
24,778.03 |
25,413.87 |
26,808.04 |
|
S4 |
23,732.06 |
24,367.90 |
26,520.40 |
|
|
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 |
27,280.10 |
26,012.56 |
1,267.54 |
4.7% |
609.14 |
2.2% |
85% |
True |
False |
18,687 |
10 |
27,492.28 |
26,012.56 |
1,479.72 |
5.5% |
669.75 |
2.5% |
73% |
False |
False |
18,900 |
20 |
27,492.28 |
24,963.04 |
2,529.24 |
9.3% |
726.80 |
2.7% |
84% |
False |
False |
21,116 |
40 |
30,167.38 |
24,963.04 |
5,204.34 |
19.2% |
736.99 |
2.7% |
41% |
False |
False |
20,733 |
60 |
31,765.71 |
24,963.04 |
6,802.67 |
25.1% |
758.50 |
2.8% |
31% |
False |
False |
18,717 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
25.6% |
840.68 |
3.1% |
33% |
False |
False |
20,164 |
100 |
31,765.71 |
24,815.78 |
6,949.93 |
25.6% |
863.04 |
3.2% |
33% |
False |
False |
19,672 |
120 |
31,765.71 |
24,815.78 |
6,949.93 |
25.6% |
920.92 |
3.4% |
33% |
False |
False |
21,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,725.47 |
2.618 |
30,018.45 |
1.618 |
28,972.48 |
1.000 |
28,326.07 |
0.618 |
27,926.51 |
HIGH |
27,280.10 |
0.618 |
26,880.54 |
0.500 |
26,757.12 |
0.382 |
26,633.69 |
LOW |
26,234.13 |
0.618 |
25,587.72 |
1.000 |
25,188.16 |
1.618 |
24,541.75 |
2.618 |
23,495.78 |
4.250 |
21,788.76 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,982.83 |
26,960.07 |
PP |
26,869.97 |
26,824.47 |
S1 |
26,757.12 |
26,688.86 |
|