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 |
1,587.3910 |
1,591.2840 |
3.8930 |
0.2% |
1,622.4790 |
High |
1,602.2350 |
1,601.7320 |
-0.5030 |
0.0% |
1,669.1410 |
Low |
1,579.1840 |
1,564.2220 |
-14.9620 |
-0.9% |
1,569.8560 |
Close |
1,591.9050 |
1,586.7390 |
-5.1660 |
-0.3% |
1,591.9050 |
Range |
23.0510 |
37.5100 |
14.4590 |
62.7% |
99.2850 |
ATR |
48.7111 |
47.9110 |
-0.8001 |
-1.6% |
0.0000 |
Volume |
95,415 |
1,245 |
-94,170 |
-98.7% |
489,093 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.7610 |
1,679.2600 |
1,607.3695 |
|
R3 |
1,659.2510 |
1,641.7500 |
1,597.0543 |
|
R2 |
1,621.7410 |
1,621.7410 |
1,593.6158 |
|
R1 |
1,604.2400 |
1,604.2400 |
1,590.1774 |
1,594.2355 |
PP |
1,584.2310 |
1,584.2310 |
1,584.2310 |
1,579.2288 |
S1 |
1,566.7300 |
1,566.7300 |
1,583.3006 |
1,556.7255 |
S2 |
1,546.7210 |
1,546.7210 |
1,579.8622 |
|
S3 |
1,509.2110 |
1,529.2200 |
1,576.4238 |
|
S4 |
1,471.7010 |
1,491.7100 |
1,566.1085 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,908.1557 |
1,849.3153 |
1,646.5118 |
|
R3 |
1,808.8707 |
1,750.0303 |
1,619.2084 |
|
R2 |
1,709.5857 |
1,709.5857 |
1,610.1073 |
|
R1 |
1,650.7453 |
1,650.7453 |
1,601.0061 |
1,630.5230 |
PP |
1,610.3007 |
1,610.3007 |
1,610.3007 |
1,600.1895 |
S1 |
1,551.4603 |
1,551.4603 |
1,582.8039 |
1,531.2380 |
S2 |
1,511.0157 |
1,511.0157 |
1,573.7028 |
|
S3 |
1,411.7307 |
1,452.1753 |
1,564.6016 |
|
S4 |
1,312.4457 |
1,352.8903 |
1,537.2983 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,660.2160 |
1,564.2220 |
95.9940 |
6.0% |
38.7662 |
2.4% |
23% |
False |
True |
97,770 |
10 |
1,669.1410 |
1,538.8880 |
130.2530 |
8.2% |
42.7005 |
2.7% |
37% |
False |
False |
104,636 |
20 |
1,742.3600 |
1,533.7810 |
208.5790 |
13.1% |
49.0113 |
3.1% |
25% |
False |
False |
133,456 |
40 |
1,888.8030 |
1,533.7810 |
355.0220 |
22.4% |
48.8323 |
3.1% |
15% |
False |
False |
133,534 |
60 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.0% |
52.1455 |
3.3% |
11% |
False |
False |
126,017 |
80 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.0% |
57.2409 |
3.6% |
11% |
False |
False |
125,455 |
100 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.0% |
58.3041 |
3.7% |
11% |
False |
False |
130,691 |
120 |
2,137.7700 |
1,533.7810 |
603.9890 |
38.1% |
63.5161 |
4.0% |
9% |
False |
False |
150,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.1495 |
2.618 |
1,699.9332 |
1.618 |
1,662.4232 |
1.000 |
1,639.2420 |
0.618 |
1,624.9132 |
HIGH |
1,601.7320 |
0.618 |
1,587.4032 |
0.500 |
1,582.9770 |
0.382 |
1,578.5508 |
LOW |
1,564.2220 |
0.618 |
1,541.0408 |
1.000 |
1,526.7120 |
1.618 |
1,503.5308 |
2.618 |
1,466.0208 |
4.250 |
1,404.8045 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,585.4850 |
1,597.1425 |
PP |
1,584.2310 |
1,593.6747 |
S1 |
1,582.9770 |
1,590.2068 |
|