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 |
1,591.2840 |
1,586.7300 |
-4.5540 |
-0.3% |
1,622.4790 |
High |
1,601.7320 |
1,597.6540 |
-4.0780 |
-0.3% |
1,669.1410 |
Low |
1,564.2220 |
1,580.4060 |
16.1840 |
1.0% |
1,569.8560 |
Close |
1,586.7390 |
1,587.3850 |
0.6460 |
0.0% |
1,591.9050 |
Range |
37.5100 |
17.2480 |
-20.2620 |
-54.0% |
99.2850 |
ATR |
47.9110 |
45.7208 |
-2.1902 |
-4.6% |
0.0000 |
Volume |
1,245 |
86,426 |
85,181 |
6,841.8% |
489,093 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,640.2257 |
1,631.0533 |
1,596.8714 |
|
R3 |
1,622.9777 |
1,613.8053 |
1,592.1282 |
|
R2 |
1,605.7297 |
1,605.7297 |
1,590.5471 |
|
R1 |
1,596.5573 |
1,596.5573 |
1,588.9661 |
1,601.1435 |
PP |
1,588.4817 |
1,588.4817 |
1,588.4817 |
1,590.7748 |
S1 |
1,579.3093 |
1,579.3093 |
1,585.8039 |
1,583.8955 |
S2 |
1,571.2337 |
1,571.2337 |
1,584.2229 |
|
S3 |
1,553.9857 |
1,562.0613 |
1,582.6418 |
|
S4 |
1,536.7377 |
1,544.8133 |
1,577.8986 |
|
|
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 |
1,649.5420 |
1,564.2220 |
85.3200 |
5.4% |
35.7154 |
2.2% |
27% |
False |
False |
95,408 |
10 |
1,669.1410 |
1,564.2220 |
104.9190 |
6.6% |
36.5561 |
2.3% |
22% |
False |
False |
95,189 |
20 |
1,742.3600 |
1,533.7810 |
208.5790 |
13.1% |
48.1608 |
3.0% |
26% |
False |
False |
137,722 |
40 |
1,878.5800 |
1,533.7810 |
344.7990 |
21.7% |
48.3412 |
3.0% |
16% |
False |
False |
135,665 |
60 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.0% |
50.6619 |
3.2% |
11% |
False |
False |
121,633 |
80 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.0% |
56.8952 |
3.6% |
11% |
False |
False |
124,329 |
100 |
2,026.3210 |
1,533.7810 |
492.5400 |
31.0% |
58.0101 |
3.7% |
11% |
False |
False |
129,692 |
120 |
2,137.7700 |
1,533.7810 |
603.9890 |
38.0% |
62.7219 |
4.0% |
9% |
False |
False |
148,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,670.9580 |
2.618 |
1,642.8093 |
1.618 |
1,625.5613 |
1.000 |
1,614.9020 |
0.618 |
1,608.3133 |
HIGH |
1,597.6540 |
0.618 |
1,591.0653 |
0.500 |
1,589.0300 |
0.382 |
1,586.9947 |
LOW |
1,580.4060 |
0.618 |
1,569.7467 |
1.000 |
1,563.1580 |
1.618 |
1,552.4987 |
2.618 |
1,535.2507 |
4.250 |
1,507.1020 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,589.0300 |
1,585.9995 |
PP |
1,588.4817 |
1,584.6140 |
S1 |
1,587.9333 |
1,583.2285 |
|