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 |
1,586.7300 |
1,586.6690 |
-0.0610 |
0.0% |
1,622.4790 |
High |
1,597.6540 |
1,632.5450 |
34.8910 |
2.2% |
1,669.1410 |
Low |
1,580.4060 |
1,583.8310 |
3.4250 |
0.2% |
1,569.8560 |
Close |
1,587.3850 |
1,594.1670 |
6.7820 |
0.4% |
1,591.9050 |
Range |
17.2480 |
48.7140 |
31.4660 |
182.4% |
99.2850 |
ATR |
45.7208 |
45.9346 |
0.2138 |
0.5% |
0.0000 |
Volume |
86,426 |
146,668 |
60,242 |
69.7% |
489,093 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,749.6563 |
1,720.6257 |
1,620.9597 |
|
R3 |
1,700.9423 |
1,671.9117 |
1,607.5634 |
|
R2 |
1,652.2283 |
1,652.2283 |
1,603.0979 |
|
R1 |
1,623.1977 |
1,623.1977 |
1,598.6325 |
1,637.7130 |
PP |
1,603.5143 |
1,603.5143 |
1,603.5143 |
1,610.7720 |
S1 |
1,574.4837 |
1,574.4837 |
1,589.7016 |
1,588.9990 |
S2 |
1,554.8003 |
1,554.8003 |
1,585.2361 |
|
S3 |
1,506.0863 |
1,525.7697 |
1,580.7707 |
|
S4 |
1,457.3723 |
1,477.0557 |
1,567.3743 |
|
|
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 |
1,632.5450 |
1,564.2220 |
68.3230 |
4.3% |
37.3460 |
2.3% |
44% |
True |
False |
97,026 |
10 |
1,669.1410 |
1,564.2220 |
104.9190 |
6.6% |
38.0336 |
2.4% |
29% |
False |
False |
96,009 |
20 |
1,734.3810 |
1,533.7810 |
200.6000 |
12.6% |
45.4653 |
2.9% |
30% |
False |
False |
114,756 |
40 |
1,878.5800 |
1,533.7810 |
344.7990 |
21.6% |
48.3973 |
3.0% |
18% |
False |
False |
134,070 |
60 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.9% |
50.1303 |
3.1% |
12% |
False |
False |
124,037 |
80 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.9% |
56.7775 |
3.6% |
12% |
False |
False |
126,140 |
100 |
2,026.3210 |
1,533.7810 |
492.5400 |
30.9% |
58.0268 |
3.6% |
12% |
False |
False |
129,450 |
120 |
2,137.7700 |
1,533.7810 |
603.9890 |
37.9% |
62.5297 |
3.9% |
10% |
False |
False |
147,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,839.5795 |
2.618 |
1,760.0783 |
1.618 |
1,711.3643 |
1.000 |
1,681.2590 |
0.618 |
1,662.6503 |
HIGH |
1,632.5450 |
0.618 |
1,613.9363 |
0.500 |
1,608.1880 |
0.382 |
1,602.4397 |
LOW |
1,583.8310 |
0.618 |
1,553.7257 |
1.000 |
1,535.1170 |
1.618 |
1,505.0117 |
2.618 |
1,456.2977 |
4.250 |
1,376.7965 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,608.1880 |
1,598.3835 |
PP |
1,603.5143 |
1,596.9780 |
S1 |
1,598.8407 |
1,595.5725 |
|