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 |
1,586.6690 |
1,594.1670 |
7.4980 |
0.5% |
1,622.4790 |
High |
1,632.5450 |
1,667.4210 |
34.8760 |
2.1% |
1,669.1410 |
Low |
1,583.8310 |
1,592.8110 |
8.9800 |
0.6% |
1,569.8560 |
Close |
1,594.1670 |
1,656.7550 |
62.5880 |
3.9% |
1,591.9050 |
Range |
48.7140 |
74.6100 |
25.8960 |
53.2% |
99.2850 |
ATR |
45.9346 |
47.9829 |
2.0482 |
4.5% |
0.0000 |
Volume |
146,668 |
219,208 |
72,540 |
49.5% |
489,093 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.8257 |
1,834.4003 |
1,697.7905 |
|
R3 |
1,788.2157 |
1,759.7903 |
1,677.2728 |
|
R2 |
1,713.6057 |
1,713.6057 |
1,670.4335 |
|
R1 |
1,685.1803 |
1,685.1803 |
1,663.5943 |
1,699.3930 |
PP |
1,638.9957 |
1,638.9957 |
1,638.9957 |
1,646.1020 |
S1 |
1,610.5703 |
1,610.5703 |
1,649.9158 |
1,624.7830 |
S2 |
1,564.3857 |
1,564.3857 |
1,643.0765 |
|
S3 |
1,489.7757 |
1,535.9603 |
1,636.2373 |
|
S4 |
1,415.1657 |
1,461.3503 |
1,615.7195 |
|
|
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 |
1,667.4210 |
1,564.2220 |
103.1990 |
6.2% |
40.2266 |
2.4% |
90% |
True |
False |
109,792 |
10 |
1,669.1410 |
1,564.2220 |
104.9190 |
6.3% |
41.7040 |
2.5% |
88% |
False |
False |
102,620 |
20 |
1,720.4370 |
1,533.7810 |
186.6560 |
11.3% |
47.3212 |
2.9% |
66% |
False |
False |
119,119 |
40 |
1,872.9570 |
1,533.7810 |
339.1760 |
20.5% |
48.8618 |
2.9% |
36% |
False |
False |
135,105 |
60 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.7% |
50.5885 |
3.1% |
25% |
False |
False |
125,565 |
80 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.7% |
56.0878 |
3.4% |
25% |
False |
False |
128,880 |
100 |
2,026.3210 |
1,533.7810 |
492.5400 |
29.7% |
57.5084 |
3.5% |
25% |
False |
False |
128,519 |
120 |
2,137.7700 |
1,533.7810 |
603.9890 |
36.5% |
62.6786 |
3.8% |
20% |
False |
False |
147,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,984.5135 |
2.618 |
1,862.7500 |
1.618 |
1,788.1400 |
1.000 |
1,742.0310 |
0.618 |
1,713.5300 |
HIGH |
1,667.4210 |
0.618 |
1,638.9200 |
0.500 |
1,630.1160 |
0.382 |
1,621.3120 |
LOW |
1,592.8110 |
0.618 |
1,546.7020 |
1.000 |
1,518.2010 |
1.618 |
1,472.0920 |
2.618 |
1,397.4820 |
4.250 |
1,275.7185 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,647.8753 |
1,645.8078 |
PP |
1,638.9957 |
1,634.8607 |
S1 |
1,630.1160 |
1,623.9135 |
|