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 |
1,925.46 |
1,915.94 |
-9.52 |
-0.5% |
1,923.78 |
High |
1,926.56 |
1,916.74 |
-9.82 |
-0.5% |
1,947.12 |
Low |
1,915.42 |
1,899.59 |
-15.83 |
-0.8% |
1,915.20 |
Close |
1,916.02 |
1,900.49 |
-15.53 |
-0.8% |
1,925.42 |
Range |
11.14 |
17.15 |
6.01 |
53.9% |
31.92 |
ATR |
13.04 |
13.33 |
0.29 |
2.3% |
0.00 |
Volume |
5,720 |
5,845 |
125 |
2.2% |
29,590 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,957.06 |
1,945.92 |
1,909.92 |
|
R3 |
1,939.91 |
1,928.77 |
1,905.21 |
|
R2 |
1,922.76 |
1,922.76 |
1,903.63 |
|
R1 |
1,911.62 |
1,911.62 |
1,902.06 |
1,908.62 |
PP |
1,905.61 |
1,905.61 |
1,905.61 |
1,904.10 |
S1 |
1,894.47 |
1,894.47 |
1,898.92 |
1,891.47 |
S2 |
1,888.46 |
1,888.46 |
1,897.35 |
|
S3 |
1,871.31 |
1,877.32 |
1,895.77 |
|
S4 |
1,854.16 |
1,860.17 |
1,891.06 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.01 |
2,007.13 |
1,942.98 |
|
R3 |
1,993.09 |
1,975.21 |
1,934.20 |
|
R2 |
1,961.17 |
1,961.17 |
1,931.27 |
|
R1 |
1,943.29 |
1,943.29 |
1,928.35 |
1,952.23 |
PP |
1,929.25 |
1,929.25 |
1,929.25 |
1,933.72 |
S1 |
1,911.37 |
1,911.37 |
1,922.49 |
1,920.31 |
S2 |
1,897.33 |
1,897.33 |
1,919.57 |
|
S3 |
1,865.41 |
1,879.45 |
1,916.64 |
|
S4 |
1,833.49 |
1,847.53 |
1,907.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,947.12 |
1,899.59 |
47.53 |
2.5% |
14.32 |
0.8% |
2% |
False |
True |
5,846 |
10 |
1,947.12 |
1,899.59 |
47.53 |
2.5% |
12.70 |
0.7% |
2% |
False |
True |
5,895 |
20 |
1,950.48 |
1,899.59 |
50.89 |
2.7% |
12.77 |
0.7% |
2% |
False |
True |
5,932 |
40 |
1,972.15 |
1,885.45 |
86.70 |
4.6% |
13.48 |
0.7% |
17% |
False |
False |
5,792 |
60 |
1,987.26 |
1,885.45 |
101.81 |
5.4% |
15.00 |
0.8% |
15% |
False |
False |
5,774 |
80 |
1,987.26 |
1,885.45 |
101.81 |
5.4% |
16.43 |
0.9% |
15% |
False |
False |
5,750 |
100 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
17.88 |
0.9% |
9% |
False |
False |
5,701 |
120 |
2,059.31 |
1,885.45 |
173.86 |
9.1% |
19.25 |
1.0% |
9% |
False |
False |
5,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,989.63 |
2.618 |
1,961.64 |
1.618 |
1,944.49 |
1.000 |
1,933.89 |
0.618 |
1,927.34 |
HIGH |
1,916.74 |
0.618 |
1,910.19 |
0.500 |
1,908.17 |
0.382 |
1,906.14 |
LOW |
1,899.59 |
0.618 |
1,888.99 |
1.000 |
1,882.44 |
1.618 |
1,871.84 |
2.618 |
1,854.69 |
4.250 |
1,826.70 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,908.17 |
1,914.04 |
PP |
1,905.61 |
1,909.52 |
S1 |
1,903.05 |
1,905.01 |
|