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 |
1,915.94 |
1,900.66 |
-15.28 |
-0.8% |
1,923.78 |
High |
1,916.74 |
1,902.73 |
-14.01 |
-0.7% |
1,947.12 |
Low |
1,899.59 |
1,873.12 |
-26.47 |
-1.4% |
1,915.20 |
Close |
1,900.49 |
1,875.45 |
-25.04 |
-1.3% |
1,925.42 |
Range |
17.15 |
29.61 |
12.46 |
72.7% |
31.92 |
ATR |
13.33 |
14.50 |
1.16 |
8.7% |
0.00 |
Volume |
5,845 |
5,777 |
-68 |
-1.2% |
29,590 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.60 |
1,953.63 |
1,891.74 |
|
R3 |
1,942.99 |
1,924.02 |
1,883.59 |
|
R2 |
1,913.38 |
1,913.38 |
1,880.88 |
|
R1 |
1,894.41 |
1,894.41 |
1,878.16 |
1,889.09 |
PP |
1,883.77 |
1,883.77 |
1,883.77 |
1,881.11 |
S1 |
1,864.80 |
1,864.80 |
1,872.74 |
1,859.48 |
S2 |
1,854.16 |
1,854.16 |
1,870.02 |
|
S3 |
1,824.55 |
1,835.19 |
1,867.31 |
|
S4 |
1,794.94 |
1,805.58 |
1,859.16 |
|
|
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 |
1,931.41 |
1,873.12 |
58.29 |
3.1% |
16.55 |
0.9% |
4% |
False |
True |
5,824 |
10 |
1,947.12 |
1,873.12 |
74.00 |
3.9% |
15.01 |
0.8% |
3% |
False |
True |
5,876 |
20 |
1,950.48 |
1,873.12 |
77.36 |
4.1% |
13.11 |
0.7% |
3% |
False |
True |
5,923 |
40 |
1,965.86 |
1,873.12 |
92.74 |
4.9% |
13.75 |
0.7% |
3% |
False |
True |
5,794 |
60 |
1,987.26 |
1,873.12 |
114.14 |
6.1% |
15.14 |
0.8% |
2% |
False |
True |
5,776 |
80 |
1,987.26 |
1,873.12 |
114.14 |
6.1% |
16.45 |
0.9% |
2% |
False |
True |
5,751 |
100 |
2,059.31 |
1,873.12 |
186.19 |
9.9% |
17.90 |
1.0% |
1% |
False |
True |
5,705 |
120 |
2,059.31 |
1,873.12 |
186.19 |
9.9% |
19.11 |
1.0% |
1% |
False |
True |
5,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,028.57 |
2.618 |
1,980.25 |
1.618 |
1,950.64 |
1.000 |
1,932.34 |
0.618 |
1,921.03 |
HIGH |
1,902.73 |
0.618 |
1,891.42 |
0.500 |
1,887.93 |
0.382 |
1,884.43 |
LOW |
1,873.12 |
0.618 |
1,854.82 |
1.000 |
1,843.51 |
1.618 |
1,825.21 |
2.618 |
1,795.60 |
4.250 |
1,747.28 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,887.93 |
1,899.84 |
PP |
1,883.77 |
1,891.71 |
S1 |
1,879.61 |
1,883.58 |
|