Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,875.07 |
1,864.93 |
-10.14 |
-0.5% |
1,925.46 |
High |
1,878.03 |
1,878.05 |
0.02 |
0.0% |
1,926.56 |
Low |
1,859.15 |
1,846.70 |
-12.45 |
-0.7% |
1,846.70 |
Close |
1,864.92 |
1,849.20 |
-15.72 |
-0.8% |
1,849.20 |
Range |
18.88 |
31.35 |
12.47 |
66.0% |
79.86 |
ATR |
14.81 |
15.99 |
1.18 |
8.0% |
0.00 |
Volume |
5,692 |
5,685 |
-7 |
-0.1% |
28,719 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,952.03 |
1,931.97 |
1,866.44 |
|
R3 |
1,920.68 |
1,900.62 |
1,857.82 |
|
R2 |
1,889.33 |
1,889.33 |
1,854.95 |
|
R1 |
1,869.27 |
1,869.27 |
1,852.07 |
1,863.63 |
PP |
1,857.98 |
1,857.98 |
1,857.98 |
1,855.16 |
S1 |
1,837.92 |
1,837.92 |
1,846.33 |
1,832.28 |
S2 |
1,826.63 |
1,826.63 |
1,843.45 |
|
S3 |
1,795.28 |
1,806.57 |
1,840.58 |
|
S4 |
1,763.93 |
1,775.22 |
1,831.96 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,113.73 |
2,061.33 |
1,893.12 |
|
R3 |
2,033.87 |
1,981.47 |
1,871.16 |
|
R2 |
1,954.01 |
1,954.01 |
1,863.84 |
|
R1 |
1,901.61 |
1,901.61 |
1,856.52 |
1,887.88 |
PP |
1,874.15 |
1,874.15 |
1,874.15 |
1,867.29 |
S1 |
1,821.75 |
1,821.75 |
1,841.88 |
1,808.02 |
S2 |
1,794.29 |
1,794.29 |
1,834.56 |
|
S3 |
1,714.43 |
1,741.89 |
1,827.24 |
|
S4 |
1,634.57 |
1,662.03 |
1,805.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,926.56 |
1,846.70 |
79.86 |
4.3% |
21.63 |
1.2% |
3% |
False |
True |
5,743 |
10 |
1,947.12 |
1,846.70 |
100.42 |
5.4% |
16.95 |
0.9% |
2% |
False |
True |
5,830 |
20 |
1,950.48 |
1,846.70 |
103.78 |
5.6% |
14.58 |
0.8% |
2% |
False |
True |
5,892 |
40 |
1,950.48 |
1,846.70 |
103.78 |
5.6% |
13.92 |
0.8% |
2% |
False |
True |
5,792 |
60 |
1,987.26 |
1,846.70 |
140.56 |
7.6% |
15.35 |
0.8% |
2% |
False |
True |
5,774 |
80 |
1,987.26 |
1,846.70 |
140.56 |
7.6% |
16.33 |
0.9% |
2% |
False |
True |
5,753 |
100 |
2,046.46 |
1,846.70 |
199.76 |
10.8% |
17.63 |
1.0% |
1% |
False |
True |
5,717 |
120 |
2,059.31 |
1,846.70 |
212.61 |
11.5% |
19.26 |
1.0% |
1% |
False |
True |
5,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,011.29 |
2.618 |
1,960.12 |
1.618 |
1,928.77 |
1.000 |
1,909.40 |
0.618 |
1,897.42 |
HIGH |
1,878.05 |
0.618 |
1,866.07 |
0.500 |
1,862.38 |
0.382 |
1,858.68 |
LOW |
1,846.70 |
0.618 |
1,827.33 |
1.000 |
1,815.35 |
1.618 |
1,795.98 |
2.618 |
1,764.63 |
4.250 |
1,713.46 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,862.38 |
1,874.72 |
PP |
1,857.98 |
1,866.21 |
S1 |
1,853.59 |
1,857.71 |
|