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 |
148.885 |
149.066 |
0.181 |
0.1% |
147.735 |
High |
149.185 |
149.707 |
0.522 |
0.3% |
148.457 |
Low |
148.708 |
148.864 |
0.156 |
0.1% |
147.322 |
Close |
149.088 |
149.635 |
0.547 |
0.4% |
148.367 |
Range |
0.477 |
0.843 |
0.366 |
76.7% |
1.135 |
ATR |
0.926 |
0.920 |
-0.006 |
-0.6% |
0.000 |
Volume |
294,519 |
288,838 |
-5,681 |
-1.9% |
1,484,363 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.931 |
151.626 |
150.099 |
|
R3 |
151.088 |
150.783 |
149.867 |
|
R2 |
150.245 |
150.245 |
149.790 |
|
R1 |
149.940 |
149.940 |
149.712 |
150.093 |
PP |
149.402 |
149.402 |
149.402 |
149.478 |
S1 |
149.097 |
149.097 |
149.558 |
149.250 |
S2 |
148.559 |
148.559 |
149.480 |
|
S3 |
147.716 |
148.254 |
149.403 |
|
S4 |
146.873 |
147.411 |
149.171 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.454 |
151.045 |
148.991 |
|
R3 |
150.319 |
149.910 |
148.679 |
|
R2 |
149.184 |
149.184 |
148.575 |
|
R1 |
148.775 |
148.775 |
148.471 |
148.980 |
PP |
148.049 |
148.049 |
148.049 |
148.151 |
S1 |
147.640 |
147.640 |
148.263 |
147.845 |
S2 |
146.914 |
146.914 |
148.159 |
|
S3 |
145.779 |
146.505 |
148.055 |
|
S4 |
144.644 |
145.370 |
147.743 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149.707 |
147.322 |
2.385 |
1.6% |
0.813 |
0.5% |
97% |
True |
False |
300,010 |
10 |
149.707 |
147.020 |
2.687 |
1.8% |
0.683 |
0.5% |
97% |
True |
False |
295,168 |
20 |
149.707 |
144.446 |
5.261 |
3.5% |
0.884 |
0.6% |
99% |
True |
False |
317,941 |
40 |
149.707 |
141.522 |
8.185 |
5.5% |
0.990 |
0.7% |
99% |
True |
False |
322,100 |
60 |
149.707 |
137.248 |
12.459 |
8.3% |
1.190 |
0.8% |
99% |
True |
False |
343,989 |
80 |
149.707 |
137.248 |
12.459 |
8.3% |
1.171 |
0.8% |
99% |
True |
False |
344,468 |
100 |
149.707 |
133.748 |
15.959 |
10.7% |
1.169 |
0.8% |
100% |
True |
False |
341,651 |
120 |
149.707 |
130.784 |
18.923 |
12.6% |
1.192 |
0.8% |
100% |
True |
False |
341,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.290 |
2.618 |
151.914 |
1.618 |
151.071 |
1.000 |
150.550 |
0.618 |
150.228 |
HIGH |
149.707 |
0.618 |
149.385 |
0.500 |
149.286 |
0.382 |
149.186 |
LOW |
148.864 |
0.618 |
148.343 |
1.000 |
148.021 |
1.618 |
147.500 |
2.618 |
146.657 |
4.250 |
145.281 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
149.519 |
149.417 |
PP |
149.402 |
149.198 |
S1 |
149.286 |
148.980 |
|