Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,600 |
26,545 |
-55 |
-0.2% |
26,560 |
High |
26,815 |
26,545 |
-270 |
-1.0% |
27,620 |
Low |
26,525 |
25,985 |
-540 |
-2.0% |
26,380 |
Close |
26,545 |
26,355 |
-190 |
-0.7% |
26,545 |
Range |
290 |
560 |
270 |
93.1% |
1,240 |
ATR |
850 |
829 |
-21 |
-2.4% |
0 |
Volume |
3,757 |
9,696 |
5,939 |
158.1% |
34,902 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,975 |
27,725 |
26,663 |
|
R3 |
27,415 |
27,165 |
26,509 |
|
R2 |
26,855 |
26,855 |
26,458 |
|
R1 |
26,605 |
26,605 |
26,406 |
26,450 |
PP |
26,295 |
26,295 |
26,295 |
26,218 |
S1 |
26,045 |
26,045 |
26,304 |
25,890 |
S2 |
25,735 |
25,735 |
26,252 |
|
S3 |
25,175 |
25,485 |
26,201 |
|
S4 |
24,615 |
24,925 |
26,047 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,568 |
29,797 |
27,227 |
|
R3 |
29,328 |
28,557 |
26,886 |
|
R2 |
28,088 |
28,088 |
26,772 |
|
R1 |
27,317 |
27,317 |
26,659 |
27,083 |
PP |
26,848 |
26,848 |
26,848 |
26,731 |
S1 |
26,077 |
26,077 |
26,431 |
25,843 |
S2 |
25,608 |
25,608 |
26,318 |
|
S3 |
24,368 |
24,837 |
26,204 |
|
S4 |
23,128 |
23,597 |
25,863 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,620 |
25,985 |
1,635 |
6.2% |
643 |
2.4% |
23% |
False |
True |
6,823 |
10 |
27,620 |
25,100 |
2,520 |
9.6% |
786 |
3.0% |
50% |
False |
False |
7,107 |
20 |
28,335 |
24,925 |
3,410 |
12.9% |
897 |
3.4% |
42% |
False |
False |
7,372 |
40 |
30,535 |
24,925 |
5,610 |
21.3% |
815 |
3.1% |
25% |
False |
False |
4,671 |
60 |
32,705 |
24,925 |
7,780 |
29.5% |
850 |
3.2% |
18% |
False |
False |
3,275 |
80 |
32,705 |
24,925 |
7,780 |
29.5% |
891 |
3.4% |
18% |
False |
False |
2,461 |
100 |
32,705 |
24,925 |
7,780 |
29.5% |
839 |
3.2% |
18% |
False |
False |
1,969 |
120 |
32,705 |
24,925 |
7,780 |
29.5% |
822 |
3.1% |
18% |
False |
False |
1,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,925 |
2.618 |
28,011 |
1.618 |
27,451 |
1.000 |
27,105 |
0.618 |
26,891 |
HIGH |
26,545 |
0.618 |
26,331 |
0.500 |
26,265 |
0.382 |
26,199 |
LOW |
25,985 |
0.618 |
25,639 |
1.000 |
25,425 |
1.618 |
25,079 |
2.618 |
24,519 |
4.250 |
23,605 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,325 |
26,608 |
PP |
26,295 |
26,523 |
S1 |
26,265 |
26,439 |
|