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 |
26,545 |
26,300 |
-245 |
-0.9% |
26,560 |
High |
26,545 |
26,430 |
-115 |
-0.4% |
27,620 |
Low |
25,985 |
26,090 |
105 |
0.4% |
26,380 |
Close |
26,355 |
26,245 |
-110 |
-0.4% |
26,545 |
Range |
560 |
340 |
-220 |
-39.3% |
1,240 |
ATR |
829 |
794 |
-35 |
-4.2% |
0 |
Volume |
9,696 |
8,234 |
-1,462 |
-15.1% |
34,902 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,275 |
27,100 |
26,432 |
|
R3 |
26,935 |
26,760 |
26,339 |
|
R2 |
26,595 |
26,595 |
26,307 |
|
R1 |
26,420 |
26,420 |
26,276 |
26,338 |
PP |
26,255 |
26,255 |
26,255 |
26,214 |
S1 |
26,080 |
26,080 |
26,214 |
25,998 |
S2 |
25,915 |
25,915 |
26,183 |
|
S3 |
25,575 |
25,740 |
26,152 |
|
S4 |
25,235 |
25,400 |
26,058 |
|
|
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 |
27,455 |
25,985 |
1,470 |
5.6% |
530 |
2.0% |
18% |
False |
False |
6,800 |
10 |
27,620 |
25,845 |
1,775 |
6.8% |
661 |
2.5% |
23% |
False |
False |
6,803 |
20 |
28,335 |
24,925 |
3,410 |
13.0% |
892 |
3.4% |
39% |
False |
False |
7,618 |
40 |
30,535 |
24,925 |
5,610 |
21.4% |
811 |
3.1% |
24% |
False |
False |
4,860 |
60 |
32,705 |
24,925 |
7,780 |
29.6% |
823 |
3.1% |
17% |
False |
False |
3,411 |
80 |
32,705 |
24,925 |
7,780 |
29.6% |
887 |
3.4% |
17% |
False |
False |
2,564 |
100 |
32,705 |
24,925 |
7,780 |
29.6% |
836 |
3.2% |
17% |
False |
False |
2,051 |
120 |
32,705 |
24,925 |
7,780 |
29.6% |
818 |
3.1% |
17% |
False |
False |
1,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,875 |
2.618 |
27,320 |
1.618 |
26,980 |
1.000 |
26,770 |
0.618 |
26,640 |
HIGH |
26,430 |
0.618 |
26,300 |
0.500 |
26,260 |
0.382 |
26,220 |
LOW |
26,090 |
0.618 |
25,880 |
1.000 |
25,750 |
1.618 |
25,540 |
2.618 |
25,200 |
4.250 |
24,645 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,260 |
26,400 |
PP |
26,255 |
26,348 |
S1 |
26,250 |
26,297 |
|