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 |
26,300 |
26,150 |
-150 |
-0.6% |
26,560 |
High |
26,430 |
26,890 |
460 |
1.7% |
27,620 |
Low |
26,090 |
26,080 |
-10 |
0.0% |
26,380 |
Close |
26,245 |
26,250 |
5 |
0.0% |
26,545 |
Range |
340 |
810 |
470 |
138.2% |
1,240 |
ATR |
794 |
795 |
1 |
0.1% |
0 |
Volume |
8,234 |
12,318 |
4,084 |
49.6% |
34,902 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,837 |
28,353 |
26,696 |
|
R3 |
28,027 |
27,543 |
26,473 |
|
R2 |
27,217 |
27,217 |
26,399 |
|
R1 |
26,733 |
26,733 |
26,324 |
26,975 |
PP |
26,407 |
26,407 |
26,407 |
26,528 |
S1 |
25,923 |
25,923 |
26,176 |
26,165 |
S2 |
25,597 |
25,597 |
26,102 |
|
S3 |
24,787 |
25,113 |
26,027 |
|
S4 |
23,977 |
24,303 |
25,805 |
|
|
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 |
27,230 |
25,985 |
1,245 |
4.7% |
570 |
2.2% |
21% |
False |
False |
8,150 |
10 |
27,620 |
25,985 |
1,635 |
6.2% |
675 |
2.6% |
16% |
False |
False |
7,510 |
20 |
27,970 |
24,925 |
3,045 |
11.6% |
815 |
3.1% |
44% |
False |
False |
7,238 |
40 |
30,535 |
24,925 |
5,610 |
21.4% |
810 |
3.1% |
24% |
False |
False |
5,147 |
60 |
32,705 |
24,925 |
7,780 |
29.6% |
822 |
3.1% |
17% |
False |
False |
3,616 |
80 |
32,705 |
24,925 |
7,780 |
29.6% |
888 |
3.4% |
17% |
False |
False |
2,718 |
100 |
32,705 |
24,925 |
7,780 |
29.6% |
839 |
3.2% |
17% |
False |
False |
2,174 |
120 |
32,705 |
24,925 |
7,780 |
29.6% |
824 |
3.1% |
17% |
False |
False |
1,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,333 |
2.618 |
29,011 |
1.618 |
28,201 |
1.000 |
27,700 |
0.618 |
27,391 |
HIGH |
26,890 |
0.618 |
26,581 |
0.500 |
26,485 |
0.382 |
26,389 |
LOW |
26,080 |
0.618 |
25,579 |
1.000 |
25,270 |
1.618 |
24,769 |
2.618 |
23,959 |
4.250 |
22,638 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,485 |
26,438 |
PP |
26,407 |
26,375 |
S1 |
26,328 |
26,313 |
|