Trading Metrics calculated at close of trading on 28-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,150 |
26,280 |
130 |
0.5% |
26,560 |
High |
26,890 |
27,370 |
480 |
1.8% |
27,620 |
Low |
26,080 |
26,280 |
200 |
0.8% |
26,380 |
Close |
26,250 |
27,120 |
870 |
3.3% |
26,545 |
Range |
810 |
1,090 |
280 |
34.6% |
1,240 |
ATR |
795 |
818 |
23 |
2.9% |
0 |
Volume |
12,318 |
10,622 |
-1,696 |
-13.8% |
34,902 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,193 |
29,747 |
27,720 |
|
R3 |
29,103 |
28,657 |
27,420 |
|
R2 |
28,013 |
28,013 |
27,320 |
|
R1 |
27,567 |
27,567 |
27,220 |
27,790 |
PP |
26,923 |
26,923 |
26,923 |
27,035 |
S1 |
26,477 |
26,477 |
27,020 |
26,700 |
S2 |
25,833 |
25,833 |
26,920 |
|
S3 |
24,743 |
25,387 |
26,820 |
|
S4 |
23,653 |
24,297 |
26,521 |
|
|
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 |
27,370 |
25,985 |
1,385 |
5.1% |
618 |
2.3% |
82% |
True |
False |
8,925 |
10 |
27,620 |
25,985 |
1,635 |
6.0% |
710 |
2.6% |
69% |
False |
False |
7,976 |
20 |
27,705 |
24,925 |
2,780 |
10.3% |
828 |
3.1% |
79% |
False |
False |
7,405 |
40 |
30,535 |
24,925 |
5,610 |
20.7% |
806 |
3.0% |
39% |
False |
False |
5,398 |
60 |
32,705 |
24,925 |
7,780 |
28.7% |
820 |
3.0% |
28% |
False |
False |
3,792 |
80 |
32,705 |
24,925 |
7,780 |
28.7% |
876 |
3.2% |
28% |
False |
False |
2,850 |
100 |
32,705 |
24,925 |
7,780 |
28.7% |
841 |
3.1% |
28% |
False |
False |
2,280 |
120 |
32,705 |
24,925 |
7,780 |
28.7% |
832 |
3.1% |
28% |
False |
False |
1,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,003 |
2.618 |
30,224 |
1.618 |
29,134 |
1.000 |
28,460 |
0.618 |
28,044 |
HIGH |
27,370 |
0.618 |
26,954 |
0.500 |
26,825 |
0.382 |
26,696 |
LOW |
26,280 |
0.618 |
25,606 |
1.000 |
25,190 |
1.618 |
24,516 |
2.618 |
23,426 |
4.250 |
21,648 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
27,022 |
26,988 |
PP |
26,923 |
26,857 |
S1 |
26,825 |
26,725 |
|