Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,280 |
27,040 |
760 |
2.9% |
26,545 |
High |
27,370 |
27,240 |
-130 |
-0.5% |
27,370 |
Low |
26,280 |
26,750 |
470 |
1.8% |
25,985 |
Close |
27,120 |
26,870 |
-250 |
-0.9% |
26,870 |
Range |
1,090 |
490 |
-600 |
-55.0% |
1,385 |
ATR |
818 |
795 |
-23 |
-2.9% |
0 |
Volume |
10,622 |
796 |
-9,826 |
-92.5% |
41,666 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,423 |
28,137 |
27,140 |
|
R3 |
27,933 |
27,647 |
27,005 |
|
R2 |
27,443 |
27,443 |
26,960 |
|
R1 |
27,157 |
27,157 |
26,915 |
27,055 |
PP |
26,953 |
26,953 |
26,953 |
26,903 |
S1 |
26,667 |
26,667 |
26,825 |
26,565 |
S2 |
26,463 |
26,463 |
26,780 |
|
S3 |
25,973 |
26,177 |
26,735 |
|
S4 |
25,483 |
25,687 |
26,601 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,897 |
30,268 |
27,632 |
|
R3 |
29,512 |
28,883 |
27,251 |
|
R2 |
28,127 |
28,127 |
27,124 |
|
R1 |
27,498 |
27,498 |
26,997 |
27,813 |
PP |
26,742 |
26,742 |
26,742 |
26,899 |
S1 |
26,113 |
26,113 |
26,743 |
26,428 |
S2 |
25,357 |
25,357 |
26,616 |
|
S3 |
23,972 |
24,728 |
26,489 |
|
S4 |
22,587 |
23,343 |
26,108 |
|
|
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 |
5.2% |
658 |
2.4% |
64% |
False |
False |
8,333 |
10 |
27,620 |
25,985 |
1,635 |
6.1% |
707 |
2.6% |
54% |
False |
False |
7,656 |
20 |
27,620 |
24,925 |
2,695 |
10.0% |
767 |
2.9% |
72% |
False |
False |
6,929 |
40 |
30,535 |
24,925 |
5,610 |
20.9% |
805 |
3.0% |
35% |
False |
False |
5,409 |
60 |
32,705 |
24,925 |
7,780 |
29.0% |
799 |
3.0% |
25% |
False |
False |
3,804 |
80 |
32,705 |
24,925 |
7,780 |
29.0% |
858 |
3.2% |
25% |
False |
False |
2,860 |
100 |
32,705 |
24,925 |
7,780 |
29.0% |
830 |
3.1% |
25% |
False |
False |
2,288 |
120 |
32,705 |
24,925 |
7,780 |
29.0% |
835 |
3.1% |
25% |
False |
False |
1,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,323 |
2.618 |
28,523 |
1.618 |
28,033 |
1.000 |
27,730 |
0.618 |
27,543 |
HIGH |
27,240 |
0.618 |
27,053 |
0.500 |
26,995 |
0.382 |
26,937 |
LOW |
26,750 |
0.618 |
26,447 |
1.000 |
26,260 |
1.618 |
25,957 |
2.618 |
25,467 |
4.250 |
24,668 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,995 |
26,822 |
PP |
26,953 |
26,773 |
S1 |
26,912 |
26,725 |
|