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 |
26,690 |
26,500 |
-190 |
-0.7% |
26,685 |
High |
26,960 |
26,645 |
-315 |
-1.2% |
27,770 |
Low |
26,690 |
26,115 |
-575 |
-2.2% |
26,545 |
Close |
26,695 |
26,540 |
-155 |
-0.6% |
26,695 |
Range |
270 |
530 |
260 |
96.3% |
1,225 |
ATR |
825 |
807 |
-17 |
-2.1% |
0 |
Volume |
1,069 |
4,361 |
3,292 |
308.0% |
3,698 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,023 |
27,812 |
26,832 |
|
R3 |
27,493 |
27,282 |
26,686 |
|
R2 |
26,963 |
26,963 |
26,637 |
|
R1 |
26,752 |
26,752 |
26,589 |
26,858 |
PP |
26,433 |
26,433 |
26,433 |
26,486 |
S1 |
26,222 |
26,222 |
26,491 |
26,328 |
S2 |
25,903 |
25,903 |
26,443 |
|
S3 |
25,373 |
25,692 |
26,394 |
|
S4 |
24,843 |
25,162 |
26,249 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,678 |
29,912 |
27,369 |
|
R3 |
29,453 |
28,687 |
27,032 |
|
R2 |
28,228 |
28,228 |
26,920 |
|
R1 |
27,462 |
27,462 |
26,807 |
27,845 |
PP |
27,003 |
27,003 |
27,003 |
27,195 |
S1 |
26,237 |
26,237 |
26,583 |
26,620 |
S2 |
25,778 |
25,778 |
26,470 |
|
S3 |
24,553 |
25,012 |
26,358 |
|
S4 |
23,328 |
23,787 |
26,021 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,770 |
26,115 |
1,655 |
6.2% |
622 |
2.3% |
26% |
False |
True |
1,467 |
10 |
27,770 |
25,270 |
2,500 |
9.4% |
765 |
2.9% |
51% |
False |
False |
1,055 |
20 |
28,525 |
25,070 |
3,455 |
13.0% |
873 |
3.3% |
43% |
False |
False |
863 |
40 |
30,765 |
25,070 |
5,695 |
21.5% |
783 |
3.0% |
26% |
False |
False |
670 |
60 |
32,940 |
25,070 |
7,870 |
29.7% |
724 |
2.7% |
19% |
False |
False |
451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,898 |
2.618 |
28,033 |
1.618 |
27,503 |
1.000 |
27,175 |
0.618 |
26,973 |
HIGH |
26,645 |
0.618 |
26,443 |
0.500 |
26,380 |
0.382 |
26,317 |
LOW |
26,115 |
0.618 |
25,787 |
1.000 |
25,585 |
1.618 |
25,257 |
2.618 |
24,727 |
4.250 |
23,863 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,487 |
26,745 |
PP |
26,433 |
26,677 |
S1 |
26,380 |
26,608 |
|