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 |
26,500 |
26,460 |
-40 |
-0.2% |
26,685 |
High |
26,645 |
26,570 |
-75 |
-0.3% |
27,770 |
Low |
26,115 |
26,205 |
90 |
0.3% |
26,545 |
Close |
26,540 |
26,415 |
-125 |
-0.5% |
26,695 |
Range |
530 |
365 |
-165 |
-31.1% |
1,225 |
ATR |
807 |
776 |
-32 |
-3.9% |
0 |
Volume |
4,361 |
4,954 |
593 |
13.6% |
3,698 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,492 |
27,318 |
26,616 |
|
R3 |
27,127 |
26,953 |
26,515 |
|
R2 |
26,762 |
26,762 |
26,482 |
|
R1 |
26,588 |
26,588 |
26,448 |
26,493 |
PP |
26,397 |
26,397 |
26,397 |
26,349 |
S1 |
26,223 |
26,223 |
26,382 |
26,128 |
S2 |
26,032 |
26,032 |
26,348 |
|
S3 |
25,667 |
25,858 |
26,315 |
|
S4 |
25,302 |
25,493 |
26,214 |
|
|
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 |
27,585 |
26,115 |
1,470 |
5.6% |
515 |
1.9% |
20% |
False |
False |
2,335 |
10 |
27,770 |
25,980 |
1,790 |
6.8% |
650 |
2.5% |
24% |
False |
False |
1,433 |
20 |
28,525 |
25,070 |
3,455 |
13.1% |
871 |
3.3% |
39% |
False |
False |
1,091 |
40 |
30,765 |
25,070 |
5,695 |
21.6% |
781 |
3.0% |
24% |
False |
False |
793 |
60 |
32,940 |
25,070 |
7,870 |
29.8% |
699 |
2.6% |
17% |
False |
False |
533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,121 |
2.618 |
27,526 |
1.618 |
27,161 |
1.000 |
26,935 |
0.618 |
26,796 |
HIGH |
26,570 |
0.618 |
26,431 |
0.500 |
26,388 |
0.382 |
26,344 |
LOW |
26,205 |
0.618 |
25,979 |
1.000 |
25,840 |
1.618 |
25,614 |
2.618 |
25,249 |
4.250 |
24,654 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,406 |
26,538 |
PP |
26,397 |
26,497 |
S1 |
26,388 |
26,456 |
|