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 |
26,460 |
26,325 |
-135 |
-0.5% |
26,685 |
High |
26,570 |
27,070 |
500 |
1.9% |
27,770 |
Low |
26,205 |
26,260 |
55 |
0.2% |
26,545 |
Close |
26,415 |
26,410 |
-5 |
0.0% |
26,695 |
Range |
365 |
810 |
445 |
121.9% |
1,225 |
ATR |
776 |
778 |
2 |
0.3% |
0 |
Volume |
4,954 |
8,356 |
3,402 |
68.7% |
3,698 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,010 |
28,520 |
26,856 |
|
R3 |
28,200 |
27,710 |
26,633 |
|
R2 |
27,390 |
27,390 |
26,559 |
|
R1 |
26,900 |
26,900 |
26,484 |
27,145 |
PP |
26,580 |
26,580 |
26,580 |
26,703 |
S1 |
26,090 |
26,090 |
26,336 |
26,335 |
S2 |
25,770 |
25,770 |
26,262 |
|
S3 |
24,960 |
25,280 |
26,187 |
|
S4 |
24,150 |
24,470 |
25,965 |
|
|
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 |
27,375 |
26,115 |
1,260 |
4.8% |
561 |
2.1% |
23% |
False |
False |
3,850 |
10 |
27,770 |
26,115 |
1,655 |
6.3% |
665 |
2.5% |
18% |
False |
False |
2,232 |
20 |
28,150 |
25,070 |
3,080 |
11.7% |
795 |
3.0% |
44% |
False |
False |
1,428 |
40 |
30,765 |
25,070 |
5,695 |
21.6% |
781 |
3.0% |
24% |
False |
False |
998 |
60 |
32,940 |
25,070 |
7,870 |
29.8% |
712 |
2.7% |
17% |
False |
False |
672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,513 |
2.618 |
29,191 |
1.618 |
28,381 |
1.000 |
27,880 |
0.618 |
27,571 |
HIGH |
27,070 |
0.618 |
26,761 |
0.500 |
26,665 |
0.382 |
26,569 |
LOW |
26,260 |
0.618 |
25,759 |
1.000 |
25,450 |
1.618 |
24,949 |
2.618 |
24,139 |
4.250 |
22,818 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
26,665 |
26,593 |
PP |
26,580 |
26,532 |
S1 |
26,495 |
26,471 |
|