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 |
26,325 |
26,400 |
75 |
0.3% |
26,685 |
High |
27,070 |
27,590 |
520 |
1.9% |
27,770 |
Low |
26,260 |
26,400 |
140 |
0.5% |
26,545 |
Close |
26,410 |
27,355 |
945 |
3.6% |
26,695 |
Range |
810 |
1,190 |
380 |
46.9% |
1,225 |
ATR |
778 |
808 |
29 |
3.8% |
0 |
Volume |
8,356 |
13,005 |
4,649 |
55.6% |
3,698 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,685 |
30,210 |
28,010 |
|
R3 |
29,495 |
29,020 |
27,682 |
|
R2 |
28,305 |
28,305 |
27,573 |
|
R1 |
27,830 |
27,830 |
27,464 |
28,068 |
PP |
27,115 |
27,115 |
27,115 |
27,234 |
S1 |
26,640 |
26,640 |
27,246 |
26,878 |
S2 |
25,925 |
25,925 |
27,137 |
|
S3 |
24,735 |
25,450 |
27,028 |
|
S4 |
23,545 |
24,260 |
26,701 |
|
|
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 |
27,590 |
26,115 |
1,475 |
5.4% |
633 |
2.3% |
84% |
True |
False |
6,349 |
10 |
27,770 |
26,115 |
1,655 |
6.1% |
708 |
2.6% |
75% |
False |
False |
3,465 |
20 |
27,875 |
25,070 |
2,805 |
10.3% |
814 |
3.0% |
81% |
False |
False |
2,035 |
40 |
30,765 |
25,070 |
5,695 |
20.8% |
781 |
2.9% |
40% |
False |
False |
1,321 |
60 |
32,940 |
25,070 |
7,870 |
28.8% |
729 |
2.7% |
29% |
False |
False |
889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,648 |
2.618 |
30,705 |
1.618 |
29,515 |
1.000 |
28,780 |
0.618 |
28,325 |
HIGH |
27,590 |
0.618 |
27,135 |
0.500 |
26,995 |
0.382 |
26,855 |
LOW |
26,400 |
0.618 |
25,665 |
1.000 |
25,210 |
1.618 |
24,475 |
2.618 |
23,285 |
4.250 |
21,343 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
27,235 |
27,203 |
PP |
27,115 |
27,050 |
S1 |
26,995 |
26,898 |
|