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 |
1,939.6 |
1,944.7 |
5.1 |
0.3% |
1,945.7 |
High |
1,949.1 |
1,946.8 |
-2.3 |
-0.1% |
1,968.9 |
Low |
1,939.6 |
1,933.8 |
-5.8 |
-0.3% |
1,933.1 |
Close |
1,945.6 |
1,936.6 |
-9.0 |
-0.5% |
1,945.6 |
Range |
9.5 |
13.0 |
3.5 |
36.8% |
35.8 |
ATR |
16.6 |
16.3 |
-0.3 |
-1.5% |
0.0 |
Volume |
139,926 |
164,259 |
24,333 |
17.4% |
855,942 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.1 |
1,970.3 |
1,943.8 |
|
R3 |
1,965.1 |
1,957.3 |
1,940.2 |
|
R2 |
1,952.1 |
1,952.1 |
1,939.0 |
|
R1 |
1,944.3 |
1,944.3 |
1,937.8 |
1,941.7 |
PP |
1,939.1 |
1,939.1 |
1,939.1 |
1,937.8 |
S1 |
1,931.3 |
1,931.3 |
1,935.4 |
1,928.7 |
S2 |
1,926.1 |
1,926.1 |
1,934.2 |
|
S3 |
1,913.1 |
1,918.3 |
1,933.0 |
|
S4 |
1,900.1 |
1,905.3 |
1,929.5 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.6 |
2,036.9 |
1,965.3 |
|
R3 |
2,020.8 |
2,001.1 |
1,955.4 |
|
R2 |
1,985.0 |
1,985.0 |
1,952.2 |
|
R1 |
1,965.3 |
1,965.3 |
1,948.9 |
1,957.3 |
PP |
1,949.2 |
1,949.2 |
1,949.2 |
1,945.2 |
S1 |
1,929.5 |
1,929.5 |
1,942.3 |
1,921.5 |
S2 |
1,913.4 |
1,913.4 |
1,939.0 |
|
S3 |
1,877.6 |
1,893.7 |
1,935.8 |
|
S4 |
1,841.8 |
1,857.9 |
1,925.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,968.9 |
1,933.1 |
35.8 |
1.8% |
14.0 |
0.7% |
10% |
False |
False |
176,434 |
10 |
1,968.9 |
1,921.7 |
47.2 |
2.4% |
14.5 |
0.7% |
32% |
False |
False |
174,471 |
20 |
1,980.2 |
1,921.7 |
58.5 |
3.0% |
15.0 |
0.8% |
25% |
False |
False |
159,990 |
40 |
2,010.9 |
1,913.6 |
97.3 |
5.0% |
16.4 |
0.8% |
24% |
False |
False |
151,973 |
60 |
2,028.6 |
1,913.6 |
115.0 |
5.9% |
17.5 |
0.9% |
20% |
False |
False |
120,070 |
80 |
2,039.0 |
1,913.6 |
125.4 |
6.5% |
19.0 |
1.0% |
18% |
False |
False |
91,321 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.2% |
20.4 |
1.1% |
11% |
False |
False |
73,638 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.2% |
21.7 |
1.1% |
11% |
False |
False |
61,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,002.1 |
2.618 |
1,980.8 |
1.618 |
1,967.8 |
1.000 |
1,959.8 |
0.618 |
1,954.8 |
HIGH |
1,946.8 |
0.618 |
1,941.8 |
0.500 |
1,940.3 |
0.382 |
1,938.8 |
LOW |
1,933.8 |
0.618 |
1,925.8 |
1.000 |
1,920.8 |
1.618 |
1,912.8 |
2.618 |
1,899.8 |
4.250 |
1,878.6 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,940.3 |
1,942.7 |
PP |
1,939.1 |
1,940.6 |
S1 |
1,937.8 |
1,938.6 |
|