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 |
1,944.7 |
1,935.1 |
-9.6 |
-0.5% |
1,945.7 |
High |
1,946.8 |
1,935.5 |
-11.3 |
-0.6% |
1,968.9 |
Low |
1,933.8 |
1,917.2 |
-16.6 |
-0.9% |
1,933.1 |
Close |
1,936.6 |
1,919.8 |
-16.8 |
-0.9% |
1,945.6 |
Range |
13.0 |
18.3 |
5.3 |
40.8% |
35.8 |
ATR |
16.3 |
16.5 |
0.2 |
1.4% |
0.0 |
Volume |
164,259 |
212,263 |
48,004 |
29.2% |
855,942 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.1 |
1,967.7 |
1,929.9 |
|
R3 |
1,960.8 |
1,949.4 |
1,924.8 |
|
R2 |
1,942.5 |
1,942.5 |
1,923.2 |
|
R1 |
1,931.1 |
1,931.1 |
1,921.5 |
1,927.7 |
PP |
1,924.2 |
1,924.2 |
1,924.2 |
1,922.4 |
S1 |
1,912.8 |
1,912.8 |
1,918.1 |
1,909.4 |
S2 |
1,905.9 |
1,905.9 |
1,916.4 |
|
S3 |
1,887.6 |
1,894.5 |
1,914.8 |
|
S4 |
1,869.3 |
1,876.2 |
1,909.7 |
|
|
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 |
1,917.2 |
51.7 |
2.7% |
16.0 |
0.8% |
5% |
False |
True |
192,667 |
10 |
1,968.9 |
1,917.2 |
51.7 |
2.7% |
14.5 |
0.8% |
5% |
False |
True |
179,498 |
20 |
1,980.2 |
1,917.2 |
63.0 |
3.3% |
15.2 |
0.8% |
4% |
False |
True |
164,825 |
40 |
2,004.4 |
1,913.6 |
90.8 |
4.7% |
16.2 |
0.8% |
7% |
False |
False |
153,781 |
60 |
2,028.6 |
1,913.6 |
115.0 |
6.0% |
17.4 |
0.9% |
5% |
False |
False |
123,494 |
80 |
2,038.9 |
1,913.6 |
125.3 |
6.5% |
18.9 |
1.0% |
5% |
False |
False |
93,941 |
100 |
2,129.7 |
1,913.6 |
216.1 |
11.3% |
20.3 |
1.1% |
3% |
False |
False |
75,729 |
120 |
2,129.7 |
1,913.6 |
216.1 |
11.3% |
21.5 |
1.1% |
3% |
False |
False |
63,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.3 |
2.618 |
1,983.4 |
1.618 |
1,965.1 |
1.000 |
1,953.8 |
0.618 |
1,946.8 |
HIGH |
1,935.5 |
0.618 |
1,928.5 |
0.500 |
1,926.4 |
0.382 |
1,924.2 |
LOW |
1,917.2 |
0.618 |
1,905.9 |
1.000 |
1,898.9 |
1.618 |
1,887.6 |
2.618 |
1,869.3 |
4.250 |
1,839.4 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,926.4 |
1,933.2 |
PP |
1,924.2 |
1,928.7 |
S1 |
1,922.0 |
1,924.3 |
|