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 |
1,935.1 |
1,918.8 |
-16.3 |
-0.8% |
1,945.7 |
High |
1,935.5 |
1,921.7 |
-13.8 |
-0.7% |
1,968.9 |
Low |
1,917.2 |
1,890.3 |
-26.9 |
-1.4% |
1,933.1 |
Close |
1,919.8 |
1,890.9 |
-28.9 |
-1.5% |
1,945.6 |
Range |
18.3 |
31.4 |
13.1 |
71.6% |
35.8 |
ATR |
16.5 |
17.6 |
1.1 |
6.4% |
0.0 |
Volume |
212,263 |
238,525 |
26,262 |
12.4% |
855,942 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.2 |
1,974.4 |
1,908.2 |
|
R3 |
1,963.8 |
1,943.0 |
1,899.5 |
|
R2 |
1,932.4 |
1,932.4 |
1,896.7 |
|
R1 |
1,911.6 |
1,911.6 |
1,893.8 |
1,906.3 |
PP |
1,901.0 |
1,901.0 |
1,901.0 |
1,898.3 |
S1 |
1,880.2 |
1,880.2 |
1,888.0 |
1,874.9 |
S2 |
1,869.6 |
1,869.6 |
1,885.1 |
|
S3 |
1,838.2 |
1,848.8 |
1,882.3 |
|
S4 |
1,806.8 |
1,817.4 |
1,873.6 |
|
|
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 |
1,952.2 |
1,890.3 |
61.9 |
3.3% |
18.3 |
1.0% |
1% |
False |
True |
196,176 |
10 |
1,968.9 |
1,890.3 |
78.6 |
4.2% |
16.6 |
0.9% |
1% |
False |
True |
187,250 |
20 |
1,980.2 |
1,890.3 |
89.9 |
4.8% |
15.5 |
0.8% |
1% |
False |
True |
168,041 |
40 |
1,992.2 |
1,890.3 |
101.9 |
5.4% |
16.3 |
0.9% |
1% |
False |
True |
155,550 |
60 |
2,028.6 |
1,890.3 |
138.3 |
7.3% |
17.6 |
0.9% |
0% |
False |
True |
127,287 |
80 |
2,028.6 |
1,890.3 |
138.3 |
7.3% |
18.8 |
1.0% |
0% |
False |
True |
96,889 |
100 |
2,116.1 |
1,890.3 |
225.8 |
11.9% |
20.3 |
1.1% |
0% |
False |
True |
78,075 |
120 |
2,129.7 |
1,890.3 |
239.4 |
12.7% |
21.6 |
1.1% |
0% |
False |
True |
65,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,055.2 |
2.618 |
2,003.9 |
1.618 |
1,972.5 |
1.000 |
1,953.1 |
0.618 |
1,941.1 |
HIGH |
1,921.7 |
0.618 |
1,909.7 |
0.500 |
1,906.0 |
0.382 |
1,902.3 |
LOW |
1,890.3 |
0.618 |
1,870.9 |
1.000 |
1,858.9 |
1.618 |
1,839.5 |
2.618 |
1,808.1 |
4.250 |
1,756.9 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,906.0 |
1,918.6 |
PP |
1,901.0 |
1,909.3 |
S1 |
1,895.9 |
1,900.1 |
|