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 |
1,918.8 |
1,893.3 |
-25.5 |
-1.3% |
1,945.7 |
High |
1,921.7 |
1,896.8 |
-24.9 |
-1.3% |
1,968.9 |
Low |
1,890.3 |
1,874.5 |
-15.8 |
-0.8% |
1,933.1 |
Close |
1,890.9 |
1,878.6 |
-12.3 |
-0.7% |
1,945.6 |
Range |
31.4 |
22.3 |
-9.1 |
-29.0% |
35.8 |
ATR |
17.6 |
17.9 |
0.3 |
1.9% |
0.0 |
Volume |
238,525 |
231,419 |
-7,106 |
-3.0% |
855,942 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.2 |
1,936.7 |
1,890.9 |
|
R3 |
1,927.9 |
1,914.4 |
1,884.7 |
|
R2 |
1,905.6 |
1,905.6 |
1,882.7 |
|
R1 |
1,892.1 |
1,892.1 |
1,880.6 |
1,887.7 |
PP |
1,883.3 |
1,883.3 |
1,883.3 |
1,881.1 |
S1 |
1,869.8 |
1,869.8 |
1,876.6 |
1,865.4 |
S2 |
1,861.0 |
1,861.0 |
1,874.5 |
|
S3 |
1,838.7 |
1,847.5 |
1,872.5 |
|
S4 |
1,816.4 |
1,825.2 |
1,866.3 |
|
|
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 |
1,949.1 |
1,874.5 |
74.6 |
4.0% |
18.9 |
1.0% |
5% |
False |
True |
197,278 |
10 |
1,968.9 |
1,874.5 |
94.4 |
5.0% |
17.5 |
0.9% |
4% |
False |
True |
190,218 |
20 |
1,980.2 |
1,874.5 |
105.7 |
5.6% |
15.9 |
0.8% |
4% |
False |
True |
172,493 |
40 |
1,984.2 |
1,874.5 |
109.7 |
5.8% |
16.3 |
0.9% |
4% |
False |
True |
157,094 |
60 |
2,028.6 |
1,874.5 |
154.1 |
8.2% |
17.6 |
0.9% |
3% |
False |
True |
130,912 |
80 |
2,028.6 |
1,874.5 |
154.1 |
8.2% |
18.7 |
1.0% |
3% |
False |
True |
99,741 |
100 |
2,112.4 |
1,874.5 |
237.9 |
12.7% |
20.0 |
1.1% |
2% |
False |
True |
80,329 |
120 |
2,129.7 |
1,874.5 |
255.2 |
13.6% |
21.6 |
1.1% |
2% |
False |
True |
67,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,991.6 |
2.618 |
1,955.2 |
1.618 |
1,932.9 |
1.000 |
1,919.1 |
0.618 |
1,910.6 |
HIGH |
1,896.8 |
0.618 |
1,888.3 |
0.500 |
1,885.7 |
0.382 |
1,883.0 |
LOW |
1,874.5 |
0.618 |
1,860.7 |
1.000 |
1,852.2 |
1.618 |
1,838.4 |
2.618 |
1,816.1 |
4.250 |
1,779.7 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,885.7 |
1,905.0 |
PP |
1,883.3 |
1,896.2 |
S1 |
1,881.0 |
1,887.4 |
|