Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1,893.3 |
1,882.3 |
-11.0 |
-0.6% |
1,944.7 |
High |
1,896.8 |
1,896.7 |
-0.1 |
0.0% |
1,946.8 |
Low |
1,874.5 |
1,862.3 |
-12.2 |
-0.7% |
1,862.3 |
Close |
1,878.6 |
1,866.1 |
-12.5 |
-0.7% |
1,866.1 |
Range |
22.3 |
34.4 |
12.1 |
54.3% |
84.5 |
ATR |
17.9 |
19.1 |
1.2 |
6.6% |
0.0 |
Volume |
231,419 |
245,131 |
13,712 |
5.9% |
1,091,597 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.2 |
1,956.6 |
1,885.0 |
|
R3 |
1,943.8 |
1,922.2 |
1,875.6 |
|
R2 |
1,909.4 |
1,909.4 |
1,872.4 |
|
R1 |
1,887.8 |
1,887.8 |
1,869.3 |
1,881.4 |
PP |
1,875.0 |
1,875.0 |
1,875.0 |
1,871.9 |
S1 |
1,853.4 |
1,853.4 |
1,862.9 |
1,847.0 |
S2 |
1,840.6 |
1,840.6 |
1,859.8 |
|
S3 |
1,806.2 |
1,819.0 |
1,856.6 |
|
S4 |
1,771.8 |
1,784.6 |
1,847.2 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,145.2 |
2,090.2 |
1,912.6 |
|
R3 |
2,060.7 |
2,005.7 |
1,889.3 |
|
R2 |
1,976.2 |
1,976.2 |
1,881.6 |
|
R1 |
1,921.2 |
1,921.2 |
1,873.8 |
1,906.5 |
PP |
1,891.7 |
1,891.7 |
1,891.7 |
1,884.4 |
S1 |
1,836.7 |
1,836.7 |
1,858.4 |
1,822.0 |
S2 |
1,807.2 |
1,807.2 |
1,850.6 |
|
S3 |
1,722.7 |
1,752.2 |
1,842.9 |
|
S4 |
1,638.2 |
1,667.7 |
1,819.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,946.8 |
1,862.3 |
84.5 |
4.5% |
23.9 |
1.3% |
4% |
False |
True |
218,319 |
10 |
1,968.9 |
1,862.3 |
106.6 |
5.7% |
18.8 |
1.0% |
4% |
False |
True |
194,753 |
20 |
1,980.2 |
1,862.3 |
117.9 |
6.3% |
17.1 |
0.9% |
3% |
False |
True |
178,063 |
40 |
1,984.2 |
1,862.3 |
121.9 |
6.5% |
16.9 |
0.9% |
3% |
False |
True |
159,689 |
60 |
2,028.6 |
1,862.3 |
166.3 |
8.9% |
17.8 |
1.0% |
2% |
False |
True |
134,675 |
80 |
2,028.6 |
1,862.3 |
166.3 |
8.9% |
19.0 |
1.0% |
2% |
False |
True |
102,773 |
100 |
2,112.4 |
1,862.3 |
250.1 |
13.4% |
20.2 |
1.1% |
2% |
False |
True |
82,746 |
120 |
2,129.7 |
1,862.3 |
267.4 |
14.3% |
21.7 |
1.2% |
1% |
False |
True |
69,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,042.9 |
2.618 |
1,986.8 |
1.618 |
1,952.4 |
1.000 |
1,931.1 |
0.618 |
1,918.0 |
HIGH |
1,896.7 |
0.618 |
1,883.6 |
0.500 |
1,879.5 |
0.382 |
1,875.4 |
LOW |
1,862.3 |
0.618 |
1,841.0 |
1.000 |
1,827.9 |
1.618 |
1,806.6 |
2.618 |
1,772.2 |
4.250 |
1,716.1 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1,879.5 |
1,892.0 |
PP |
1,875.0 |
1,883.4 |
S1 |
1,870.6 |
1,874.7 |
|