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 |
4,212.0 |
4,217.0 |
5.0 |
0.1% |
4,323.0 |
High |
4,247.0 |
4,241.0 |
-6.0 |
-0.1% |
4,328.0 |
Low |
4,204.0 |
4,171.0 |
-33.0 |
-0.8% |
4,204.0 |
Close |
4,237.0 |
4,191.0 |
-46.0 |
-1.1% |
4,237.0 |
Range |
43.0 |
70.0 |
27.0 |
62.8% |
124.0 |
ATR |
56.6 |
57.6 |
1.0 |
1.7% |
0.0 |
Volume |
817,473 |
844,948 |
27,475 |
3.4% |
3,556,248 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,411.0 |
4,371.0 |
4,229.5 |
|
R3 |
4,341.0 |
4,301.0 |
4,210.3 |
|
R2 |
4,271.0 |
4,271.0 |
4,203.8 |
|
R1 |
4,231.0 |
4,231.0 |
4,197.4 |
4,216.0 |
PP |
4,201.0 |
4,201.0 |
4,201.0 |
4,193.5 |
S1 |
4,161.0 |
4,161.0 |
4,184.6 |
4,146.0 |
S2 |
4,131.0 |
4,131.0 |
4,178.2 |
|
S3 |
4,061.0 |
4,091.0 |
4,171.8 |
|
S4 |
3,991.0 |
4,021.0 |
4,152.5 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,628.3 |
4,556.7 |
4,305.2 |
|
R3 |
4,504.3 |
4,432.7 |
4,271.1 |
|
R2 |
4,380.3 |
4,380.3 |
4,259.7 |
|
R1 |
4,308.7 |
4,308.7 |
4,248.4 |
4,282.5 |
PP |
4,256.3 |
4,256.3 |
4,256.3 |
4,243.3 |
S1 |
4,184.7 |
4,184.7 |
4,225.6 |
4,158.5 |
S2 |
4,132.3 |
4,132.3 |
4,214.3 |
|
S3 |
4,008.3 |
4,060.7 |
4,202.9 |
|
S4 |
3,884.3 |
3,936.7 |
4,168.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,319.0 |
4,171.0 |
148.0 |
3.5% |
54.2 |
1.3% |
14% |
False |
True |
749,511 |
10 |
4,359.0 |
4,171.0 |
188.0 |
4.5% |
56.5 |
1.3% |
11% |
False |
True |
904,373 |
20 |
4,388.0 |
4,171.0 |
217.0 |
5.2% |
53.3 |
1.3% |
9% |
False |
True |
560,019 |
40 |
4,533.0 |
4,171.0 |
362.0 |
8.6% |
51.9 |
1.2% |
6% |
False |
True |
281,335 |
60 |
4,533.0 |
4,171.0 |
362.0 |
8.6% |
47.3 |
1.1% |
6% |
False |
True |
187,672 |
80 |
4,533.0 |
4,171.0 |
362.0 |
8.6% |
40.2 |
1.0% |
6% |
False |
True |
141,130 |
100 |
4,533.0 |
4,171.0 |
362.0 |
8.6% |
34.4 |
0.8% |
6% |
False |
True |
112,904 |
120 |
4,533.0 |
4,171.0 |
362.0 |
8.6% |
29.1 |
0.7% |
6% |
False |
True |
94,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,538.5 |
2.618 |
4,424.3 |
1.618 |
4,354.3 |
1.000 |
4,311.0 |
0.618 |
4,284.3 |
HIGH |
4,241.0 |
0.618 |
4,214.3 |
0.500 |
4,206.0 |
0.382 |
4,197.7 |
LOW |
4,171.0 |
0.618 |
4,127.7 |
1.000 |
4,101.0 |
1.618 |
4,057.7 |
2.618 |
3,987.7 |
4.250 |
3,873.5 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,206.0 |
4,226.0 |
PP |
4,201.0 |
4,214.3 |
S1 |
4,196.0 |
4,202.7 |
|