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 |
4,217.0 |
4,192.0 |
-25.0 |
-0.6% |
4,323.0 |
High |
4,241.0 |
4,192.0 |
-49.0 |
-1.2% |
4,328.0 |
Low |
4,171.0 |
4,139.0 |
-32.0 |
-0.8% |
4,204.0 |
Close |
4,191.0 |
4,154.0 |
-37.0 |
-0.9% |
4,237.0 |
Range |
70.0 |
53.0 |
-17.0 |
-24.3% |
124.0 |
ATR |
57.6 |
57.2 |
-0.3 |
-0.6% |
0.0 |
Volume |
844,948 |
992,852 |
147,904 |
17.5% |
3,556,248 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,320.7 |
4,290.3 |
4,183.2 |
|
R3 |
4,267.7 |
4,237.3 |
4,168.6 |
|
R2 |
4,214.7 |
4,214.7 |
4,163.7 |
|
R1 |
4,184.3 |
4,184.3 |
4,158.9 |
4,173.0 |
PP |
4,161.7 |
4,161.7 |
4,161.7 |
4,156.0 |
S1 |
4,131.3 |
4,131.3 |
4,149.1 |
4,120.0 |
S2 |
4,108.7 |
4,108.7 |
4,144.3 |
|
S3 |
4,055.7 |
4,078.3 |
4,139.4 |
|
S4 |
4,002.7 |
4,025.3 |
4,124.9 |
|
|
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 |
4,139.0 |
180.0 |
4.3% |
57.4 |
1.4% |
8% |
False |
True |
839,754 |
10 |
4,359.0 |
4,139.0 |
220.0 |
5.3% |
58.1 |
1.4% |
7% |
False |
True |
857,985 |
20 |
4,388.0 |
4,139.0 |
249.0 |
6.0% |
53.8 |
1.3% |
6% |
False |
True |
609,604 |
40 |
4,500.0 |
4,139.0 |
361.0 |
8.7% |
52.9 |
1.3% |
4% |
False |
True |
306,155 |
60 |
4,533.0 |
4,139.0 |
394.0 |
9.5% |
47.9 |
1.2% |
4% |
False |
True |
204,219 |
80 |
4,533.0 |
4,139.0 |
394.0 |
9.5% |
40.6 |
1.0% |
4% |
False |
True |
153,539 |
100 |
4,533.0 |
4,139.0 |
394.0 |
9.5% |
34.9 |
0.8% |
4% |
False |
True |
122,833 |
120 |
4,533.0 |
4,139.0 |
394.0 |
9.5% |
29.5 |
0.7% |
4% |
False |
True |
102,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,417.3 |
2.618 |
4,330.8 |
1.618 |
4,277.8 |
1.000 |
4,245.0 |
0.618 |
4,224.8 |
HIGH |
4,192.0 |
0.618 |
4,171.8 |
0.500 |
4,165.5 |
0.382 |
4,159.2 |
LOW |
4,139.0 |
0.618 |
4,106.2 |
1.000 |
4,086.0 |
1.618 |
4,053.2 |
2.618 |
4,000.2 |
4.250 |
3,913.8 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,165.5 |
4,193.0 |
PP |
4,161.7 |
4,180.0 |
S1 |
4,157.8 |
4,167.0 |
|