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 |
4,192.0 |
4,144.0 |
-48.0 |
-1.1% |
4,323.0 |
High |
4,192.0 |
4,180.0 |
-12.0 |
-0.3% |
4,328.0 |
Low |
4,139.0 |
4,128.0 |
-11.0 |
-0.3% |
4,204.0 |
Close |
4,154.0 |
4,157.0 |
3.0 |
0.1% |
4,237.0 |
Range |
53.0 |
52.0 |
-1.0 |
-1.9% |
124.0 |
ATR |
57.2 |
56.9 |
-0.4 |
-0.7% |
0.0 |
Volume |
992,852 |
751,334 |
-241,518 |
-24.3% |
3,556,248 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,311.0 |
4,286.0 |
4,185.6 |
|
R3 |
4,259.0 |
4,234.0 |
4,171.3 |
|
R2 |
4,207.0 |
4,207.0 |
4,166.5 |
|
R1 |
4,182.0 |
4,182.0 |
4,161.8 |
4,194.5 |
PP |
4,155.0 |
4,155.0 |
4,155.0 |
4,161.3 |
S1 |
4,130.0 |
4,130.0 |
4,152.2 |
4,142.5 |
S2 |
4,103.0 |
4,103.0 |
4,147.5 |
|
S3 |
4,051.0 |
4,078.0 |
4,142.7 |
|
S4 |
3,999.0 |
4,026.0 |
4,128.4 |
|
|
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 |
4,281.0 |
4,128.0 |
153.0 |
3.7% |
57.4 |
1.4% |
19% |
False |
True |
859,113 |
10 |
4,359.0 |
4,128.0 |
231.0 |
5.6% |
58.7 |
1.4% |
13% |
False |
True |
823,413 |
20 |
4,388.0 |
4,128.0 |
260.0 |
6.3% |
54.5 |
1.3% |
11% |
False |
True |
647,108 |
40 |
4,446.0 |
4,128.0 |
318.0 |
7.6% |
53.0 |
1.3% |
9% |
False |
True |
324,937 |
60 |
4,533.0 |
4,128.0 |
405.0 |
9.7% |
48.7 |
1.2% |
7% |
False |
True |
216,741 |
80 |
4,533.0 |
4,128.0 |
405.0 |
9.7% |
41.1 |
1.0% |
7% |
False |
True |
162,930 |
100 |
4,533.0 |
4,128.0 |
405.0 |
9.7% |
35.4 |
0.9% |
7% |
False |
True |
130,346 |
120 |
4,533.0 |
4,128.0 |
405.0 |
9.7% |
29.9 |
0.7% |
7% |
False |
True |
108,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,401.0 |
2.618 |
4,316.1 |
1.618 |
4,264.1 |
1.000 |
4,232.0 |
0.618 |
4,212.1 |
HIGH |
4,180.0 |
0.618 |
4,160.1 |
0.500 |
4,154.0 |
0.382 |
4,147.9 |
LOW |
4,128.0 |
0.618 |
4,095.9 |
1.000 |
4,076.0 |
1.618 |
4,043.9 |
2.618 |
3,991.9 |
4.250 |
3,907.0 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,156.0 |
4,184.5 |
PP |
4,155.0 |
4,175.3 |
S1 |
4,154.0 |
4,166.2 |
|