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 |
4,144.0 |
4,165.0 |
21.0 |
0.5% |
4,323.0 |
High |
4,180.0 |
4,200.0 |
20.0 |
0.5% |
4,328.0 |
Low |
4,128.0 |
4,130.0 |
2.0 |
0.0% |
4,204.0 |
Close |
4,157.0 |
4,184.0 |
27.0 |
0.6% |
4,237.0 |
Range |
52.0 |
70.0 |
18.0 |
34.6% |
124.0 |
ATR |
56.9 |
57.8 |
0.9 |
1.6% |
0.0 |
Volume |
751,334 |
799,652 |
48,318 |
6.4% |
3,556,248 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,381.3 |
4,352.7 |
4,222.5 |
|
R3 |
4,311.3 |
4,282.7 |
4,203.3 |
|
R2 |
4,241.3 |
4,241.3 |
4,196.8 |
|
R1 |
4,212.7 |
4,212.7 |
4,190.4 |
4,227.0 |
PP |
4,171.3 |
4,171.3 |
4,171.3 |
4,178.5 |
S1 |
4,142.7 |
4,142.7 |
4,177.6 |
4,157.0 |
S2 |
4,101.3 |
4,101.3 |
4,171.2 |
|
S3 |
4,031.3 |
4,072.7 |
4,164.8 |
|
S4 |
3,961.3 |
4,002.7 |
4,145.5 |
|
|
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 |
4,247.0 |
4,128.0 |
119.0 |
2.8% |
57.6 |
1.4% |
47% |
False |
False |
841,251 |
10 |
4,359.0 |
4,128.0 |
231.0 |
5.5% |
55.9 |
1.3% |
24% |
False |
False |
798,304 |
20 |
4,376.0 |
4,128.0 |
248.0 |
5.9% |
55.2 |
1.3% |
23% |
False |
False |
686,389 |
40 |
4,446.0 |
4,128.0 |
318.0 |
7.6% |
53.6 |
1.3% |
18% |
False |
False |
344,913 |
60 |
4,533.0 |
4,128.0 |
405.0 |
9.7% |
49.2 |
1.2% |
14% |
False |
False |
230,068 |
80 |
4,533.0 |
4,128.0 |
405.0 |
9.7% |
42.0 |
1.0% |
14% |
False |
False |
172,926 |
100 |
4,533.0 |
4,128.0 |
405.0 |
9.7% |
36.0 |
0.9% |
14% |
False |
False |
138,343 |
120 |
4,533.0 |
4,128.0 |
405.0 |
9.7% |
30.5 |
0.7% |
14% |
False |
False |
115,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,497.5 |
2.618 |
4,383.3 |
1.618 |
4,313.3 |
1.000 |
4,270.0 |
0.618 |
4,243.3 |
HIGH |
4,200.0 |
0.618 |
4,173.3 |
0.500 |
4,165.0 |
0.382 |
4,156.7 |
LOW |
4,130.0 |
0.618 |
4,086.7 |
1.000 |
4,060.0 |
1.618 |
4,016.7 |
2.618 |
3,946.7 |
4.250 |
3,832.5 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,177.7 |
4,177.3 |
PP |
4,171.3 |
4,170.7 |
S1 |
4,165.0 |
4,164.0 |
|